Showing 301 - 306 of 306 entries
Research ReportThe Barra US Equity Model (USE4) - Empirical Notes
Research ReportModel Insight - The Barra US Small Cap Equity Model Empirical Notes - December 2013
This Model Insight provides empirical results for the new Barra US Small Cap Model, including detailed information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include backtesting results and a thorough side-by-side comparison of the forecasting accuracy of the new model and its predecessor.
Research ReportModel Insight - Barra Global Equity Model (GEM3) Empirical Notes - January 2012
Research ReportThe Barra US Sector Equity Model Methodology and Empirical Notes
This Model Insight explains MSCI's motivation for building the Barra US Sector Equity Models, describes the methodology and factor structure, and provides empirical results for the US Sector model family, which includes 10 individual sector models and a fully integrated model.
Research ReportRiskMetrics Journal - Winter 2007
Portfolio Credit Spread Risk Backtesting Risk Methodologies from One Day to One Year Measuring Risk on Credit Indices: On the Use of the Basis Developing an Equity Factor Model for Risk Merger Arbitrage Risk Model
Research ReportGlobal Equity Allocation
Analysis of Issues Related to Geographic Allocation of Equities. Prepared for the Ministry of Finance of Norway. March 2012