Showing 261 - 264 of 264 entries
Research PaperThe Barra US Equity Model (USE4) - Empirical Notes
Research PaperModel Insight - The Barra US Sector Equity Model Methodology and Empirical Notes - December 2013
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 PaperRiskMetrics 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 PaperGlobal Equity Allocation
Analysis of Issues Related to Geographic Allocation of Equities. Prepared for the Ministry of Finance of Norway. March 2012