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Erdem Ultanir

Research and Insights

Articles by Erdem Ultanir

    Model Insight - Barra Term Structure Models for BIM301

    Research Report | May 9, 2012 | John Fox , Erdem Ultanir , Andrew DeMond

    MSCI has enhanced Barra government bond models that cover all developed nominal and inflation-protected markets and added five new emerging market models. BIM301 models improve in-sample and risk forecasting by estimating more detailed and longer term structures and improved risk modeling, including higher frequency weekly returns, short and long horizon models, and improved specific risk models.