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Agnes Hsieh

Research and Insights

Articles by Agnes Hsieh

    The Barra Integrated Model - Version 204

    Research Report | Sep 1, 2005 | Fati Hemmati, Agnes Hsieh, Anton Puchkov, Dan Stefek

    The Barra Integrated Model (BIM) is a multi-asset class model for forecasting the asset and portfolio level risk of global equities, bonds, currencies, and commodities. The model uses innovative methods to couple broad asset coverage with the detailed analysis of Barra's models that focus on particular markets. This makes it suitable for a wide range of investment purposes, from conducting an in-depth analysis of a single-country portfolio to understanding the risk profile of a broad set of...