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Portfolio Management Analytics Update - November 2011

last modified on 13 May 2019 UTC

categories: Portfolio Management Analytics, Newsletter, general


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Portfolio Management Analytics Update

From MSCI | November 2011

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Case Study

Jupiter Asset Management

One of the UK's leading fund management groups uses Barra software and models to build better portfolios... Read more

Quant Corner

The Impact of Constraints on Portfolio Construction and Optimization

Exploring a wider range of solutions to gain more control over your portfolio characteristics... Read more

Build Risk Parity Portfolios with Correlation Risk Attribution (x-σ-ρ)

A flexible and more insightful approach to risk attribution... Read more

Tail Risk Hedging is Never Free

Institutional investors have been offered a variety of strategies and products... Read more

This article was originally published in Bloomberg Brief.


USE4 Model


Fundamentals of Performance Attribution - Webinar

Product News

Capturing the Equity and Currency Components of Beta

For clients only - Analyzing and decomposing a stock's beta due to equity and currency effects can be helpful in aligning the sources of risk in the portfolio... Read more


Webinar: Fundamentals of Performance Attribution

Gaining performance insight beyond an allocation/selection attribution framework... Register

Quant Invest: New York, December 2011

MSCI's Peter Zangari, Managing Director and Head of the firm's Equity Portfolio Management Analytics business is speaking on combining quant and traditional strategies... Read more



Portfolio Management Analytics Events Calendar

Fundamentals of Performance Attribution

November 22, 2011 - LiveMeeting



Quant Invest New York

December 7, 2011 - New York

Industry Event

  Read more

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