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Portfolio Management Analytics Update - December 2011

last modified on 13 May 2019 UTC

categories: Portfolio Management Analytics, Newsletter, general


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Portfolio Management Analytics Update

From MSCI | December 2011

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Quant Corner

Market Factor: Not Just for Show

The factor structure of a risk model plays an integral role in forecasting and interpretation... Read more




Feature Article

Which Risk Model Should I Use?

Selecting the right model to provide portfolio managers with a unique view of risk... Read more


Product News

Multiple Industry Allocations in the Barra US Equity Model (USE3)

The impact of multiple industries on risk forecasts and return attribution... Read more

Global Equity Market Watch - December 2011

Clients Only - This monthly publication examines the global equity markets through the lens of the Barra factors used by the Barra Global Equity Model (GEM2)... Read more



Portfolio Management Analytics Events Calendar

Thalesian Seminar - Contractual Tail Risk Hedging and Minimizing Shortfall
Dr Lisa Goldberg

January 11, 2012 - LiveMeeting

Industry Event

  Read more

The Tale of a Global Value Manager
Dr Peter Shepard

January 17, 2012 - LiveMeeting



Thalesian Seminar - Eigenfactor Risk Adjustments
Dr Jose Menchero

January 25, 2012 - LiveMeeting

Industry Event

  Read more

How Different are Frontier Markets?
Frank Nielsen

January 30, 2012 - LiveMeeting



Barra Global Equity Models: GEM2 vs GEM3
Frank Nielsen

February 15, 2012 - LiveMeeting



The Impact of Macro Factors for Canadian Equities
Oleg Ruban, Frank Nielsen

February 28, 2012 - LiveMeeting



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