Innovations in Factor Modeling - Reducing Forecast Bias in Optimized Portfolios

MSCI cordially invites you to a webinar in which we are focusing on Innovations in Factor Modeling – Reducing Forecast Bias in Optimized Portfolios.

This year, MSCI will release its new Barra US Equity Model, designed to provide portfolio managers and analysts with more informed insight into systematic and stock-specific risk. Based on a patent-pending methodology and incorporating the latest advances from our industry-leading factor modeling research team, the new US Barra Equity Model will deliver significant enhancements for all users.

In this webinar, Jose Menchero, architect of the new methodology , will present the innovations and share results from the new US Barra Equity Model, which MSCI plans to release in Summer 2011.

Agenda Topics Include:

• How to evaluate and measure risk model performance
• The use of eigenfactor analysis to correct for the biases of optimized portfolios
• How to cleanly separate market effects from industry effects through the introduction of a country factor
• A new specific risk methodology that combines cross-sectional volatility estimates with a time-series approach
• Empirical results from the new Barra US Equity Model