Portfolio Construction in Barra Portfolio Manager Using Economic Exposure Data
This practical webinar explores the benefits of using MSCI Economic Expsore data in portfolio construction and optimization. A series of case studies showcase how to steer / tilt portfolios towards specific economic exposure criteria in conjunction with other requirements.
- Economic Exposure Definition & Distribution
- Barra Portfolio Manager (BPM)
- The Barra Global Equity Model (GEM3)
- Portfolio Construction Case Study I: Generating Customized Synthetic Emerging Market Exposure with Economic Exposure Constraints
- Portfolio Construction Case Study II: Sensitivity Optimization
Video - Client Only »