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
• Summary