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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

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