Extended-lister
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A股市场风格切换解读
Apr 1, 2021 -
webcast
Securitized Products Modeling – One Year Since COVID-19
Mar 30 2021 Virtual Platform -
webcast
2020 - A Cycle Too Short for Minimum Volatility Indexes?
Mar 11, 2021 -
webcast
MSCI Analytics Managed Solutions: Improve efficiency to focus on what matters
Mar 9 2021 Virtual Platform -
Factors Power Hour: What Fundamental Investment Managers Need to Know
Feb 25, 2021 -
MSCI in Practice: Multi-Period Stress Testing: A New Lens for Portfolio and Risk Management
Feb 22, 2021 -
webcast
MSCI in Practice: Constructing multi-asset class climate-aware portfolios using BarraOne
Jan 27 2021 Virtual Platform -
webcast
Implications for SEC’s rule 18f-4 on the use of Derivatives
Jan 26 2021 -
Factors in Focus 2021 (APAC)
Jan 14, 2021 -
Factors in Focus 2021 (Americas & EMEA timezone)
Jan 7, 2021 -
webcast
MSCI LIBOR series: Position Modelling for RiskManager
Dec 1 2020 Virtual platform -
webcast
MSCI LIBOR series: Position Modelling for BarraOne
Nov 19, 2020 Virtual platform -
webcast
MSCI in Practice: Turn Confusion into Clarity with Factors and Fund Look-through
Nov 18, 2020 -
webcast
MSCI LIBOR series: New market data and expected updates to terms & conditions.
Nov 12, 2020 WebEx -
webcast
MSCI LIBOR series: Pricing models extensions for swaps & bonds:
Nov 4, 2020 WebEx -
webcast
MSCI Global Investing Conference
Nov 2 and 3, 2020 Virtual Platform -
webcast
Factors in Focus Q4 - Special Topic: Growth Factor
Oct 29, 2020 Virtual Platform -
webcast
Preparing for the end of LIBOR: Equity, fixed income and multi-asset class factor models
October 27, 2020 -
webcast
Factors in Focus Q4 - Special Topic: Growth Factor
Oct 22, 2020 Virtual Platform -
webcast
MSCI Thematic Investing Webinar Series: Part 1: Digital Economy / Disruptive Technology
Oct 13, 2020 WebEx -
webcast
MSCI Thematic Investing Webinar Series: Part 2: Future Mobility / Smart Cities
Oct 21, 2020 WebEx -
webcast
MSCI in Practice: Four COVID-19 stress testing scenarios — what could happen after the initial shock? (EMEA)
May 28, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 2 - German
May 27, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 2 - French
May 27, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 2 - English
May 27, 2020 WebEx -
webcast
MSCI in Practice: Four COVID-19 stress testing scenarios — what could happen after the initial shock? (Americas)
May 27, 2020 WebEx -
webcast
MSCI in Practice: Four COVID-19 stress testing scenarios — what could happen after the initial shock? (APAC)
May 27, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 1 - German
May 19, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 1 - English
May 19, 2020 WebEx -
webcast
Fixed Income Innovation Webinar Series: Part 1 - French
May 19, 2020 WebEx -
webcast
Coronavirus Impact on the U.S. Structured Credit Market
May 12, 2020 -
webcast
Implementing ESMA’s liquidity stress testing requirements
Mar 18, 2020 -
webcast
MSCI Equity Analytics webinar
March 5, 2020 WebEx -
webcast
Market Implications from the Coronavirus - APAC
Feb 26, 2020 -
webcast
Market Implications from the Coronavirus - US & EMEA
Feb 25, 2020 -
Introducing the MSCI Macroeconomic Risk Model
Mar 24, 2016 -
Introducing the Barra Australia Equity Model (AUE4)
Oct 21, 2015 -
Understanding the Unique Return Drivers of China A Shares
Oct 20, 2015 -
Barra Portfolio Manager - Updates and New Features
Mar 25, 2015 -
Analyzing ETF Strategies in Barra Portfolio Manager
Feb 18, 2015 -
It's All About Factors: Introducing the New US Equity Model Series
Dec 9, 2014 -
Barra Portfolio Manager: A Closer Look at Risk Parity Equity Portfolios
Dec 2, 2014 -
Modeling Wrong Way Risk in CVA
Jul 10, 2014 -
An End to End Investment Process in Barra Portfolio Manager
Jul 9, 2014 -
MSCI Portfolio Management Research Seminar Series, Spring 2014 - Highlights and Observations
Jun 26, 2014 -
New Features in Barra Aegis 4.5
May 22, 2014 -
Barra Portfolio Manager 3.9
May 14, 2014 -
Introducing the New Barra Emerging Markets Equity Model
Mar 5, 2014 -
The Year in Review - Global Equity Markets in 2013
Feb 27, 2014 -
Introducing the Barra US Small Cap Equity Model
Dec 17, 2013 -
Introducing the Barra US Sector Equity Model Family
Dec 16, 2013 -
Barra Extreme Risk (BxR) Betas - Managing Downside Risk
Nov 18, 2013 -
Barra Portfolio Manager - A Comprehensive Investment Ecosystem
Oct 29, 2013 -
Barra Portfolio Manager 3.8 - High Volume Reporting and Fundamental Data
Oct 21, 2013 -
Factor Investing - Risk Hedging and Factor Tilting with MSCI Market Neutral Barra Factor Indices
Oct 16, 2013 -
Interactive Session with the Management Team of MSCI Portfolio Management Analytics
Oct 8, 2013 -
Residual Volatility Factor and Implications for the Minimum Volatility Phenomenon
Oct 7, 2013 -
Analyzing Systematic Risk Premia Indices via Barra Equity Factor Models
Oct 2, 2013 -
Portfolio Construction in Barra Portfolio Manager Using Economic Exposure Data
Sep 18, 2013 -
Daily Equity Risk Monitors
Sep 4, 2013 -
China's Changing Equity Landscape: The MSCI China A Index and the Barra China Equity Model (CNE5)
Jul 24, 2013 -
Manager Crowding and Portfolio Construction
Jun 13, 2013 -
Introducing the New Barra Europe Equity Model (EUE4)
May 2, 2013 -
Introducing the Barra North America Stochastic Factor Model
Apr 29, 2013 -
Barra Portfolio Manager 3.7 Back Testing Webinar - Rebalance Tool Setup and Execution
Apr 8, 2013 -
Barra Portfolio Manager 3.7 Back Testing Webinar - Batch Optimization
Apr 4, 2013 -
Risk Analysis Using the Barra Europe Stochastic Model
Mar 6, 2013 -
The Mid Cap Effect
Feb 21, 2013 -
Barra Portfolio Manager and Optimization Series: Part 3: Advanced Equity Portfolio Optimization Techniques and Use Cases in Barra Portfolio Manager
Nov 27, 2012 -
Barra Portfolio Manager and Optimization Series Part 2: Advanced Optimization Techniques in Barra Portfolio Manager
Nov 15, 2012 -
AFTER THE STORM: Navigating the US Equity Markets after Hurricane Sandy
Nov 12, 2012 -
Barra Portfolio Manager and Optimization Series: Part 1: Introduction to Equity Portfolio Construction & Optimization in Barra Portfolio Manager: Theory and Use Cases
Oct 24, 2012 -
Advanced Optimization Implementation Using Barra Open Optimizer - Programming in R
Oct 22, 2012 -
Enhanced Indexing Using the Barra China Equity Model (CNE5)
Oct 19, 2012 -
Advanced Optimization Implementation Using Barra Open Optimizer - Programming in Matlab
Oct 17, 2012 -
Is Your Risk Model Letting Your Optimized Portfolio Down?
Oct 8, 2012 -
The Barra China Equity Model (CNE5)
Sep 20, 2012 -
GEM2 in Factor-based Performance Attribution
Aug 22, 2012 -
Comparing Barra US Equity Model (USE3) to Barra US Equity Model (USE4): Portfolio Construction and Turnover
Aug 16, 2012 -
Barra Portfolio Manager: Introducing the Formula Builder, New Optimization Functionality & Analytical Enhancements
Jul 25, 2012 -
Advanced Equity Portfolio Optimization Techniques and Use Cases in Barra Portfolio Manager - Part II
Jul 17, 2012 -
RiskMetrics Form PF Risk Reporting
Jun 1, 2012 -
MSCI London Client Summit - May 2012
May 31, 2012 -
The Impact of Macro Factors for Canadian Equities
Feb 28, 2012 -
Making Risk Additive: Marginal Contributions to Risk and Correlation Risk Attribution
Feb 16, 2012 -
Barra Global Equity Models: GEM2 vs GEM3
Feb 15, 2012 -
The Perils of Parity
Jul 19, 2010