Extended-lister
Showing 31 - 40 of 76 entries
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Research Report
Global Equity Market Watch - October 2015This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets. These common factors can be grouped into World, Country, Industry, Style, and Currency components.
Portfolio Management Analytics Equity Risk Models
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Research Report
Global Equity Market Watch - July 2015This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2).
Portfolio Management Analytics Equity Risk Models
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Research Report
Global Equity Market Watch - June 2015This monthly publication examines the global equity markets through the lens of the Barra Global Equity Model (GEM2). Barra model factors represent important drivers of both risk and return in the global equity markets. These common factors can be grouped into World, Country, Industry, Style, and Currency components.
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Research Report
Global Market Equity Watch - April 2015The Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power and statistical...
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Research Report
Global Market Equity Watch - March 2015The Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power and statistical...
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Press Release
MSCI Launches New Asia and China Equity Analytics ModelsPDF
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Support Site Video
It's All About Factors: Introducing the New US Equity Model SeriesPortfolio Management Analytics Equity Risk Models
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Support Site Video
Modeling Wrong Way Risk in CVAPortfolio Management Analytics Risk Management Analytics BarraOne Equity Risk Models RiskMetrics RiskManager
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Research Report
Model Insight - Barra South Africa Equity Model (ZAE4) Empirical Notes - June 2014This Model Insight summarizes the methodology and empirical results for the fourth-generation Barra South Africa Equity Model (ZAE4). This paper includes extensive information on factor structure, commentary on the performance of select factors, an analysis of the explanatory power of the model, and an examination of its effectiveness in portfolio construction using minimum volatility and index tracking portfolios. It also includes a side-by-side comparison of the forecasting accuracy and...
Portfolio Management Analytics Equity Risk Models
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Research Report
Global Equity Market Watch - May 2014The Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the Barra Global Equity Model (GEM2). In each issue, we examine the various sources of global equity returns and risk - including the World factor, countries, industries, styles, currencies, and stock-specific sources - and monitor returns, volatilities, and correlations for those sources over the trailing 1-12 months. We also examine how the explanatory power and statistical...
Portfolio Management Analytics Equity Risk Models