Extended-lister
Showing 101 - 110 of 331 entries
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Support Site Video
Introducing the MSCI Macroeconomic Risk ModelPortfolio Management Analytics Risk Management Analytics
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Research Report
Global Equity Market Watch - March 2016This 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
Are Your Factors Aligned?Many institutional investors develop proprietary return forecasting models, but use third-party/alternative models such as the MSCI Global Equity Total Market Model to measure risk and transaction costs. While there may be a significant overlap between the factors used in alpha and risk models, at times they may be misaligned. For managers who optimize their portfolios, the optimizer will tend to amplify the component of alpha that is not aligned with the risk model; this may lead to...
Portfolio Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetricsĀ® Global - February 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors.
Portfolio Management Analytics Risk Management Analytics
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Research Report
Global Equity Market Watch - February 2016This 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.
Portfolio Management Analytics Equity Risk Models
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Research Report
Scenarios, Stress Tests and Strategies for 2016Heading into 2016, MSCI examined 12 stress points globally to be used in quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. These stress points include the prospect of additional interest-rate hikes by the Federal Reserve, weakness in the eurozone and a deceleration in Chinese economic growth.
Indexes Portfolio Management Analytics Risk Management Analytics
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Research Report
Global Equity Market Watch - January 2016This 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 - December 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 - November 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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Press Release
CBRE Global Investors Selects MSCI to Provide Global Performance DataPDFPortfolio Management Analytics