Extended-lister
Showing 261 - 270 of 331 entries
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Support Site Video
Advanced Equity Portfolio Optimization Techniques and Use Cases in Barra Portfolio Manager - Part IIPortfolio Management Analytics
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Press Release
New China Equity Model Captures New Reality of the Chinese MarketPDF
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Newsletter
Portfolio Management Analytics Update - July 2012Online Version | Contact Us Portfolio Management Analytics Update From MSCI | July 2012 ...
Portfolio Management Analytics
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Research Report
Is Your Portfolio Positioned for Shifts in Risk Aversion?This article examines how stock exposures to the Volatility factor, as defined in the Barra Global Equity Model 2 (GEM2), can be used to understand how a portfolio is positioned for changes in risk aversion. In a previous note “The Volatility Factor and Risk Aversion,” presented in the Q1 2012 newsletter, we explained how returns to the Volatility factor can provide a measure of investors’ risk appetite. Now we extend this analysis and show how specific groups of stocks,...
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Research Report
Global Equity Market Watch - July 2012The 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
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Case Study
Centre Asset Management and Barra Software and Models: A Winning CombinationPortfolio Management Analytics
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Research Report
Practical Insights and Lessons Learned for Quantitatively Managed Equity Portfolios - Second InstallmentRead the second of three installments of Managing through a Crisis: Practical Insights and Lessons Learned for Quantitatively Managed Equity Portfolios, written by Peter Zangari (MSCI's Managing Director for Equity Portfolio Management Analytics) while he was at Goldman Sachs. Peter's track record in the area of portfolio and risk management and his previous experiences at Goldman Sachs and J.P. Morgan helped shape this body of work.
Portfolio Management Analytics
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Product Documentation
Minimum Volatility Portfolio Construction in Barra Portfolio Manager - A Practical ApproachThe concept of minimum volatility portfolios and strategies has become increasingly popular among investors and portfolio managers. In this practical note, we will explain how minimum volatility strategies can be designed in Barra Portfolio Manager using the Barra Global Equity Model 2 (GEM2) as well as the new-generation GEM3, which features the new Volatility Regime Adjustment and Optimization Bias Adjustment techniques.
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Product Documentation
Barra Portfolio Manager Euro Contingency Plan
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Product Documentation
Aegis/Models Direct Euro Contingency PlanBarra Aegis Equity Risk Models