Extended-lister
Showing 271 - 280 of 331 entries
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Research Report
Global Equity Market Watch - June 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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Press Release
MSCI Gathers Industry Leaders for Client Summits in London and New YorkPDFPortfolio Management Analytics Risk Management Analytics
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Webcast
RiskMetrics Form PF Risk ReportingMSCI invites you to a webinar where we will discuss issues and considerations around the Form PF risk reporting requirements from The U.S. Securities and Exchange Commission (SEC) and U.S. Commodity Future Trading Commission (CFTC). The discussion will consider potential ways in which firms can prepare, manage and execute a strategic plan for the new reporting requirements. Agenda Topics:Form PF overview Analytical filing requirementsPossible logistical challenges to...
Portfolio Management Analytics
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Webcast
MSCI London Client Summit - May 2012The first of two Client Summits has taken place in London on May 30, 2012. All who attended shared our enthusiasm about the variety and depth of topics. Excellent feedback.Have a look at the video with highlights and an overview of what has been discussed.
Portfolio Management Analytics Risk Management Analytics
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Research Report
US Market Report - Should I "Like" Facebook's IPO?The Facebook IPO raises questions about both the stock’s valuation and its risk characteristics. In this report, we explore how including or exluding Facebook might affect the risk of style, or size segment portfolios of US equities. We also explain how the USE4 Model estimates factor exposures and specific risk of stocks before and after their IPO. For Facebook, we provide an estimation of those risk numbers, which can be used to create proxy assets in Barra Aegis or Barra...
Portfolio Management Analytics
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Press Release
Alliance Trust Selects MSCI and Barra ProductsPDFIndexes Portfolio Management Analytics Risk Management Analytics
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Press Release
New Australian Equity Model Provides Portfolio Managers with Insight on Risk and ReturnPDF
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Research Report
Model Insight - Barra Term Structure Models for BIM301MSCI has enhanced Barra government bond models that cover all developed nominal and inflation-protected markets and added five new emerging market models. BIM301 models improve in-sample and risk forecasting by estimating more detailed and longer term structures and improved risk modeling, including higher frequency weekly returns, short and long horizon models, and improved specific risk models.
Portfolio Management Analytics
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Research Report
The Barra Australia Equity Model (AUE4) - Empirical NotesThis Model Insight provides empirical results and analysis for the new Barra Australia Equity Model (AUE4). These notes include extensive information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include a thorough side-by-side comparison of the forecasting accuracy of the AUE4 Model and the AUE3 Model, its predecessor.
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Research Report
Global Equity Market Watch - May 2012Global Equity Market Watch is a monthly publication that looks at global equity markets through the lens of the factors in 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...
Portfolio Management Analytics