Extended-lister
Showing 61 - 70 of 331 entries
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe – March 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Global – March 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics
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Research Report
Backtesting Year in Review - A look at 2016For the year ending December 31, 2016, we analyzed the 12-month risk forecast accuracy of four categories of simulation models available in RiskMetrics RiskManager: Monte Carlo, historical, filtered historical and weighted historical.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe – February 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Global – February 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics
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Research Report
Employing Style Rotation with MSCI’s Systematic Equity Strategy FactorsThe rise of factor investing and smart beta has made timing factors more relevant than ever. As active investors look for ways to differentiate their strategies from their competition, factor rotation may be another technique to explore. In this Product Insight, we test style factor rotation methods using the Systematic Equity Strategy (SES) factors modeled by MSCI Equity Analytics Research. Using simulated history, our study found it was possible to anticipate Risk-On and Risk-Off...
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe – January 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Global – January 2017Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Europe – December 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key risk factors chosen for their relevance to European investments.
Portfolio Management Analytics Risk Management Analytics
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Research Report
MSCI Risk Monitor: RiskMetrics® Global – December 2016Under a standard RiskMetrics forecasting model, this monthly Risk Monitor reports on the evolution of risk forecasts for 12 key global risk factors. The report examines changes in volatility and correlation behavior, and identifies days on which factor returns were a surprise relative to the risk forecasts.
Portfolio Management Analytics Risk Management Analytics