MSCI Risk Monitor - Global Equities - December 2012
Dec 7, 2012
This monthly MSCI Risk Monitor: Global Equities report examines global equity market risk and return through the lens of the Barra Global Equity Model (GEM3). The report provides insights into market developments for global investment using the intuitive dimensions of the Barra fundamental factors. The report looks at the evolution of correlations and volatilities, as well as exploring the risk-adjusted index, factor and asset performance over the last month.