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Risk Management
RiskMetrics Technical Note - Basis Risk in Risk Manager - November 2011
Nov 18, 2011 -
Headlines 24
Nov 15, 2011Related Products: -
Risk Management
RiskMetrics Technical Note - Convertible Bonds for RiskServer 5.3 - November 2011
Nov 11, 2011 -
Better Access to Nutrition: A Growing Challenge for Food Producers
Nov 9, 2011Related Products: -
Portfolio Management Analytics Update - November 2011
Nov 4, 2011Related Products: -
Investing (Investment Management)
Global Equity Market Watch - November 2011
Nov 1, 2011Related Products: -
ESG Update - October 2011
Oct 31, 2011Related Products: -
Responsible Investing
Encouraging Sustainable Growth with ESG Research
Oct 31, 2011Related Products: -
Responsible Investing
Global Cluster Munitions Legislation and Implications for Investors
Oct 20, 2011Related Products: -
Responsible Investing
Shale Gas and Hydraulic Fracturing in the US: Opportunity or Underestimated Risk?
Oct 20, 2011Related Products: -
Index Update - October 2011
Oct 18, 2011Related Products: -
Risk Update - October 2011
Oct 6, 2011Related Products: -
Portfolio Management Analytics Update - October 2011
Oct 3, 2011Related Products: -
Barra Private Real Estate Model (PRE1) - Research Notes
Oct 2, 2011 -
Barra Mutual Fund Model (MFM2) - Research Notes
Oct 2, 2011 -
Barra Private Real Estate Model (PRE1) - Overview and Highlights
Oct 2, 2011 -
CUR2 Research Notes
Oct 2, 2011 -
Investing (Investment Management)
Global Equity Market Watch - October 2011
Oct 1, 2011Related Products: -
Risk Management
Liquidity Risk Reporting Service for UCITS Funds
Oct 1, 2011Related Products: -
ESG Update - September 2011
Sep 28, 2011Related Products: -
Risk Management
Back to the Future of Risk Management
Sep 26, 2011Related Products: -
Portfolio Construction and Optimization
A Long Hot Summer
Sep 26, 2011 -
Portfolio Construction and Optimization
Mitigating Risk Forecast Biases of Optimized Portfolios
Sep 26, 2011 -
The IPD Solvency II Review UPDATE 2 - September 2011
Sep 26, 2011 -
Asset Allocation and Asset Liability Management
The Role of Real Estate in Objectives Driven Asset Allocation
Sep 21, 2011 -
Factor and Risk Modeling
The Barra US Equity Model (USE4) - Empirical Notes
Sep 20, 2011Related Products: -
Portfolio Construction and Optimization
Risk Forecast Biases of Optimized Portfolios - A Quantitative Analysis
Sep 20, 2011 -
Headlines 23
Sep 13, 2011Related Products: -
Factor and Risk Modeling
Capturing Differences in Global Value
Sep 9, 2011 -
Risk Management
RiskMetrics Technical Note - Dual Currency Deposit - September 2011
Sep 9, 2011 -
What's in a Rating?
Sep 7, 2011 -
Asset Allocation and Asset Liability Management
Harvesting Risk Premia with Strategy Indices
Sep 5, 2011 -
Asset Allocation and Asset Liability Management
Harvesting Risk Premia with Strategy Indices
Sep 5, 2011 -
Asset Allocation and Asset Liability Management
Harvesting Risk Premia with Strategy Indices
Sep 5, 2011 -
Barra Integrated Model (BIM301) Research Notes
Sep 2, 2011 -
Risk Management
RiskMetrics Technical Note - Forward Volatility Agreements - September 2011
Sep 1, 2011 -
Investing (Investment Management)
Global Equity Market Watch - September 2011
Sep 1, 2011Related Products: -
ESG Update - August 2011
Aug 31, 2011Related Products: -
Responsible Investing
Potential Investment Implications of Chemical Regulation in the Consumer and Retail Sectors
Aug 31, 2011Related Products: -
Portfolio Management Analytics Update - September 2011
Aug 31, 2011Related Products: -
Factor and Risk Modeling
Does Style Make the Sector
Aug 26, 2011 -
Factor and Risk Modeling
The Barra US Equity Model (USE4)
Aug 26, 2011Related Products: -
Responsible Investing
Integrating ESG into the Investment Process
Aug 17, 2011 -
Risk Management
RiskMetrics Technical Note - Autocallable Note - August 2011
Aug 17, 2011 -
Risk Management
RiskMetrics Technical Note - FX Barrier, Digital Barrier, and Touch/No-Touch Options - August 2011
Aug 16, 2011 -
Risk Management
RiskMetrics Technical Note - Year-on-Year Inflation Swap - August 2011
Aug 15, 2011 -
Risk Management
RiskMetrics Technical Note - Inflation Indexed Caps and Floors - August 2011
Aug 1, 2011 -
Investing (Investment Management)
Global Equity Market Watch - August 2011
Aug 1, 2011Related Products: -
MSCI ESG Thematic Report - Australian Carbon Tax Impact
Jul 28, 2011Related Products: -
Risk Management
Greece, Contagion, and Credit Derivatives
Jul 28, 2011 -
Responsible Investing
Measuring the Managers: How the Asset Management Industry Integrates ESG
Jul 27, 2011Related Products: -
The IPD Solvency II Review UPDATE 1 - July 2011
Jul 26, 2011 -
Risk Management
RiskMetrics Technical Note - Equity Barrier, Digital Barrier, and Touch/No-Touch Options - July 2011
Jul 21, 2011 -
Responsible Investing
Integrating Technology and Data Security Risk into the Investment Process
Jul 21, 2011Related Products: -
Risk Management
Delta-Sigma Attribution: Understanding Differences in Risk
Jul 20, 2011 -
RiskMetrics Technical Note - Equity Accumulator - July 2011
Jul 20, 2011 -
ESG Update - July 2011
Jul 14, 2011Related Products: -
Investing (Investment Management)
Impact of Yen on Japanese Stocks
Jul 13, 2011 -
Investing (Investment Management)
Reuters RICS List
Jul 12, 2011Related Products: -
Investing (Investment Management)
Bloomberg Ticker List
Jul 12, 2011Related Products: -
Barra Hedge Fund Model (HFM2) Research Notes
Jul 2, 2011Related Products: -
Investing (Investment Management)
Global Equity Market Watch - July 2011
Jul 1, 2011Related Products: -
Risk Update - June 2011
Jun 30, 2011Related Products: -
MSCI China A Index History - A Summary
Jun 30, 2011Related Products: -
ESG Update - June 2011
Jun 29, 2011Related Products: -
MSCI Global Market Accessibility Review 2011
Jun 21, 2011Related Products: -
Headlines 22
Jun 16, 2011Related Products: -
Model Insight - Barra Equity Volatility Futures Model EVX1 - June 2011
Jun 15, 2011 -
Investing (Investment Management)
Global Equity Market Watch - June 2011
Jun 1, 2011Related Products: -
ESG Update - May 2011
May 27, 2011Related Products: -
Portfolio Construction and Optimization
Optimization Bias Adjustment
May 25, 2011 -
Responsible Investing
Which Banks Create the Most Social Utility for the Least Systemic Risk?
May 18, 2011Related Products: -
Fixed Income Risk Modeling with GICS - BIM301 Fixed Income Credit Model Enhancements
May 2, 2011Related Products: -
Investing (Investment Management)
Global Equity Market Watch - May 2011
May 1, 2011Related Products: -
Investing (Investment Management)
Global Equity Market Watch - April 2011
Apr 30, 2011Related Products: -
Headlines 21
Apr 28, 2011Related Products: -
ESG Update - April 2011
Apr 27, 2011Related Products: -
The Relative Strengths of Industry and Country Factors in Global Equity Markets
Apr 27, 2011 -
Investing (Investment Management)
Global Investing: The Importance of Currency Returns and Currency Hedging
Apr 27, 2011 -
Risk Management
RiskMetrics Technical Note - Commodity Average Rate Options - April 2011
Apr 23, 2011 -
Risk Management
RiskMetrics Technical Note - FX Average Rate Options - April 2011
Apr 23, 2011 -
Risk Management
RiskMetrics Technical Note - Equity Average Rate Options - April 2011
Apr 23, 2011 -
Responsible Investing
Fukushima Accident Dims Prospects for a Nuclear Revival
Apr 20, 2011Related Products: -
Investing (Investment Management)
Capturing the Value Premium
Apr 20, 2011Related Products: -
The IPD Solvency II Review Summary
Apr 15, 2011 -
The IPD Solvency II Review - Informing a new regulatory framework for real estate
Apr 15, 2011 -
Treatment of Fixed Transaction Costs in Barra Optimizer
Apr 13, 2011Related Products: -
Asset Allocation and Asset Liability Management
Allocating Assets in Climates of Extreme Risk
Apr 6, 2011 -
Model Insight - Barra Japan Fixed Income Factor Model (JPF4) Research Notes - April 2011
Apr 2, 2011 -
Asset Allocation and Asset Liability Management
Post-Earthquake Japan Equity Update
Apr 1, 2011 -
ESG Update - March 2011
Mar 31, 2011Related Products: -
Factor and Risk Modeling
Model Insight - Barra Commodity Model COM2 - March 2011
Mar 31, 2011Related Products: -
Responsible Investing
Implications of the Japanese Nuclear Disaster: An ESG Research Perspective
Mar 25, 2011Related Products: -
Risk Management
RiskMetrics Technical Note - FX Futures - March 2011
Mar 21, 2011 -
Risk Update - March 2011
Mar 17, 2011Related Products: -
Investing (Investment Management)
Volatility Cycles of Value Stocks
Mar 7, 2011 -
Investing (Investment Management)
Global Equity Market Watch - March 2011
Mar 1, 2011Related Products: -
Asset Allocation and Asset Liability Management
Global Equity Allocation
Mar 1, 2011 -
Factor and Risk Modeling
The Characteristics of Factor Portfolios
Mar 1, 2011 -
ESG Update - February 2011
Feb 28, 2011Related Products: -
Responsible Investing
The Next Storm: How ESG Risks are Reconfiguring the Insurance Industry
Feb 28, 2011Related Products: -
Risk Management
Pitfalls in Risk Attribution
Feb 24, 2011 -
Investing (Investment Management)
Portfolio Optimization with Trade Paring Constraints
Feb 15, 2011 -
Risk Management
RiskMetrics Technical Note - Variance Swap, Risk Evaluation & Instrument Aging - February 2011
Feb 6, 2011 -
Asset Allocation and Asset Liability Management
The Road to Retirement
Feb 3, 2011 -
Asset Allocation and Asset Liability Management
Micro Caps - A Distinct Segment
Jan 26, 2011 -
Asset Allocation and Asset Liability Management
Some Like It Hot
Jan 26, 2011Related Products: -
Portfolio Construction and Optimization
Minimizing Shortfall
Jan 26, 2011 -
Investing (Investment Management)
Value Stocks and the Macro Cycle
Jan 26, 2011 -
Index Update - January 2011
Jan 18, 2011Related Products: -
Responsible Investing
Dodd-Frank Not Just About Banks: Conflict Mineral Reporting Requirements will Affect Chipmakers, Other Electronics Firms
Jan 18, 2011Related Products: -
Headlines 20
Jan 3, 2011Related Products: -
Comparing Barra Risk Models for Japan
Jan 2, 2011 -
CreditManager White Paper
Jan 1, 2011Related Products: -
Case Study Rand Merchant Bank
Jan 1, 2011Related Products: -
BenchNote - A New Monte Carlo Simulation Methodology
Jan 1, 2011Related Products: -
Introduction to WealthBench
Jan 1, 2011Related Products: -
ESG Update - December 2010
Dec 23, 2010Related Products: -
Headlines 19
Dec 20, 2010Related Products: -
Investing (Investment Management)
Update on MSCI Equal Weighted Indices
Dec 14, 2010 -
Consultation on a specific methodology enhancement for the MSCI Global Investable Market Indices
Dec 2, 2010Related Products: -
Revisiting the European Sovereign Debt Crisis
Dec 2, 2010 -
ESG Update - November 2010
Nov 30, 2010Related Products: -
Portfolio Construction and Optimization
Lagrangian Relaxation Procedure for Cardinality - Constrained Portfolio Optimization
Nov 30, 2010 -
Investing (Investment Management)
QE2 Aftermath: What Has a Steepening Curve Meant for Equity Sectors?
Nov 19, 2010 -
MSCI Indices - Product Documentation
Nov 19, 2010Related Products: -
MSCI Market Classification Framework
Nov 19, 2010Related Products: -
MSCI Global Market Accessibility Review
Nov 19, 2010Related Products: -
Asset Allocation and Asset Liability Management
Investing in Inflation Protection
Nov 10, 2010 -
Headlines 18
Nov 1, 2010Related Products: -
Investing (Investment Management)
The Third Quarter Ends with a Blast
Oct 28, 2010 -
Investing (Investment Management)
AH Premium and Short Sale Constraints
Oct 28, 2010 -
Asset Allocation and Asset Liability Management
The "New Classic" Equity Allocation?
Oct 6, 2010Related Products: -
Headlines 17
Sep 30, 2010Related Products: -
Global Market Accessibility Review
Sep 29, 2010Related Products: -
Factor and Risk Modeling
Identifying Sources of Correlation in Global Equity Portfolios
Sep 28, 2010 -
MSCI Global Islamic Indices - Country Coverage
Sep 13, 2010Related Products: -
Risk Management
CreditMetrics and Constant Level of Risk
Sep 9, 2010 -
Factor and Risk Modeling
Decomposing Cross-Sectional Volatility
Sep 8, 2010 -
Asset Allocation and Asset Liability Management
Applications of Systematic Indices in the Investment Process
Sep 7, 2010 -
On the White Board - August 2010
Aug 15, 2010 -
Factor and Risk Modeling
Capturing Equity Risk Premia
Aug 4, 2010 -
Investing (Investment Management)
Stress Testing in the Investment Process
Aug 4, 2010 -
Risk Management
Extreme Risk Analysis
Jul 27, 2010 -
Headlines 16
Jul 23, 2010Related Products: -
Investing (Investment Management)
Revisiting Global Small Cap
Jul 20, 2010Related Products: -
Practical Applications from the Experts - July 2010
Jul 15, 2010 -
On the White Board - July 2010
Jul 15, 2010 -
Factor and Risk Modeling
Uncovering Biases within Sectors
Jul 7, 2010 -
2010 GICS structure - Italian
Jun 30, 2010Related Products: -
2010 GICS structure - German
Jun 30, 2010Related Products: -
2010 GICS structure - French
Jun 30, 2010Related Products: -
2010 GICS structure - Japanese
Jun 30, 2010Related Products: -
2010 GICS structure - Russian
Jun 30, 2010Related Products: -
2010 GICS structure - Traditional Chinese
Jun 30, 2010Related Products: -
2010 GICS structure - Simplified Chinese
Jun 30, 2010Related Products: -
2010 GICS structure - Spanish
Jun 30, 2010Related Products: -
Investing (Investment Management)
Evaluating Stock Screens with Performance Attribution
Jun 30, 2010 -
Factor and Risk Modeling
The Fundamentals of Fundamental Factor Models
Jun 30, 2010 -
Investing (Investment Management)
The BP Oil Spill and ESG
Jun 30, 2010 -
Headlines 15
Jun 24, 2010Related Products: -
MSCI Indices - Product Documentation
Jun 21, 2010Related Products: -
MSCI Indices - Product Documentation
Jun 21, 2010Related Products: -
Risk Management
Private and Public Real Estate - What is the Link?
Jun 16, 2010 -
Investing (Investment Management)
The BP Oil Crisis Spills Over to UK Domestic Portfolios
Jun 16, 2010 -
Investing (Investment Management)
The Curse of Olympian Spending with International Borrowing
Jun 16, 2010 -
Practical Applications from the Experts - June 2010
Jun 15, 2010 -
On the White Board - June 2010
Jun 15, 2010 -
In the Market - June 2010
Jun 15, 2010 -
no resources type defined - Product Documentation
Jun 14, 2010 -
The Value of Liquidity: Can it be Measured?
Jun 1, 2010 -
Measuring CDS Value-at-Risk
May 27, 2010 -
Asset Allocation and Asset Liability Management
Manipulating Correlations Through Latent Drivers
May 25, 2010 -
Headlines 14
May 20, 2010Related Products: -
Asset Allocation and Asset Liability Management
Is There a Link Between GDP Growth and Equity Returns?
May 18, 2010Related Products: -
Asset Allocation and Asset Liability Management
The Perils of Parity
May 18, 2010Related Products: -
Fixed Income Performance Attribution
May 18, 2010 -
Canada's Oil Sands: Shrinking Window of Opportunity
May 18, 2010 -
Practical Applications from the Experts - May 2010
May 15, 2010 -
On the White Board - May 2010
May 15, 2010 -
In the Market - May 2010
May 15, 2010 -
European Divergence
May 13, 2010 -
Investing (Investment Management)
Momentum in Asia Pacific Stock Markets
May 12, 2010 -
Asset Allocation and Asset Liability Management
Sovereign Stress and Economic Growth: Scenarios for US Investors
May 12, 2010 -
Consultation on a proposal to create Global Broad & Microcap Indices
May 7, 2010Related Products: -
Headlines 13
Apr 21, 2010Related Products: -
Performance Analysis
Beyond Brinson: Establishing the Link Between Sector and Factor Models
Apr 21, 2010 -
Asset Allocation and Asset Liability Management
Assessing Interest Rate Risk Beyond Duration - Shift, Twist, Butterfly
Apr 20, 2010 -
Portfolio Construction and Optimization
Constraining Shortfall
Apr 20, 2010 -
Strengthening the Resilience of the Banking Sector
Apr 16, 2010 -
On the White Board - April 2010
Apr 15, 2010 -
In the Market - April 2010
Apr 15, 2010 -
Factor and Risk Modeling
How Well Can the Risk of Financial Extremes Be Forecast?
Apr 13, 2010 -
Investing (Investment Management)
Portfolio Insights for a Deep Value Manager
Apr 6, 2010 -
Asia Pacific Equity Model (ASE1) Research Notes
Apr 2, 2010 -
GICS - Product Documentation
Mar 31, 2010Related Products: -
Factor and Risk Modeling
Characteristics of Factor Portfolios
Mar 31, 2010 -
Investing (Investment Management)
Risk and Style Characteristics of Chinese Funds
Mar 23, 2010Related Products: -
Headlines 12
Mar 22, 2010Related Products: -
Investing (Investment Management)
Risk Characteristics of Emerging Market Bonds
Mar 17, 2010 -
Practical Applications from the Experts - March 2010
Mar 15, 2010 -
On the White Board - March 2010
Mar 15, 2010 -
Integrated Risk Management - Early Overview
Mar 10, 2010 -
Factor and Risk Modeling
Market Turmoil, a Value Index, and the UK Telecoms Industry
Mar 1, 2010 -
The Z-Metrics Methodology
Mar 1, 2010 -
Portfolio Construction and Optimization
The Effects of Risk Aversion on Optimization
Feb 23, 2010 -
no resources type defined - Product Documentation
Feb 23, 2010 -
no resources type defined - Product Documentation
Feb 17, 2010 -
Performance Analysis
Multi-Currency Performance Attribution
Feb 16, 2010 -
Headlines 11
Feb 15, 2010Related Products: -
Practical Applications from the Experts - February 2010
Feb 15, 2010 -
On the White Board - February 2010
Feb 15, 2010 -
In the Market - February 2010
Feb 15, 2010 -
Investing (Investment Management)
MSCI Barra Yearbook 2009
Feb 10, 2010 -
Risk Management
RiskMetrics Technical Note - Risk Evaluation of Merger Arbitrage Positions - February 2010
Feb 8, 2010 -
Asset Allocation and Asset Liability Management
GDP Weighting in Asset Allocation
Feb 5, 2010Related Products: -
Performance Analysis
Insights on Japan's Bond Market
Feb 2, 2010 -
Factor and Risk Modeling
A Top Down Approach to Multi-Name Credit
Feb 1, 2010 -
MSCI Indices - Product Documentation
Jan 21, 2010Related Products: -
MSCI Indices - Product Documentation
Jan 21, 2010Related Products: -
Issue Brief: Was Copenhagen A Train Wreck or Breakthrough?
Jan 19, 2010 -
Performance Analysis
Risk Contribution is Exposure times Volatility times Correlation
Jan 15, 2010 -
Practical Applications from the Experts - January 2010
Jan 15, 2010 -
On the White Board - January 2010
Jan 15, 2010 -
In the Market - January 2010
Jan 15, 2010 -
Factor and Risk Modeling
NAFTA and Markets: US Economic Impacts on Canadian Equities
Jan 14, 2010 -
Factor and Risk Modeling
GEM2 Factor Returns and Volatilities
Jan 14, 2010 -
Investing (Investment Management)
What Drives Long-Term Equity Returns
Jan 12, 2010 -
Asset Allocation and Asset Liability Management
A Fresh Look at the Strategic Equity Allocation of European Institutional Investors
Jan 8, 2010Related Products: -
Factor and Risk Modeling
The Long View of Financial Risk
Jan 4, 2010 -
Introducing Multiple Horizon Versions of the Canada Equity Model (CNE4) - Research Notes
Jan 2, 2010 -
Institutional Investor Sample Report
Jan 1, 2010Related Products: -
The HedgePlatform Community
Jan 1, 2010Related Products: -
Fund of Funds Sample Report
Jan 1, 2010Related Products: -
Adaptations of Monte Carlo Simulation Techniques to American Option Pricing
Jan 1, 2010Related Products: -
Capturing Risks of Non-transparent Hedge Funds
Jan 1, 2010Related Products: -
Measuring the Quality of Hedge Fund Data
Jan 1, 2010Related Products: -
Extensions of the Merger Arbitrage Risk Model
Jan 1, 2010Related Products: -
Inflation Risk Across the Board
Jan 1, 2010Related Products: -
Volatility Forecasts and At-the-Money Implied Volatility
Jan 1, 2010Related Products: -
Merger Arbitrage Risk Model
Jan 1, 2010Related Products: -
Developing an Equity Factor Model for Risk
Jan 1, 2010Related Products: -
Measuring Risk on Credit Indices: On the Use of the Basis
Jan 1, 2010Related Products: -
Backtesting Risk Methodologies from One Day to One Year
Jan 1, 2010Related Products: -
Portfolio Credit Spread Risk
Jan 1, 2010Related Products: -
Incorporating Equity Derivatives into the CreditGrades(tm) Model
Jan 1, 2010Related Products: -
Risk Budgeting for Pension Plans
Jan 1, 2010Related Products: -
Distribution of Defaults in a Credit Basket
Jan 1, 2010Related Products: -
Risk Management for Non-Financial Corporations
Jan 1, 2010Related Products: -
Issues in the Pricing of Synthetic CDOs
Jan 1, 2010Related Products: -
Fixed Income Risk Attribution
Jan 1, 2010Related Products: -
Risk and expectations in the crude oil market in recent months
Jan 1, 2010Related Products: -
Risk attribution for asset managers
Jan 1, 2010Related Products: -
Financial markets in the aftermath of the terrorist attack
Jan 1, 2010Related Products: -
Economic capital allocation for credit risk
Jan 1, 2010Related Products: -
Market developments in the first half of 2002
Jan 1, 2010Related Products: -
Estimation of zero-coupon curves in DataMetrics
Jan 1, 2010Related Products: -
Estimating issuer-specific risk for corporate bonds
Jan 1, 2010Related Products: -
Comparing Methods To Approximate Mortgage-Backed Security VaR
Jan 1, 2010Related Products: -
Risk Budgeting for Corporate Bond Portfolios
Jan 1, 2010Related Products: -
Term Structure Estimation for U.S. Corporate Bond Yields
Jan 1, 2010Related Products: -
The One-Factor CreditMetrics Model In The New Basel Capital Accord
Jan 1, 2010Related Products: -
Do Implied Volatilities Provide Early Warning of Market Stress?
Jan 1, 2010Related Products: -
Methods and Applications
Jan 1, 2010Related Products: -
Interest-Rate Expectations in Recent Months
Jan 1, 2010Related Products: -
Liquidity Risk: Current Research and Practice
Jan 1, 2010Related Products: -
Examples and Applications of Closed-Form CDO Pricing
Jan 1, 2010Related Products: -
Journal Extract: A Comparison of Stochastic Default Rate Models
Jan 1, 2010Related Products: -
Hypothesis Test of Default Correlation and Application to Specific Risk
Jan 1, 2010Related Products: -
Calculating VaR through Quadratic Approximations
Jan 1, 2010Related Products: -
Value-at-Risk for Asset Managers
Jan 1, 2010Related Products: -
Time Reversal Invariance in Finance
Jan 1, 2010 -
Specific Risk for Long-Term Horizons
Jan 1, 2010Related Products: -
A General Approach to Calculating VaR Without Volatilities and Correlations
Jan 1, 2010Related Products: -
Mark-to-Market, Oversight and Sensitivity Analysis of CDOs
Jan 1, 2010Related Products: -
A Primer on Vega Risk Measurement in RiskManager
Jan 1, 2010Related Products: -
Importance Sampling for Credit Portfolio Simulation
Jan 1, 2010Related Products: -
GICS - Product Documentation
Dec 30, 2009Related Products: -
MSCI islamic Indices - Product Documentation
Dec 17, 2009Related Products: -
GICS Consultation 2010
Dec 15, 2009Related Products: -
Practical Applications from the Experts - December 2009
Dec 15, 2009 -
On the White Board - December 2009
Dec 15, 2009 -
In the Market - December 2009
Dec 15, 2009 -
Hacked Emails Don't Disprove Climate Change: A Short Review of a Global Scientific Consensus
Dec 11, 2009 -
Proposal to Adjust the PAF for rights issues
Dec 9, 2009Related Products: -
MSCI Factor Indices Consultation
Dec 9, 2009Related Products: -
Portfolio Construction and Optimization
Risk Target Optimization
Dec 8, 2009 -
Headlines 10
Dec 4, 2009Related Products: -
MSCI China Indices - Product Documentation
Dec 2, 2009Related Products: -
no resources type defined - Article
Nov 28, 2009 -
Applications of Factor Indices
Nov 28, 2009 -
Practical Applications from the Experts - November 2009
Nov 15, 2009 -
On the White Board - November 2009
Nov 15, 2009 -
In the Market - November 2009
Nov 15, 2009 -
Portfolio Construction and Optimization
Analyzing the Extreme Risk of a US Corporate Bond Portfolio
Nov 3, 2009 -
Headlines 9
Nov 3, 2009Related Products: -
Portfolio Construction and Optimization
Sector Performance Across Business Cycles
Nov 2, 2009 -
Risk Management
Consumer Sentiment and the Momentum Factor
Nov 1, 2009 -
no resources type defined - Article
Oct 15, 2009 -
Practical Applications from the Experts - October 2009
Oct 15, 2009 -
On the White Board - October 2009
Oct 15, 2009 -
In the Market - October 2009
Oct 15, 2009 -
MSCI Indices - Product Documentation
Oct 14, 2009Related Products: -
MSCI Indices - Product Documentation
Oct 14, 2009Related Products: -
MSCI Indices - Product Documentation
Oct 14, 2009Related Products: -
Consultation on the Market Reclassification Proposal for the MSCI Pakistan Index
Oct 14, 2009Related Products: -
Consultation on Market Reclassification Proposals
Oct 14, 2009Related Products: -
Consultation on the Potential Removal of the MSCI Venezuela Index from the MSCI Emerging Market Index
Oct 14, 2009Related Products: -
Consultation on MSCI Asia Apex Mid Cap and Small Cap Indices
Oct 14, 2009Related Products: -
MSCI Global Islamic Indices Client Consultation
Oct 14, 2009Related Products: -
Consulation on the Market Reclassification Proposal for Argentina
Oct 14, 2009Related Products: -
Consultation on Potental Enhancements to the MSCI Hedged Indices
Oct 14, 2009Related Products: -
Consultation on Liquidity and Selected Investability Topics
Oct 14, 2009Related Products: -
Consultation on Potential Product Enhancements and Changes to Rebalancing Dates of certain MSCI Thematic & Strategy Indices
Oct 14, 2009Related Products: -
Consultation on the Transition Plan of the Methodology Enhancements to the MSCI China A Index
Oct 14, 2009Related Products: -
Consultation on Potential Methodology Enhancements to the MSCI China A Index
Oct 14, 2009Related Products: -
GICS FAQ
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
GICS - Product Documentation
Oct 14, 2009Related Products: -
2008 GICS structure - German
Oct 14, 2009Related Products: -
2008 GICS structure - French
Oct 14, 2009Related Products: -
2008 GICS structure - Chinese
Oct 14, 2009Related Products: -
2008 GICS structure - Italian
Oct 14, 2009Related Products: -
2008 GICS structure - Japanese
Oct 14, 2009Related Products: -
2008 GICS structure - Korean
Oct 14, 2009Related Products: -
2008 GICS structure - Russian
Oct 14, 2009Related Products: -
2008 GICS structure - Spanish
Oct 14, 2009Related Products: -
2004 GICS structure - Italian
Oct 14, 2009Related Products: -
2004 GICS structure - Chinese
Oct 14, 2009Related Products: -
2005 GICS structure - Chinese
Oct 14, 2009Related Products: -
2006 GICS structure - Chinese
Oct 14, 2009Related Products: -
GICS Sector Definitions
Oct 14, 2009Related Products: -
GICS Consultation 2007
Oct 14, 2009Related Products: -
2003 GICS structure - French
Oct 14, 2009Related Products: -
2004 GICS structure - French
Oct 14, 2009Related Products: -
2005 GICS structure - French
Oct 14, 2009Related Products: -
2006 GICS structure - French
Oct 14, 2009Related Products: -
2004 GICS structure - Japanese
Oct 14, 2009Related Products: -
2006 GICS structure - Korean
Oct 14, 2009Related Products: -
2006 GICS structure - Spanish
Oct 14, 2009Related Products: -
2005 GICS structure - Spanish
Oct 14, 2009Related Products: -
2004 GICS structure - Spanish
Oct 14, 2009Related Products: -
2003 GICS structure - Spanish
Oct 14, 2009Related Products: -
2005 GICS structure - Korean
Oct 14, 2009Related Products: -
2004 GICS structure - Korean
Oct 14, 2009Related Products: -
2006 GICS structure - Japanese
Oct 14, 2009Related Products: -
2003 GICS structure - Japanese
Oct 14, 2009Related Products: -
no resources type defined - Product Documentation
Oct 14, 2009 -
Senate Bill Signals U.S. Intentions Ahead of Summit
Oct 14, 2009 -
no resources type defined - Product Documentation
Oct 13, 2009 -
MSCI Emerging Markets Indices - Book
Oct 13, 2009Related Products: -
MSCI Emerging Markets Indices - Book
Oct 13, 2009Related Products: -
Barra Optimizer - Article
Oct 13, 2009Related Products: -
Using Relative Returns to Accommodate Fat-Tailed Innovations in Processes and Option Pricing
Oct 13, 2009 -
MSCI Indices - Product Documentation
Oct 12, 2009Related Products: -
MSCI Indices - Product documentation
Oct 12, 2009Related Products: -
MSCI Indices - Product Documentation
Oct 12, 2009Related Products: -
BarraOne Report Tool (BRT) - Asset Managers Sample Report Pack
Oct 12, 2009 -
BarraOne Report Tool (BRT) - Pension Plans Sample Report Pack
Oct 12, 2009 -
Risk Management
Portfolio BCP: Applying Business Continuity Practices
Oct 3, 2009 -
Factor and Risk Modeling
Economic Cycles and Equity Styles in Europe
Oct 2, 2009 -
Portfolio Construction and Optimization
The BRIC Rebound in 2009: Sources of Return
Oct 1, 2009 -
Portfolio Construction and Optimization
Backtesting GEM vs. GEM2: Global Beta Performance Attribution
Oct 1, 2009 -
Portfolio Construction and Optimization
Forecast Risk Bias in Optimized Portfolios
Oct 1, 2009 -
Asset Allocation and Asset Liability Management
The Stock-Bond Relationship and Asset Allocation
Oct 1, 2009 -
Asset Allocation and Asset Liability Management
Quantifying the Cost of Home Bias - A Japan Perspective
Oct 1, 2009Related Products: -
Factor and Risk Modeling
Modeling Value at Risk with Factors
Oct 1, 2009 -
Asset Allocation and Asset Liability Management
Globalization of Equity Policy Portfolios
Oct 1, 2009Related Products: -
Asset Allocation and Asset Liability Management
The Effects of Equity Policy Benchmark Decisions in the UK
Oct 1, 2009Related Products: -
U.N. Summit Brings Weak Commitments
Sep 30, 2009 -
Headlines 8
Sep 17, 2009Related Products: -
Survey Finds Emerging-Mkt Banks Interested in Climate Change
Sep 17, 2009 -
Practical Applications from the Experts - September 2009
Sep 15, 2009 -
On the White Board - September 2009
Sep 15, 2009 -
In the Market - September 2009
Sep 15, 2009 -
Half of U.S. Refining Industry to Incur Carbon Compliance Costs Above 5 Percent of EBITDA
Sep 9, 2009 -
Biomass Energy Use in U.S. Electricity Set to Double by 2020
Sep 2, 2009 -
Factor and Risk Modeling
Pricing Credit From the Top Down with Affine Point Processes
Sep 1, 2009 -
Factor and Risk Modeling
Central Limits and Financial Risk
Sep 1, 2009 -
Investing (Investment Management)
An Update on Emerging Markets
Sep 1, 2009 -
Headlines 7
Aug 27, 2009Related Products: -
Practical Applications from the Experts - August 2009
Aug 15, 2009 -
On the White Board - August 2009
Aug 15, 2009 -
In the Market - August 2009
Aug 15, 2009 -
Portfolio Construction and Optimization
Decomposing the Impact of Portfolio Constraints
Aug 1, 2009 -
Factor and Risk Modeling
Backtesting GEM vs. GEM2: Country Risk Attribution
Aug 1, 2009 -
Headlines 6
Jul 24, 2009Related Products: -
Practical Applications from the Experts - July 2009
Jul 15, 2009 -
On the White Board - July 2009
Jul 15, 2009 -
In the Market - July 2009
Jul 15, 2009 -
What My Friend Means to say is ...
Jul 6, 2009 -
Market Timing Risk and the Covariance Term
Jul 2, 2009 -
Risk Management
Family Ties
Jul 1, 2009 -
Investing (Investment Management)
Liquidity
Jul 1, 2009 -
Risk Management
Seeking Diversification Through Emerging Markets
Jul 1, 2009 -
Factor and Risk Modeling
The Importance of Local Factors
Jul 1, 2009 -
Headlines 5
Jun 18, 2009Related Products: -
In the Market - June 2009
Jun 15, 2009 -
Practical Applications from the Experts - June 2009
Jun 15, 2009 -
On the White Board - June 2009
Jun 15, 2009 -
Navigating The Global Credit Crisis
Jun 4, 2009 -
Updating the Transition Matrix Specific Risk Model
Jun 2, 2009 -
Efficient Replication of Factor Returns
Jun 1, 2009 -
Risk Management
Best Practices for Investment Risk Management
Jun 1, 2009 -
Portfolio Construction and Optimization
Refining Portfolio Construction by Penalizing Residual Alpha - Empirical Examples
Jun 1, 2009 -
Portfolio Construction and Optimization
Maximizing the Sharpe Ratio and Information Ratio in Barra Optimizer
Jun 1, 2009 -
Factor and Risk Modeling
Shortfall in Portfolio Construction
Jun 1, 2009 -
Headlines 4
May 21, 2009Related Products: -
In the Market - May 2009
May 15, 2009 -
Practical Applications from the Experts - May 2009
May 15, 2009 -
On the White Board - May 2009
May 15, 2009 -
Factor and Risk Modeling
An Update on Global Cross-Sectional Volatility
May 1, 2009 -
Factor and Risk Modeling
Understanding the Tails of the Return Distribution
May 1, 2009 -
Factor and Risk Modeling
Managing Risk Beyond the Normal Distribution
May 1, 2009 -
Headlines 3
Apr 23, 2009Related Products: -
Practical Applications from the Experts - April 2009
Apr 15, 2009 -
On the White Board - April 2009
Apr 15, 2009 -
In the Market - April 2009
Apr 15, 2009 -
VaR Is From Mars, Capital Is From Venus
Apr 14, 2009 -
Investing (Investment Management)
Currency Hedging: A Free Lunch?
Apr 1, 2009Related Products: -
Factor and Risk Modeling
Insights to Australian Equity Risk
Apr 1, 2009 -
Investing (Investment Management)
International Diversification from a UK Perspective
Apr 1, 2009 -
Headlines 2
Mar 27, 2009Related Products: -
Practical Applications from the Experts - March 2009
Mar 15, 2009 -
On the White Board - March 2009
Mar 15, 2009 -
In the Market - March 2009
Mar 15, 2009 -
Gulf Cooperation Council (GCC) Countries Local Equity Models - Research Notes
Mar 2, 2009 -
Portfolio Construction and Optimization
Refining Portfolio Construction When Alphas and Risk Factors Are Misaligned
Mar 1, 2009 -
Factor and Risk Modeling
Risk Review of the China A Share Market
Mar 1, 2009 -
On the White Board - February 2009
Feb 17, 2009 -
Practical Applications from the Experts - February 2009
Feb 15, 2009 -
In the Market - February 2009
Feb 15, 2009 -
Headlines 1
Feb 10, 2009Related Products: -
RiskMetrics Journal - Winter 2009
Feb 9, 2009Related Products: -
IRC comments
Feb 9, 2009 -
Risk Management
Extreme Risk Management
Feb 1, 2009 -
Investing (Investment Management)
MSCI Barra Yearbook 2008
Feb 1, 2009 -
Factor and Risk Modeling
Examining Risk in GCC Markets
Feb 1, 2009 -
Investing (Investment Management)
Currency Hedging
Feb 1, 2009Related Products: -
Factor and Risk Modeling
Risk Review for Japanese Equities
Feb 1, 2009 -
Factor and Risk Modeling
Differences in Global Exposure Among Industries
Feb 1, 2009 -
On the White Board - January 2009
Jan 15, 2009 -
In the Market - January 2009
Jan 15, 2009 -
What Does Hedge Fund Ownership Tell Us About Stock Return and Risk?
Jan 2, 2009 -
Factor and Risk Modeling
Global Momentum
Jan 1, 2009 -
Investing (Investment Management)
Portfolio of Risk Premia: A New Approach to Diversification
Jan 1, 2009Related Products: -
On the White Board - December 2008
Dec 15, 2008 -
In the Market - December 2008
Dec 15, 2008 -
Practical Applications - December 2008
Dec 15, 2008 -
Barra Integrated Model - Version 207 (BIM207)
Dec 2, 2008 -
BIM207 New Local Fixed Income Models
Dec 2, 2008 -
The 2008 Crisis and Global Fixed Income Risk
Dec 2, 2008 -
Factor and Risk Modeling
A Look at the Liquidity Factor in GEM2
Dec 1, 2008 -
Portfolio Construction and Optimization
Measuring the Efficiency of Portfolio Construction
Dec 1, 2008 -
Factor and Risk Modeling
US Equity Risk: Year End Update
Dec 1, 2008 -
Factor and Risk Modeling
A New Risk Regime
Dec 1, 2008 -
On the White Board - November 2008
Nov 17, 2008 -
In the Market - November 2008
Nov 17, 2008 -
Doomed To Repeat It?
Nov 11, 2008 -
Australia Equity Model over Different Horizons (AUES/L) - Research Notes
Nov 1, 2008 -
Investing (Investment Management)
Black October: A Market Update
Nov 1, 2008 -
On the White Board - October 2008
Oct 15, 2008 -
In the Market - October 2008
Oct 15, 2008 -
The Pfandbrief Factor after July 2007
Oct 2, 2008 -
Factor and Risk Modeling
Is There a Green Factor?
Oct 1, 2008 -
Investing (Investment Management)
Islamic Investing in Turbulent Times
Oct 1, 2008 -
Factor and Risk Modeling
Fear Factor Redux
Oct 1, 2008 -
Investing (Investment Management)
Financial Leverage
Oct 1, 2008 -
Investing (Investment Management)
Country & Industry Effects in Global Equities
Oct 1, 2008 -
Investing (Investment Management)
Impact of Shorting Restrictions on Portfolio Efficiency
Oct 1, 2008 -
On the White Board - September 2008
Sep 15, 2008 -
In the Market - September 2008
Sep 15, 2008 -
Global Equity Model (GEM2) Research Notes
Sep 2, 2008 -
Fishing for Complements
Sep 1, 2008 -
Investing (Investment Management)
Emerging Markets: A 20-Year Perspective
Sep 1, 2008 -
Investing (Investment Management)
Minimum Volatility Strategies at Times of High Volatility
Sep 1, 2008Related Products: -
Risk Management
How the Credit Crunch is Reshaping Global Financials
Sep 1, 2008 -
Risk Management
US Financial Turmoil: Spillovers to Asia
Sep 1, 2008 -
Risk Management
Financials in Turmoil
Sep 1, 2008 -
On the White Board - August 2008
Aug 15, 2008 -
In the Market - August 2008
Aug 15, 2008 -
Risk Management
Plight of the Fortune Tellers: Why We Need to Manage Risk Differently
Aug 1, 2008 -
Investing (Investment Management)
Research Allocation with Return Dispersion
Aug 1, 2008 -
On the White Board - July 2008
Jul 15, 2008 -
In the Market - July 2008
Jul 15, 2008 -
Factor and Risk Modeling
Risk Environment in Asian Emerging Markets
Jul 1, 2008 -
Investing (Investment Management)
Hedging Inflation with Equities
Jul 1, 2008 -
Factor and Risk Modeling
An Update on the Risk Environment in Europe
Jul 1, 2008 -
Investing (Investment Management)
The World Is Not Enough? Expanding the Boundaries of International Equity Indices for International Investing
Jul 1, 2008 -
On the White Board - June 2008
Jun 15, 2008 -
In the Market - June 2008
Jun 15, 2008 -
Good, Bad or Useful?
Jun 1, 2008 -
Factor and Risk Modeling
The Risk Environment in Japan
Jun 1, 2008 -
Factor and Risk Modeling
An Update on the US Risk Environment
Jun 1, 2008 -
Factor and Risk Modeling
How Much Structure is Best? A Comparison of market model, factor model, and unstructured equity covariance matrices
Jun 1, 2008 -
Portfolio Construction and Optimization
Using Lagrangian Relaxation to Obtain Small Portfolios
Jun 1, 2008 -
On the White Board - May 2008
May 15, 2008 -
In the Market - May 2008
May 15, 2008 -
Investing (Investment Management)
Value-Growth Dynamics in Interest Rate Cycles
May 1, 2008 -
Investing (Investment Management)
Understanding and modeling market dislocation
May 1, 2008 -
On the White Board - April 2008
Apr 15, 2008 -
In the Market - April 2008
Apr 15, 2008 -
Investing (Investment Management)
Far from the Madding Crowd - Volatility Efficient Indices
Apr 1, 2008 -
Investing (Investment Management)
Do Risk Factors Eat Alphas?
Apr 1, 2008 -
On the White Board - March 2008
Mar 15, 2008 -
In the Market - March 2008
Mar 15, 2008 -
Q1 2008
Mar 1, 2008 -
The SSG and My Two Brains
Mar 1, 2008 -
Factor and Risk Modeling
Capturing Market Risk in a Volatile World
Mar 1, 2008 -
Investing (Investment Management)
Rate Cuts and Factor Returns
Mar 1, 2008 -
Factor and Risk Modeling
Evaluating Risk Forecasts with Central Limits
Mar 1, 2008 -
On the White Board - February 2008
Feb 15, 2008 -
Thailand Swap Spread Model Adjustment
Feb 2, 2008 -
RiskMetrics Journal - Winter 2008
Feb 1, 2008Related Products: -
Investing (Investment Management)
A Rough Start to the Year for Long/Short Hedge Funds
Feb 1, 2008 -
On the White Board - January 2008
Jan 15, 2008 -
Barra Integrated Model (BIM207) Enhancements
Jan 2, 2008 -
The Once Holy Grail
Jan 1, 2008 -
Investing (Investment Management)
The January Sale Hits European Markets
Jan 1, 2008 -
Investing (Investment Management)
Global Capital Markets Yearbook 2007 (Review of Benchmark Performance Across Asset Classes)
Jan 1, 2008 -
Investing (Investment Management)
130-30 Implementation Challenges
Jan 1, 2008 -
Investing (Investment Management)
The January Meltdown in Asian Equities
Jan 1, 2008 -
Factor and Risk Modeling
Risk Management for Hedge Funds
Jan 1, 2008 -
Factor and Risk Modeling
Factoring Shortfall: An Alternative to a Normal Model of Return
Jan 1, 2008 -
India Swap Spread Model Correction
Dec 2, 2007 -
Investing (Investment Management)
Small Cap Allocation for Japanese Investors
Dec 1, 2007 -
Investing (Investment Management)
Trade Shakes and Momentum Quakes
Dec 1, 2007 -
The Inflation Column
Nov 1, 2007 -
Barra Risk Model Handbook
Oct 2, 2007 -
Investing (Investment Management)
International Small Cap - A Distinct Asset Class?
Oct 1, 2007Related Products: -
Investing (Investment Management)
QDII: Diversification Benefits for Chinese Investors
Oct 1, 2007 -
Investing (Investment Management)
The Shift from Value to Growth Around the World
Oct 1, 2007 -
Investing (Investment Management)
The Shift from Value to Growth in the U.S.
Oct 1, 2007 -
Portfolio Construction and Optimization
Maximizing the Gains from 130/30 Strategies
Sep 1, 2007 -
Q3/Q4 2007
Aug 1, 2007 -
A Subprimer on Risk
Aug 1, 2007 -
Factor and Risk Modeling
The Market Price of Credit Risk
Aug 1, 2007 -
Factor and Risk Modeling
Risk Management During Turmoil
Aug 1, 2007 -
Investing (Investment Management)
To Beta or Not to Beta: A Comparison of Historical Versus Fundamental Betas for Hedging Market Risk
Jul 1, 2007 -
Investing (Investment Management)
International Investing: Managing Multiple Layers of Alpha
Jul 1, 2007 -
Carried Away
Jun 1, 2007 -
Asset Allocation and Asset Liability Management
Asset-Liability Modeling in BarraOne
May 1, 2007 -
Factor and Risk Modeling
Risk Forecasting in a Volatile China A Market
May 1, 2007 -
Asset Pricing and Valuation
A Prepayment Model for the Danish MBB Market
May 1, 2007 -
Much Ado About Correlation
Apr 1, 2007 -
Factor and Risk Modeling
Hedge Fund Risk Modeling
Apr 1, 2007 -
RM2006, The RiskMetrics 2006 Methodology
Mar 1, 2007 -
Factor and Risk Modeling
Fear Factor and the Barra Risk Models
Mar 1, 2007 -
Factor and Risk Modeling
Macroeconomic Factors in a Fundamental World
Mar 1, 2007 -
RiskMetrics Journal - Winter 2007
Feb 1, 2007Related Products: -
Language of Risk
Feb 1, 2007 -
Investing (Investment Management)
Global Capital Markets Yearbook 2006 (Review of Benchmark Performance Across Asset Classes)
Jan 1, 2007 -
Factor and Risk Modeling
US Equity Trading Model
Nov 1, 2006 -
The Lights Are On
Oct 1, 2006 -
What are we worried about?
Aug 1, 2006 -
Summer 2006
Jul 1, 2006 -
Robust Portfolio Optimization: A Closer Look
Jun 14, 2006Related Products: -
Exposed!
Jun 1, 2006 -
Investing (Investment Management)
Dynamic Volatility and its Implications for Portfolio Management
Jun 1, 2006 -
Factor and Risk Modeling
Exploring Default Swap Spread Variation
Jun 1, 2006 -
Factor and Risk Modeling
Factor Models and Fundamentalism, MSCI Barra Newsletter, Summer 2006
Jun 1, 2006 -
Factor and Risk Modeling
A Prepayment Model for the Danish MBB Market
Jun 1, 2006 -
Measuring Risk on Credit Indices: On the Use of the Basis
May 1, 2006 -
Factor and Risk Modeling
Modeling the Fixed Income Risk of Asian Emerging Markets
Apr 10, 2006Related Products: -
How Historical Simulation Made Me Lazy
Apr 1, 2006 -
Asset Pricing and Valuation
Convexity Correction
Mar 1, 2006 -
Factor and Risk Modeling
Forecasting European Equity Risk over Different Horizons
Mar 1, 2006 -
Investing (Investment Management)
In Search of Global Diversification: Developed and Emerging Markets
Mar 1, 2006 -
Factor and Risk Modeling
The Move to IFRS Accounting and its Effect on AUE3
Mar 1, 2006 -
United Kingdom Model (UKE7S and UKE7L) Research Notes - Forecasting US Equity Risk Over Different Horizons
Feb 2, 2006 -
Future Risk
Feb 1, 2006 -
RiskMetrics Journal - Winter 2005
Jan 9, 2006Related Products: -
Commodities in the Barra Integrated Model
Jan 2, 2006 -
Measuring the Market Impact of Large Trades in United States Equities
Jan 2, 2006 -
Risk Management
RiskMetrics Technical Note - Interest Rate Interpolation - December 2005
Dec 15, 2005 -
Risk Management
RiskMetrics Technical Note - Continuous Interest Rates - December 2005
Dec 15, 2005 -
Forecasting for Solvency Risk
Dec 1, 2005 -
Spread Values
Nov 1, 2005 -
Adaptations of Monte Carlo Simulation Technique To American Option Pricing
Oct 3, 2005 -
Catching Fallen Angels (and Other Expensive Credit Events)
Sep 14, 2005 -
Factor and Risk Modeling
The Barra Integrated Model - Version 204
Sep 1, 2005 -
Implied Volatility Factors in the Barra Integrated Model
Aug 9, 2005 -
Summer 2005
Jul 1, 2005 -
Mortgage-Backed Securities Implied Prepayment (IPP) Model
Jun 30, 2005 -
Eating Our Own Cooking
Jun 1, 2005 -
Incorporating Equity Derivatives into the CreditGrades Model
Jun 1, 2005 -
Factor and Risk Modeling
Fixed Income Risk Modeling
Jun 1, 2005 -
Portfolio Construction and Optimization
Portfolio Construction in Europe: Screening Versus Optimization
Jun 1, 2005 -
Factor and Risk Modeling
Comparing Specific Risk Forecasting Methodologies
Jun 1, 2005 -
Factor and Risk Modeling
Improved Emerging Market Risk Forecasts
Jun 1, 2005 -
Factor and Risk Modeling
CHE2: Forecasting Chinese Equity Risk
Jun 1, 2005 -
Investing (Investment Management)
Declining Active Risk in Japanese Equity Portfolios
Jun 1, 2005 -
Risk Budgeting for Pension Funds
May 1, 2005 -
Back to Backtesting
May 1, 2005 -
Barra's Canadian Fixed Income Model
Apr 27, 2005 -
Barra's Swiss Fixed Income Model
Apr 27, 2005 -
Spring 2005
Apr 1, 2005 -
Better Ingredients
Apr 1, 2005 -
What's the Worst That Could Happen
Mar 1, 2005 -
Investing (Investment Management)
The Long-Term US Equity Model Practical Comparisons for Model Transition
Mar 1, 2005 -
Factor and Risk Modeling
Correlations in Global Credit Markets
Mar 1, 2005 -
Portfolio Construction and Optimization
Active Global Equity Management With the BarraOne Optimizer and the Barra Integrated Model
Mar 1, 2005 -
Factor and Risk Modeling
Introducing Barra's New United Kingdom Equity Model
Mar 1, 2005 -
Brazil Equity Model (BRE2) Research Notes
Feb 1, 2005 -
Twenty Questions
Feb 1, 2005 -
RiskMetrics Journal - Winter 2004
Jan 3, 2005Related Products: -
United Kingdom Equity Model (UKE7) Research Notes
Dec 2, 2004 -
Winter 2004
Dec 1, 2004 -
Factor and Risk Modeling
Introduction to the Barra Default Probability Model
Nov 1, 2004 -
Factor and Risk Modeling
Five Tactical Uses of Credit Default Swaps
Nov 1, 2004 -
Autumn 2004
Sep 1, 2004 -
Factor and Risk Modeling
The Barra Integrated Model, Version 203: Implications for Risk Forecasts
Sep 1, 2004 -
Factor and Risk Modeling
In Search of a Modigliani-Miller Economy
Sep 1, 2004 -
Factor and Risk Modeling
Forecasting Default in the Face of Uncertainty
Sep 1, 2004 -
Investing (Investment Management)
A Model Commentary: The Challenges of Declining Cross Sectional Volatility
Sep 1, 2004 -
Factor and Risk Modeling
Merton and Beyond - The State of the Art in Credit Modeling and Trading
Sep 1, 2004 -
Practical Convex Quadratic Programming - Barra Optimizer for Portfolio Optimization
Jun 11, 2004Related Products: -
Portfolio Construction and Optimization
Practical Convex Quadratic Programming
Jun 10, 2004Related Products: -
Korea Equity Model (KRE2) Research Notes
May 2, 2004 -
Factor and Risk Modeling
Forecasting US Equity Risk over Different Horizons with USE3
Apr 15, 2004Related Products: -
Japan Short-Term Equity Model (JPE3S): A Highly Responsive Risk Model for Japan
Apr 2, 2004 -
Spring 2004
Apr 1, 2004 -
Factor and Risk Modeling
Six Steps to Better Credit Returns
Apr 1, 2004 -
Barra's Real Yield Model
Mar 27, 2004 -
Introduction to Risk Modeling
Mar 26, 2004 -
Factor and Risk Modeling
Empirical Credit Risk
Mar 1, 2004 -
Factor and Risk Modeling
A Model Commentary: Rising Betas in the US Short-Term Model
Mar 1, 2004 -
Factor and Risk Modeling
The Barra Integrated Model: The Next Generation of Global Risk Models
Mar 1, 2004 -
Factor and Risk Modeling
Introduction to the Barra Multiple-Horizon Equity Model
Mar 1, 2004 -
RiskMetrics Journal - Winter 2003
Jan 5, 2004Related Products: -
Sequential Defaults and Incomplete Information
Jan 2, 2004 -
Factor and Risk Modeling
Using the Barra Integrated Model at Citigroup Asset Management
Jan 1, 2004 -
Factor and Risk Modeling
Investing in Credit: How Good is Your Information
Jan 1, 2004 -
Research Insight - Empirical Credit Risk
Dec 25, 2003 -
South Africa Equity Model (SAE3) Research Notes
Oct 2, 2003 -
RiskMetrics Journal - Fall 2003
Sep 20, 2003Related Products: -
CorporateMetrics Technical Document
Sep 7, 2003 -
Barra US Residential Mortgage Prepayment Model
Sep 2, 2003 -
Autumn 2003
Sep 1, 2003 -
Performance Analysis
Performance Attribution Using Daily Data
Sep 1, 2003 -
Canada Equity Model (CNE4) Research Notes
Aug 2, 2003 -
Factor and Risk Modeling
Market Implied Ratings
Jul 1, 2003 -
Factor and Risk Modeling
Empirical Credit Risk
Jun 1, 2003 -
Spring 2003
Apr 1, 2003 -
Trends and Compensation
Mar 21, 2003 -
Counterparty Risk in Energy Derivatives
Jan 2, 2003 -
Factor and Risk Modeling
The Barra Credit Series: Forecasting Default in the Face of Uncertainty
Jan 1, 2003 -
Asset Pricing and Valuation
The Barra Credit Series: Market Implied Ratings
Jan 1, 2003 -
Factor and Risk Modeling
The Barra Credit Series: Default and Information
Jan 1, 2003 -
Factor and Risk Modeling
Fixed Income Risk Modeling for Portfolio Managers
Jan 1, 2003 -
Asset Allocation and Asset Liability Management
Spending the Risk Budget Wisely
Jan 1, 2003 -
Factor and Risk Modeling
The Barra Integrated Model: A Breakthrough in Modeling Global Equity
Jan 1, 2003 -
Asset Pricing and Valuation
The Barra Credit Series: Credit Risk Modeling and Valuation: An Introduction
Jan 1, 2003 -
Performance Analysis
Karnosky Singer Attribution: A Worked Example
Jan 1, 2003 -
Factor and Risk Modeling
The Barra Integrated Model - Part 2
Jan 1, 2003 -
Factor and Risk Modeling
Forecasting Total Risk
Jan 1, 2003 -
Asset Allocation and Asset Liability Management
Fundamentals of Performance Attribution: Asset Allocation and Currency
Jan 1, 2003 -
Performance Analysis
Fundamentals of Performance Attribution: Implementation Considerations
Jan 1, 2003 -
Performance Analysis
Fundamentals of Performance Attribution: Stock Selection and Interaction
Jan 1, 2003 -
Japan Equity Model (JPE3) Research Notes
Nov 22, 2002 -
Australia Equity Model (AUE3) Research Notes
Nov 2, 2002 -
Risk Attribution for Asset Managers
Nov 1, 2002 -
Fall 2002
Sep 1, 2002 -
RiskMetrics Journal - Summer 2002
Aug 13, 2002Related Products: -
Factor and Risk Modeling
Calculating Interest Rate Factor Exposures
Jul 1, 2002 -
United Kingdom Equity Model (UKE6) Research Notes
May 2, 2002 -
CreditGrades Technical Document
May 1, 2002Related Products: -
Spring 2002
Apr 1, 2002 -
Portfolio Construction and Optimization
Long-Short Equity Investing
Mar 1, 2002 -
The Barra U.S. Fixed Income Risk Model
Feb 16, 2002 -
RiskMetrics Journal - Winter 2002
Feb 7, 2002Related Products: -
Factor and Risk Modeling
The Barra Integrated Model
Jan 1, 2002 -
Factor and Risk Modeling
Global Credit Risk Modeling
Jan 1, 2002 -
Factor and Risk Modeling
Barra's Global Credit Spread Model in Use
Jan 1, 2002 -
Factor and Risk Modeling
The Barra Integrated Model
Jan 1, 2002 -
Factor and Risk Modeling
The Barra Integrated Model - Part 1
Jan 1, 2002 -
Factor and Risk Modeling
Aggregating Risk Across Multiple Asset Classes, Chapter 2
Jan 1, 2002 -
Factor and Risk Modeling
Currency Dependence in Global Markets
Jan 1, 2002 -
Factor and Risk Modeling
The Business Case for Enterprise-Wide Risk Management
Jan 1, 2002 -
Investing (Investment Management)
Long-Short Equity Investing
Jan 1, 2002 -
Performance Analysis
Fundamentals of Performance Attribution: The Brinson Model
Jan 1, 2002 -
Mark-to-Market, Oversight, and Sensitivity Analysis of CDO's
Dec 1, 2001 -
Financial Crises, Implied Volatility and Stress Testing
Oct 1, 2001 -
RiskMetrics Journal - Spring 2001
Jul 18, 2001Related Products: -
Summer 2001
Jul 1, 2001 -
Barra's Emerging Market Bond Risk Model
May 18, 2001 -
Forecasting Currency Return Volatility
Jan 2, 2001 -
Return to RiskMetrics: the Evolution of a Standard
Jan 1, 2001Related Products: -
Factor and Risk Modeling
The U. S. Municipal Bond Risk Model
Jan 1, 2001 -
RiskMetrics Journal - Fall 2000
Nov 21, 2000Related Products: -
Hypothesis Test of Default Correlation and Application to Specific Risk
Oct 1, 2000 -
Calculating VaR through Quadratic Approximations
Sep 1, 2000 -
Journal: A Comparison of Stochastic Default Rate Models
Aug 1, 2000Related Products: -
Working Paper: A Comparison of Stochastic Default Rate Models
Aug 1, 2000 -
Summer 2000
Jul 1, 2000 -
Toward a Better Estimation of Wrong-way Credit Exposure
May 1, 2000 -
RiskMetrics Journal - Spring 2000
Apr 21, 2000Related Products: -
Why is the RMCI so low?
Apr 1, 2000 -
On Default Correlation: A Copula Function Approach
Apr 1, 2000 -
RiskGrades Technical Document
Feb 1, 2000 -
A Stress Test to Incorporate Correlation Breakdown
Feb 1, 2000 -
Do Implied Volatilities Provide Early Warning of Market Stress?
Feb 1, 2000 -
Investing (Investment Management)
The Mechanics of Market Neutral in the Barra Aegis System(tm) Suite - Part 2
Jan 1, 2000 -
Investing (Investment Management)
The Market Impact Model (tm)
Jan 1, 2000 -
Winter 1999
Dec 1, 1999 -
Investing (Investment Management)
Volatile Markets and Barra Models
Nov 1, 1999 -
Vega Risk and the Smile
Sep 1, 1999 -
Risk Management A Practical Guide
Aug 1, 1999 -
Delta-Gamma Four Ways
Aug 1, 1999 -
A Way to Condition Transition Matrix on Wind
May 1, 1999 -
CreditMetrics Monitor - April 1999
Apr 1, 1999Related Products: -
Long Run Technical Document
Apr 1, 1999 -
Improved Cash Flow Map
Apr 1, 1999 -
Semiparametric ARCH Models
Apr 1, 1999 -
Value at Risk Based on the Volatility, Skewness and Kurtosis
Mar 1, 1999 -
Japan Equity (JPE2) Risk Model Handbook
Jan 2, 1999 -
United States Small-Cap Equity Model (U3-SC) Details
Jan 2, 1999 -
Performance Analysis
An Analysis of a Source of Errors in Performance measurement
Jan 1, 1999 -
Investing (Investment Management)
The Case for Market Neutral - Part 1
Jan 1, 1999 -
Investing (Investment Management)
Seven Quantitative Insights Into Active Management
Jan 1, 1999 -
Factor and Risk Modeling
October's Market Demons: The '87 Stock Market Crash and Likelihood of a Recurrence
Nov 1, 1998 -
Investing (Investment Management)
Seven Quantitative Insights into Active Management, Part 5
Nov 1, 1998 -
Investing (Investment Management)
The Market Impact Model, Part 1
Nov 1, 1998 -
Investing (Investment Management)
Equity Program Trading
Nov 1, 1998 -
Sticks and Stones
Oct 1, 1998 -
Fall 1998
Sep 1, 1998 -
Investing (Investment Management)
The Market Impact Model, Part 4
Sep 1, 1998 -
Investing (Investment Management)
Analyzing the Performance of Crossing Networks
Sep 1, 1998 -
Factor and Risk Modeling
Developing and Implementing Risk Management Systems
Sep 1, 1998 -
CreditMetrics Monitor - Third Quarter 1998
Jun 7, 1998 -
Investing (Investment Management)
The Market Impact Model, Part 3
Jun 1, 1998 -
Asset Pricing and Valuation
Forecast Return Distribution in Aegis Risk Manager 2.0
Jun 1, 1998 -
Investing (Investment Management)
Automating the Investment Process, The Joy of Backtesting
Jun 1, 1998 -
Global Equity (GEM) Risk Model Handbook
May 2, 1998 -
RiskMetrics Monitor - RiskMetrics Monitor Special Edition 1998
Apr 10, 1998Related Products: -
Single Country Equity Risk Model Handbook
Mar 2, 1998 -
Investing (Investment Management)
Seven Quantitative Insights into Active Management, Part 6
Mar 1, 1998 -
Investing (Investment Management)
The Market Impact Model, Part 2
Mar 1, 1998 -
United States Equity Model (USE3) - Risk Model Handbook
Feb 2, 1998 -
Investing (Investment Management)
Allocate Capital and Measure Performances in a Financial Institution
Jan 1, 1998 -
Investing (Investment Management)
An Integrated Approach to Managing Risk and Performance
Jan 1, 1998 -
RiskMetrics Monitor - RiskMetrics Monitor 4Q97
Dec 15, 1997Related Products: -
Investing (Investment Management)
Seven Quantitative Insights into Active Management, Part 3
Nov 1, 1997 -
Asset Allocation and Asset Liability Management
Avoiding Biases in TAA Model-Building: Using The Barra Altis System to Perform Out-of-Sample Reliability Checks
Nov 1, 1997 -
Market Impact Model Handbook
Oct 2, 1997 -
RiskMetrics Monitor - RiskMetrics Monitor 3Q97
Sep 15, 1997Related Products: -
RiskMetrics Monitor - RiskMetrics Monitor 2Q97
Jun 17, 1997Related Products: -
Investing (Investment Management)
Seven Quantitative Insights into Active Management, Part 4
Jun 1, 1997 -
CreditMetrics Technical Document
Apr 2, 1997Related Products: -
Introduction to CreditMetrics
Apr 2, 1997 -
RiskMetrics Monitor - RiskMetrics Monitor 1Q97
Mar 14, 1997Related Products: -
CreditMetrics Monitor - First Quarter 1998
Mar 3, 1997Related Products: -
1996 RiskMetrics Technical Document
Jan 9, 1997 -
Factor and Risk Modeling
Quantitative Measures of Mutual Fund Risk: An Overview
Jan 1, 1997 -
Asset Allocation and Asset Liability Management
Optimization of Active Risk Across Asset Classes
Jan 1, 1997 -
Asset Allocation and Asset Liability Management
Plan-Wide Risk
Jan 1, 1997 -
Factor and Risk Modeling
Fixed Income Risk Modeling
Jan 1, 1997 -
Asset Pricing and Valuation
Pricing Methodology of Forward Rate Agreements (FRAs)
Jan 1, 1997 -
Factor and Risk Modeling
Mutual Fund Risk
Jan 1, 1997 -
RiskMetrics Monitor - RiskMetrics Monitor 4Q96
Dec 18, 1996Related Products: -
Performance Analysis
Measuring Information Ratios
Nov 1, 1996 -
Investing (Investment Management)
Avalanches Earthquakes and Stock Market Crashes
Nov 1, 1996 -
RiskMetrics Monitor - RiskMetrics Monitor 3Q96
Sep 17, 1996Related Products: -
Asset Pricing and Valuation
Implied Prepayments
Sep 1, 1996 -
Investing (Investment Management)
Fixed Income Active Strategies
Sep 1, 1996 -
Factor and Risk Modeling
The Global Equity Model vs. the Emerging Markets Model: A Comparison
Sep 1, 1996 -
Investing (Investment Management)
Seven Quantitative Insights into Active Management, Part 2
Sep 1, 1996 -
RiskMetrics Monitor - RiskMetrics Monitor 2Q96
Aug 13, 1996Related Products: -
Factor and Risk Modeling
Macroeconomic Risk Perspective
Jun 1, 1996 -
Factor and Risk Modeling
Construction of a South African Risk Model
Jun 1, 1996 -
Investing (Investment Management)
Speaking in Style: Insights for Managers
Mar 1, 1996 -
RiskMetrics Monitor - RiskMetrics Monitor 1Q96
Jan 23, 1996Related Products: -
Factor and Risk Modeling
Barra's Risk Models
Jan 1, 1996 -
Investing (Investment Management)
Applying Style Analysis to Mutual Fund Selection
Nov 1, 1995 -
Investing (Investment Management)
New Trends in International Investing
Nov 1, 1995 -
Factor and Risk Modeling
Barra Releases Short Term Risk Model
Nov 1, 1995 -
RiskMetrics Monitor - RiskMetrics Monitor 4Q95
Oct 12, 1995Related Products: -
Factor and Risk Modeling
Fixed Income Risk Modeling in the 1990's
Sep 1, 1995 -
Investing (Investment Management)
B2 Welcomes a New Asset Class with Open ARMS
Sep 1, 1995 -
RiskMetrics Monitor - RiskMetrics Monitor 3Q95
Jul 5, 1995Related Products: -
Investing (Investment Management)
International Minimum-Variance Strategies: Some empirical results
Jun 1, 1995 -
Factor and Risk Modeling
The Three Types of Factor Models: A Comparison of Their Explanatory Power
May 1, 1995 -
Asset Pricing and Valuation
Does Historical Performance Predict Future Performance?
Mar 1, 1995 -
Investing (Investment Management)
Investing in ADRs
Mar 1, 1995 -
Investing (Investment Management)
Valuation and Risk Analysis of International Bonds," Chapter 35 of The Handbook of Fixed Income Securities, Fourth Edition, Frank J. Fabozzi (Ed.), Business One Irwin, Homewood, IL, 1995, pp. 733-749.
Jan 1, 1995 -
Investing (Investment Management)
New Canadian Bond Market Index
Nov 1, 1994 -
Investing (Investment Management)
A Look at the Nikkei 300
Nov 1, 1994 -
Factor and Risk Modeling
U.S. B2 Adds Asset-Backed Securities
Nov 1, 1994 -
Asset Pricing and Valuation
Neural Nets and Fixed Income Strategies
Sep 1, 1994 -
Investing (Investment Management)
Tracking EAFE with Index Futures Portfolios
Sep 1, 1994 -
Canada Equity Model (CNE3) - Risk Model Handbook
Jul 15, 1994 -
Asset Pricing and Valuation
An Improved Way to Model Prepayments
Jun 1, 1994 -
Factor and Risk Modeling
Building a Truly Global Portfolio Risk Model
Jun 1, 1994 -
Asset Pricing and Valuation
OAS Analysis for CMOs
Jun 1, 1994 -
Investing (Investment Management)
Alpha is Volatility Times IC Times Score
Jun 1, 1994 -
Asset Allocation and Asset Liability Management
Emerging Markets Debt Investing
Apr 1, 1994 -
Asset Allocation and Asset Liability Management
Ethical Investing and the Returns to Sinful Industries
Mar 1, 1994 -
Factor and Risk Modeling
Forecasting
Mar 1, 1994 -
Asset Pricing and Valuation
Returns to E/P Strategies, Higgledy-Piggledy Growth, Analysts' Forecast Errors, and Omitted Risk Factors
Nov 1, 1993 -
Factor and Risk Modeling
Using Fundamental and Economic Factors to Explain Stock Returns
Sep 1, 1993 -
Investing (Investment Management)
Regulation 126 Capabilities Implemented in B2
Sep 1, 1993 -
Investing (Investment Management)
The Contingent-Claims Arms Race
Sep 1, 1993 -
Factor and Risk Modeling
The Barra/Nikko Japanese Convertible Bond Model
Jul 1, 1993 -
Investing (Investment Management)
Are Emerging Markets too Risky for You?
Jul 1, 1993 -
Asset Pricing and Valuation
New Alphabuilder System Makes Stock Selection Easier
May 1, 1993 -
Investing (Investment Management)
PAC IOs and PAC POs
May 1, 1993 -
Investing (Investment Management)
Risk and Return in the Canadian Bond Market, Part II
Mar 1, 1993 -
Investing (Investment Management)
The Optimal Use of Passive Management
Mar 1, 1993 -
Investing (Investment Management)
A Cap-Weighted NK225?
Mar 1, 1993 -
Factor and Risk Modeling
Risk and Return in the Canadian Bond Market
Mar 1, 1993 -
Factor and Risk Modeling
Risk and Return in the Canadian Bond Market
Jan 1, 1993 -
Investing (Investment Management)
PACs: Are Things Always as Simple as they Look?
Nov 1, 1992 -
Asset Pricing and Valuation
It's Not Higgledy-Piggledy Growth!
Nov 1, 1992 -
Investing (Investment Management)
Domini Social Index Performance
Nov 1, 1992 -
Factor and Risk Modeling
Risk Modeling and the Crash of '87
Sep 1, 1992 -
Investing (Investment Management)
Are Benchmark Portfolios Efficient: Tests for the USA, U.K., Japan, Germany and Australia
Sep 1, 1992 -
Asset Pricing and Valuation
Term Structure Estimation and Pricing of Callable Treasury Bonds
Jul 1, 1992 -
Investing (Investment Management)
The Contingent Claims Arms Race
Jul 1, 1992 -
Investing (Investment Management)
New S&P/Barra 'Style' Indices
May 1, 1992 -
Factor and Risk Modeling
The Deutsche Bank Effect in the German Equity Market
May 1, 1992 -
Performance Analysis
'Sinful' Industry Returns in the United States
Mar 1, 1992 -
Factor and Risk Modeling
A Case Study of Barra's New Japanese Equity Model
Mar 1, 1992 -
Investing (Investment Management)
Information Analysis
Mar 1, 1992 -
Factor and Risk Modeling
GEM Analysis of European Index Futures
Jan 1, 1992 -
Performance Analysis
Fixed Income Performance Analysis Over Time
Jan 1, 1992 -
Factor and Risk Modeling
The Institutional Index as an Effective Hedging Tool
Jan 1, 1992 -
Factor and Risk Modeling
Evaluating Alternative Forecasts of Variances
Nov 1, 1991 -
Investing (Investment Management)
Battle of the Bonds: Intermediate vs. Long
Nov 1, 1991 -
Investing (Investment Management)
Barra Institutional Style Indices
Nov 1, 1991 -
Asset Pricing and Valuation
The APT, the CAPM, and the Barra Model
Nov 1, 1991 -
Performance Analysis
Bond Performance Analysis: A Multifactor Approach
Sep 1, 1991 -
Investing (Investment Management)
Changes in the Nikkei 225
Sep 1, 1991 -
Investing (Investment Management)
Using Floating Rate Notes to Control Risk and Return
Sep 1, 1991 -
Performance Analysis
Performance Attribution and the International Portfolio
Sep 1, 1991 -
Investing (Investment Management)
B2 Calls Treasury Before Market
Sep 1, 1991 -
Factor and Risk Modeling
'Diversification Effects in the U.S. Market
Sep 1, 1991 -
Investing (Investment Management)
N/A
Jul 1, 1991 -
Investing (Investment Management)
Factor Tilting
Jul 1, 1991 -
Investing (Investment Management)
Market Segmentation and the New York Stock Exchange
Jul 1, 1991 -
Performance Analysis
Bond Performance Analysis: A Multifactor Approach
Jul 1, 1991 -
Asset Pricing and Valuation
Calling Interest Rates with Econometrics
May 1, 1991 -
Investing (Investment Management)
Hedge Funds: A Long and Short Way of Managing Money
May 1, 1991 -
Investing (Investment Management)
What is a Small Stock?
May 1, 1991 -
Investing (Investment Management)
Collateralized Mortgage Obligations
May 1, 1991 -
Investing (Investment Management)
New Zealand's Index Funds
Mar 1, 1991 -
Investing (Investment Management)
SMALLCAP Indices Without Tears
Mar 1, 1991 -
Factor and Risk Modeling
Predicting Risk in a Rapidly-Changing Environment
Mar 1, 1991 -
Investing (Investment Management)
Value Added & Tactical Asset Allocation
Jan 1, 1991 -
Factor and Risk Modeling
Nonlinear Models: Are They Useful in Forecasting Risk and Expected Return?
Jan 1, 1991 -
Investing (Investment Management)
Tracking Global Equities With Stock Index Futures
Jan 1, 1991 -
Factor and Risk Modeling
What? No Country Model?
Jan 1, 1991 -
Factor and Risk Modeling
The S&P 500 Membership Effect: An Update
Dec 1, 1990 -
Asset Pricing and Valuation
Convexity and Exceptional Return
Nov 1, 1990 -
Factor and Risk Modeling
FUTAN--Barra's Futures Analysis System
Nov 1, 1990 -
Asset Allocation and Asset Liability Management
Multiple-Manager Optimization
Nov 1, 1990 -
Factor and Risk Modeling
Distribution of Equity Returns
Nov 1, 1990 -
Investing (Investment Management)
The Earth Trembled, but the Street Held Firm," Barra Newsletter, October 1990, p1.
Oct 1, 1990 -
Asset Pricing and Valuation
Scenario Forecasting
Aug 1, 1990 -
Factor and Risk Modeling
Oil Shocks Update
Aug 1, 1990 -
Investing (Investment Management)
The Quantitative Approach to Trading: An Example
Aug 1, 1990 -
Factor and Risk Modeling
The Oil Shock and U.S. Factors
Jul 1, 1990 -
Investing (Investment Management)
The U.S. and Japanese Auto Industries
Jul 1, 1990 -
Portfolio Construction and Optimization
Using HJM to Build and Hedge a Bond Portfolio with Options: Part 2
May 1, 1990 -
Portfolio Construction and Optimization
Using HJM to Build and Hedge a Bond Portfolio with Options: Part 1
Apr 1, 1990 -
Factor and Risk Modeling
What's a Bond Beta?
Apr 1, 1990 -
Asset Pricing and Valuation
Anticipating Asymmetrical Investor Reactions
Feb 1, 1990 -
Investing (Investment Management)
International Benchmarks
Feb 1, 1990 -
Asset Pricing and Valuation
Estimating the U.S. Treasury Term Structure of Interest Rates
Jan 1, 1990 -
Factor and Risk Modeling
Real Time Risk Models: A Report from the Front Lines
Dec 1, 1989 -
Asset Allocation and Asset Liability Management
Normal Portfolios and the Sponsor/Manager Relationship
Nov 1, 1989 -
Asset Allocation and Asset Liability Management
Indexing for Sponsors: The Basics
Nov 1, 1989 -
Asset Allocation and Asset Liability Management
The Sponsor's View of Risk
Nov 1, 1989 -
Investing (Investment Management)
POSIT Since the Crash
Oct 1, 1989 -
Investing (Investment Management)
Trading at the Close vs. Trading Intraday
Oct 1, 1989 -
Asset Pricing and Valuation
Call and Sinking Fund Valuation and Risk Measurement: Part 1
Sep 1, 1989 -
Asset Pricing and Valuation
Estimating the Term Structures of Interest Rates for U.S. Treasuries: Part 2
Sep 1, 1989 -
Factor and Risk Modeling
Global Factors: Fact or Fiction?
Sep 1, 1989 -
Investing (Investment Management)
A Barra View of Active (Fixed Income) Management--Part 4
Sep 1, 1989 -
Asset Pricing and Valuation
Estimating the Term Structures of Interest Rates for U.S. Treasuries: Part 2
Sep 1, 1989 -
Asset Pricing and Valuation
Estimating the Term Structures of Interest Rates for U.S. Treasuries: Part 1
Aug 1, 1989 -
Factor and Risk Modeling
Bond Index Funds: The Danger of Using Summary Risk Measures
Aug 1, 1989 -
Asset Pricing and Valuation
Estimating the Term Structures of Interest Rates for U.S. Treasuries: Part 1
Aug 1, 1989 -
Factor and Risk Modeling
Forecasting Covariance
Jul 1, 1989 -
Investing (Investment Management)
A Barra View of Active Management
May 1, 1989 -
Asset Pricing and Valuation
The Japanese Convertible Bond Market
Mar 1, 1989 -
Factor and Risk Modeling
Observations on Investor Reaction to Exceptional Returns
Mar 1, 1989 -
Performance Analysis
Report from the Equity Research Seminar, Part V: Value Added Continued
Mar 1, 1989 -
Investing (Investment Management)
Comparison of the Capitalization and Equal Weighted S&P 500
Feb 1, 1989 -
Asset Pricing and Valuation
Foreign Exchange Option Pricing
Feb 1, 1989 -
Performance Analysis
Report from the Equity Research Seminar, Part IV: Measuring Value Added
Feb 1, 1989 -
Factor and Risk Modeling
Analyzing the German Equity Market Using Barra's IPORCH
Feb 1, 1989 -
Investing (Investment Management)
Combined Forecasts: Two is Better Than One
Dec 1, 1988 -
Asset Pricing and Valuation
Convexity and Exceptional Return
Dec 1, 1988 -
Investing (Investment Management)
Confessions of a Pool Player: Humility and Active Management
Dec 1, 1988 -
Investing (Investment Management)
Currency Hedging with Proxies
Dec 1, 1988 -
Investing (Investment Management)
Uses and Abuses of Convexity
Nov 1, 1988 -
Factor and Risk Modeling
Report From the Equity Research Seminar Part III: Modelling the Risk of Small Capitalization Stocks
Nov 1, 1988 -
Asset Allocation and Asset Liability Management
Ways to Use Barra's Normbook
Sep 1, 1988 -
Factor and Risk Modeling
Report From the Equity Research Seminar: Part II: What's New About Beta? (Section B)
Sep 1, 1988 -
Factor and Risk Modeling
Report From the Equity Research Seminar:Part I: What's New About Beta? (Section A)
Aug 1, 1988 -
Investing (Investment Management)
A Closer Look at Index Fund Management: Part V
Jul 1, 1988 -
Investing (Investment Management)
A Closer Look at Index Fund Management: Part IV
May 1, 1988 -
Investing (Investment Management)
Report from the Seventh Fixed Income Seminar, Part V: Bond/Equity Market Linkages
May 1, 1988 -
Asset Pricing and Valuation
The S&P 500 Anomaly
May 1, 1988 -
Investing (Investment Management)
A Closer Look at Index Fund Management: Part III
Apr 1, 1988 -
Investing (Investment Management)
A Closer Look at Index Fund Management: Part II
Mar 1, 1988 -
Asset Pricing and Valuation
Report from the Seventh Fixed Income Seminar, Part IV: Term Structure Estimation
Mar 1, 1988 -
Performance Analysis
Equity Market Performance '87
Feb 1, 1988 -
Investing (Investment Management)
A Closer Look at Index Fund Management: Part I
Feb 1, 1988 -
Investing (Investment Management)
Report from the Seventh Fixed Income Seminar, Part III: Securitization
Feb 1, 1988 -
Factor and Risk Modeling
Duration, Convexity and Multiple-Factor Models
Jan 1, 1988 -
Factor and Risk Modeling
Choosing a Multiple Factor Model
Nov 1, 1987 -
Factor and Risk Modeling
Business Risk and Investment Risk
Sep 1, 1987 -
Asset Pricing and Valuation
The Capital Asset Pricing Model and the Market Model
Nov 1, 1981