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size: 69.81 MB
|- Value Stocks and the Macro Cycle.pdf - 532.00 kB
|- Using Statistical Models to__Capture Missing Fundamental_ Factor Risk.pdf - 209.00 kB
|- United States Equity E3.pdf - 577.00 kB
|- Understanding Market Data for Equity_ Models_.pdf - 888.00 kB
|- UNDERSTANDING MACROECONOMIC RISK AND ITS IMPACT ON ASSET ALLOCATION.pdf - 134.00 kB
|- Tracking the Earnings Yield Factor.pdf - 570.00 kB
|- The Correlated Recovery Model in_ CreditManager_.pdf - 698.00 kB
|- The Characteristics of Factor Portfolios.pdf - 1.20 MB
|- The Barra US Equity Model (USE4).pdf - 1.60 MB
|- The Barra Hedge Fund Risk Model.pdf - 793.00 kB
|- SHOULD YOU CARE__ABOUT ACTIVE_ SHARE__.pdf - 1.00 MB
|- RiskMetrics Stress Testing_.pdf - 2.50 MB
|- Risk Management and_ Macroeconomic Uncertainty__ Short-term Consequences of Long-term Risk.pdf - 141.00 kB
|- Risk from Any Altitude__ Using the BarraOne Macro Factors.pdf - 440.00 kB
|- Risk and Style Characteristics of Chinese_ Funds_.pdf - 407.00 kB
|- Risk and Return of Factor Portfolios__ The Impact of Regression Weighting.pdf - 404.00 kB
|- RIDING ON MOMENTUM Understanding Factor Investing_.pdf - 895.00 kB
|- ResearchInsight_Factor_Indexes_in_Perspective_Part_I_Study_September_2014.pdf - 991.00 kB
|- ResearchInsight_Factor_Indexes_in_Perspective_Part_II_Supplementary_September_2014.pdf - 809.00 kB
|- Quant_Insight_Does_Style_Make_the_Sector_August_2011.pdf - 320.00 kB
|- Performance Attribution of Multi-Asset_ Class Portfolios using BarraOne_.pdf - 1.10 MB
|- Multi-Factor Indexes Made Simple .pdf - 859.00 kB
|- MSCI Risk Monitor_ Asset Owners.pdf - 680.00 kB
|- MSCI ESG FUND METRICS_ METHODOLOGY.pdf - 319.00 kB
|- Modeling Value at Risk with Factors .pdf - 1.00 MB
|- Macro-Sensitive Portfolio Strategies.pdf - 753.00 kB
|- Introducing the Multi-Portfolio Attribution Model in BarraOne_.pdf - 1.00 MB
|- Index Performance in Changing Economic Environments_.pdf - 1.10 MB
|- Historic Drawdowns_ A review of recent mutual fund active performance.pdf - 1.00 MB
|- HARVESTING EQUITY YIELD_ Understanding Factor Investing.pdf - 1.60 MB
|- FLIGHT TO QUALITY_ Understanding Factor Investing_.pdf - 607.00 kB
|- FINDING VALUE_ Understanding Factor Investing.pdf - 635.00 kB
|- Factoring in the Emerging Markets_ Premium.pdf - 1.02 MB
|- Ex Post Risk and Risk-Adjusted Return Measures.pdf - 870.00 kB
|- Evaluating the Accuracy of Beta Forecasts.pdf - 268.00 kB
|- Europe_Market_Report_The_Mid-Cap_Effect_December_2013-2.pdf - 314.00 kB
|- Europe_Market_Report_Relative_Importance_of_Industries_and_Countries_May_2013.pdf - 248.00 kB
|- EUE4_Notes_April_2013.pdf - 2.70 MB
|- EUE4_FAQs.pdf - 634.00 kB
|- EUE3_Notes.pdf - 719.00 kB
|- EUE3_descriptors.pdf - 188.00 kB
|- EUE3DEE_Vs_EUE4DEE_Comparison.pdf - 357.00 kB
|- Efficiently Combining Multiple Sources_ of Alpha in Portfolio Construction.pdf - 305.00 kB
|- Economic_Cycles_and_Equity_Styles_in_Europe_Oct_2009.pdf - 286.00 kB
|- Does Style Make the Sector_.pdf - 320.00 kB
|- Deploying Multi-Factor Index_ Allocations in Institutional Portfolios.pdf - 1.80 MB
|- Contingent Convertible.pdf - 334.00 kB
|- CONSTRUCTING LOW__VOLATILITY STRATEGIES_ Understanding Factor Investing.pdf - 1.10 MB
|- CHE2_ Forecasting Chinese Equity Risk .pdf - 326.00 kB
|- Capturing Factor Premia.pdf - 571.00 kB
|- Basis Risk in Risk Manager.pdf - 197.00 kB
|- Barra_Risk_Models.pdf - 106.00 kB
|- BarraOne_Analytics_Guide.pdf - 6.10 MB
|- BarraOnePerformanceAnalyticsVisualizationHandbook.pdf - 6.80 MB
|- BarraOnePerformanceAnalyticsHandbook.pdf - 8.80 MB
|- Barra US Total Market Equity Trading Model.pdf - 2.60 MB
|- BACKTESTING_ EXPECTED SHORTFALL.pdf - 1.90 MB
|- BACKTESTING RISK MODELS.pdf - 1.60 MB
|- Approximating VaR with Multidimensional Interpolation.pdf - 570.00 kB
|- Alpha‐Risk Factor Misalignment.pdf - 695.00 kB
|- Alphabuilder (US).pdf - 2.30 MB
|- A general approach to calculating VaR without volatilities and correlations.pdf - 24.00 kB