United States Equity - Alacra
1 About BARRA In recent years the investment management industry has adjusted to continuing changes—theoretical advances, technological develop-
Download United States Equity - Alacra
Information
Domain:
Source:
Link to this page:
Documents from same domain
COMPANY PROFILE The Estee Lauder Companies Inc.
www.alacra.comCOMPANY OVERVIEW The Estee Lauder Companies Inc. (Estee Lauder or "the company") is a globally recognized manufacturer and marketer of makeup, skin care, fragrances and hair care products.The company
Sample Morningstar Equity Research Reports Table of ...
www.alacra.comSample Morningstar Equity Research Reports Table of Contents 2 Stock Report 10 Institutional Company Report 28 DCF Model 35 Pre-IPO Report 43 Post-IPO Report
Global Equity Model (GEM) Handbook - Alacra
www.alacra.comBARRA risk models are multiple-factor models that are developed for particular asset markets. Chapter 3. The Global Equity Model lists the common factors and currencies of GEM-MSCI and GEM-FT and includes examples of common factor correlations. To help you further understand the technical and analytical founda-tion of the model, Chapter 4.
Related documents
Risk-Based Asset Allocation - tradingportfolio.net
tradingportfolio.netSUMMER 2011 THE JOURNAL OF PORTFOLIO MANAGEMENT 11 Risk-Based Asset Allocation: A New Answer to an Old Question? WAI LEE WAI LEE is the director of research and CIO of the Quantita-
Optimization Methods in Finance
web.math.ku.dk2 Foreword Optimization models play an increasingly important role in nancial de-cisions. Many computational nance problems ranging from asset allocation
Report on Digital Investment Advice - finra.org
www.finra.org4 12CustoumoerPrtfiolmn2gt*2mtoA nrc2RReRRport RnDig Figure 2: Asset allocation model comparison9 These examples highlight the importance of firms 1) understanding the methodological
Part 1: Project Portfolio Management Tools - …
www.prioritysystem.comProject Portfolio Management Tools: Which Approach is Best? Part 1: Tool Options 1 © 2003-2014 Lee Merkhofer Consulting www.prioritysystem.com
Understanding Risk Parity - cmegroup.com
www.cmegroup.com1 Excess return is defined as the expected return above a cash return. If one accepts the premise that the risk adjusted returns of all asset classes are equivalent, then a portfolio holding diversified asset classes that each contribute equally to risk
Understanding the JPMorgan ETF Efficiente 5 Index
www.symetra.com4 Strategy Description The Index employs an allocation strategy based on modern portfolio theory. The modern portfolio theory approach to asset allocation suggests how …