Statements (30)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
risk model
|
| gptkbp:acquiredBy |
gptkb:MSCI_Inc.
|
| gptkbp:appliesTo |
multi-asset portfolios
equity portfolios fixed income portfolios |
| gptkbp:basedOn |
multi-factor modeling
|
| gptkbp:developedBy |
gptkb:Barra,_Inc.
|
| gptkbp:firstReleased |
1975
|
| gptkbp:headquartersLocation |
gptkb:Berkeley,_California
|
| https://www.w3.org/2000/01/rdf-schema#label |
Barra Risk Factor Models
|
| gptkbp:includes |
country factors
currency factors industry factors style factors |
| gptkbp:parentCompany |
gptkb:MSCI_Inc.
|
| gptkbp:provides |
factor covariances
factor exposures factor returns specific risk estimates |
| gptkbp:relatedTo |
gptkb:MSCI_Barra
MSCI RiskMetrics |
| gptkbp:usedBy |
hedge funds
institutional investors asset managers |
| gptkbp:usedFor |
portfolio construction
performance attribution portfolio risk analysis |
| gptkbp:website |
https://www.msci.com/solutions/barra-risk-factor-models
|
| gptkbp:bfsParent |
gptkb:Barra,_Inc.
|
| gptkbp:bfsLayer |
8
|