MSCI Barra Risk Factor Model
GPTKB entity
Statements (67)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:software
|
| gptkbp:aims_to |
Identify Risk Sources
|
| gptkbp:applies_to |
Global Markets
Equity Investments |
| gptkbp:based_on |
Historical Data
Factor Analysis |
| gptkbp:career_assists |
Performance Evaluation
|
| gptkbp:collaborated_with |
gptkb:Educational_Institution
|
| gptkbp:developed_by |
gptkb:Model
gptkb:MSCI |
| https://www.w3.org/2000/01/rdf-schema#label |
MSCI Barra Risk Factor Model
|
| gptkbp:includes |
Country Factors
Sector Factors Style Factors |
| gptkbp:is_adopted_by |
Hedge Funds
|
| gptkbp:is_compatible_with |
Various Asset Classes
|
| gptkbp:is_critical_for |
Risk Mitigation
|
| gptkbp:is_designed_for |
Institutional Investors
|
| gptkbp:is_enhanced_by |
gptkb:Company
Machine Learning Techniques Big Data Technologies |
| gptkbp:is_evaluated_by |
gptkb:Risk_Metrics
Performance Metrics Performance Reviews Backtesting |
| gptkbp:is_incorporated_in |
Risk Management Frameworks
Investment Portfolios |
| gptkbp:is_influenced_by |
Market Trends
|
| gptkbp:is_informed_by |
gptkb:film_production_company
Economic Indicators |
| gptkbp:is_integrated_with |
gptkb:software
gptkb:MSCI_Indexes |
| gptkbp:is_part_of |
gptkb:MSCI_Risk_Management_Solutions
Financial Modeling Investment Strategies Quantitative Finance |
| gptkbp:is_recognized_by |
Industry Standard
|
| gptkbp:is_related_to |
Asset Allocation
|
| gptkbp:is_subject_to |
Regulatory Standards
|
| gptkbp:is_supported_by |
Research Publications
Technical Analysis Client Feedback |
| gptkbp:is_used_by |
Asset Managers
|
| gptkbp:is_used_for |
Stress Testing
Portfolio Risk Management |
| gptkbp:is_used_to |
Identify Investment Opportunities
Enhance Returns Assess Market Conditions Measure Performance Optimize Portfolios |
| gptkbp:is_utilized_in |
gptkb:software
Quantitative Analysis Risk Control Risk Reporting Investment Risk Analysis Performance Attribution Portfolio Construction Risk Profiling |
| gptkbp:offers |
Scenario Analysis
|
| gptkbp:provides |
Risk Attribution
Risk Forecasting |
| gptkbp:provides_information_on |
Market Volatility
|
| gptkbp:supports |
Investment Decision Making
|
| gptkbp:updates |
Regularly
|
| gptkbp:utilizes |
Statistical Techniques
|
| gptkbp:bfsParent |
gptkb:Morgan_Stanley_Capital_International
|
| gptkbp:bfsLayer |
6
|