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SSRN eLibrary Search Results
MSCI Research Paper Series
31,624 Total downloads | Link to this page

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Showing Papers 1 - 50 of 121
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Incl. Electronic Paper Capturing the Value Premium
MSCI Barra Research Paper No. 2011-12
Madhusudan Subramanian , Padmakar Kulkarni , Roman Kouzmenko and Dimitris Melas
MSCI Inc. , MSCI Inc. , MSCI Inc. and MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
224 downloads

Incl. Electronic Paper Delta-Sigma Attribution: Understanding Differences in Risk
MSCI Barra Research Paper No. 2011-16
Peter Shepard
MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
240 downloads

Incl. Electronic Paper Eigen-Adjusted Covariance Matrices
MSCI Barra Research Paper No. 2011-14
Jose Menchero , Jun Wang and D.J. Orr
MSCI Barra , MSCI Inc. and MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
469 downloads

Incl. Electronic Paper Global Investing: The Importance of Currency Returns and Currency Hedging
MSCI Barra Research Paper No. 2011-13
MSCI Inc.
MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
272 downloads

Incl. Electronic Paper Greece, Contagion, and Credit Derivatives
MSCI Barra Research Paper No. 2011-17
MSCI Inc.
MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
104 downloads

Incl. Electronic Paper Impact of Yen on Japanese Stocks
MSCI Barra Research Paper No. 2011-15
David T. Owyong
MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
94 downloads

Incl. Electronic Paper The Relative Strengths of Industry and Country Factors in Global Equity Markets, April 2011
MSCI Barra Research Paper No. 2011-11
Jose Menchero and Andrei Morozov
MSCI Barra and MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
199 downloads

Incl. Electronic Paper Treatment of Fixed Transaction Costs in Barra Optimizer, April 2011
MSCI Barra Research Paper No. 2011-10
Leonid Kopman and Scott Liu
MSCI Inc. and MSCI Inc.
Date Posted: August 23, 2011
Working Paper Series
63 downloads

Incl. Electronic Paper Allocating Assets in Climates of Extreme Risk
MSCI Barra Research Paper No. 2011-08
Stacy Cuffe and Lisa R. Goldberg
MSCI Inc. and University of California, Berkeley
Date Posted: April 27, 2011
Working Paper Series
187 downloads

Incl. Electronic Paper Pitfalls in Risk Attribution
MSCI Barra Research Paper No. 2011-07
Ben Davis and Jose Menchero
MSCI Inc. and MSCI Barra
Date Posted: April 27, 2011
Working Paper Series
320 downloads

Incl. Electronic Paper Portfolio Optimization with Trade Paring Constraints
MSCI Barra Research Paper No. 2011-06
Xu Rong and Scott Liu
affiliation not provided to SSRN and MSCI Inc.
Date Posted: April 27, 2011
Working Paper Series
160 downloads

Incl. Electronic Paper Post-Earthquake Japan Equity Update
MSCI Barra Research Paper No. 2011-09
Hidenori Shimizu and David T. Owyong
MSCI Inc. and MSCI Inc.
Date Posted: April 27, 2011
Last Revised: August 24, 2011
Working Paper Series
83 downloads

Incl. Electronic Paper Volatility Cycles of Value Stocks
MSCI Barra Research Paper No. 2011-03
David T. Owyong
MSCI Inc.
Date Posted: March 28, 2011
Accepted Paper Series
154 downloads

Incl. Electronic Paper Micro Caps - A Distinct Segment
MSCI Barra Research Paper No. 2011-02
MSCI Inc.
MSCI Inc.
Date Posted: February 03, 2011
Working Paper Series
91 downloads

Incl. Electronic Paper Minimizing Shortfall
Forthcoming, Quantitative Finance, MSCI Barra Research Paper No. 2011-04
Lisa R. Goldberg , Michael Y. Hayes and Ola Mahmoud
University of California, Berkeley , MSCI Inc. and University of St. Gallen
Date Posted: February 03, 2011
Last Revised: April 29, 2014
Working Paper Series
154 downloads

Incl. Electronic Paper Some Like it Hot
MSCI Barra Research Paper No. 2011-03
Xiaowei Kang , Frank Nielsen and Giacomo Fachinotti
Standard & Poor's , MSCI Inc. and MSCI Inc.
Date Posted: February 03, 2011
Working Paper Series
183 downloads

Incl. Electronic Paper The Road to Retirement - Bumpy or Smooth, Depends on Your Route, January 2011
MSCI Barra Research Paper No. 2011-01
Anand S. Iyer , Madhusudan Subramanian and Vikash Punglia
MSCI Inc. , MSCI Inc. and MSCI Inc.
Date Posted: February 03, 2011
Working Paper Series
112 downloads

Incl. Electronic Paper Value Stocks and the Macro Cycle
MSCI Barra Research Paper No. 2011-05
David T. Owyong
MSCI Inc.
Date Posted: February 03, 2011
Working Paper Series
221 downloads

Incl. Electronic Paper QE2 Aftermath: What Has a Steepening Curve Meant for Equity Sectors?
MSCI Barra Research Paper No. 2010-37
MSCI Inc.
MSCI Inc.
Date Posted: December 23, 2010
Working Paper Series
138 downloads

Incl. Electronic Paper Update on Msci Equal Weighted Indices
MSCI Barra Research Paper No. 2010-38
MSCI Inc.
MSCI Inc.
Date Posted: December 23, 2010
Working Paper Series
71 downloads

Incl. Electronic Paper The Third Quarter Ends with a Blast: Tech, Small Caps, and Beta
MSCI Barra Research Paper No. 2010-35
MSCI Inc.
MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
31 downloads

Incl. Electronic Paper AH Premium and Short Sale Constraints
MSCI Barra Research Paper No. 2010-34
MSCI Inc.
MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
140 downloads

Incl. Electronic Paper Capturing Equity Risk Premia (August 2010)
MSCI Barra Research Paper No. 2010-29
Jose Menchero and Andrei Morozov
MSCI Barra and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
183 downloads

Incl. Electronic Paper Creditmetrics and Constant Level of Risk (September 2010)
MSCI Barra Research Paper No. 2010-31
Christopher C. Finger
RiskMetrics Group - MSCI
Date Posted: November 14, 2010
Working Paper Series
252 downloads

Incl. Electronic Paper Decomposing Cross-Sectional Volatility (September 2010)
MSCI Barra Research Paper No. 2010-30
Jose Menchero and Andrei Morozov
MSCI Barra and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
333 downloads

Incl. Electronic Paper Identifying Sources of Correlation in Global Equity Portfolios (September 2010)
MSCI Barra Research Paper No. 2010-32
MSCI Inc.
MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
224 downloads

Incl. Electronic Paper Investing in Inflation Protection
MSCI Barra Research Paper No. 2010-36
Anand S. Iyer and Jenn Bender
MSCI Inc. and MSCI Barra
Date Posted: November 14, 2010
Working Paper Series
183 downloads

Incl. Electronic Paper Private and Public Real Estate - What's the Link? (May 2010)
MSCI Barra Research Paper No. 2010-21
Raghu Suryanarayanan and Dan Stefek
MSCI Inc. and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
221 downloads

Incl. Electronic Paper Revisiting Global Small Cap (July 2010)
MSCI Barra Research Paper No. 2010-27
Marc Kilbert and Raman Aylur Subramanian
MSCI Inc. and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
106 downloads

Incl. Electronic Paper Stress Testing in the Investment Process (August 2010)
MSCI Barra Research Paper No. 2010-28
Oleg A. Ruban , Dimitris Melas and MSCI Inc.
MSCI Inc. , MSCI Inc. and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
225 downloads

Incl. Electronic Paper The BP Oil Crisis Spills Over to UK Domestic Portfolios (June 2010)
MSCI Barra Research Paper No. 2010-22
MSCI Inc.
MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
86 downloads

Incl. Electronic Paper The Curse of Olympian Spending with International Borrowing (June 2010)
MSCI Barra Research Paper No. 2010-22
Anand S. Iyer , Oleg A. Ruban and Philippe Vannerem
MSCI Inc. , MSCI Inc. and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
47 downloads

Incl. Electronic Paper The ‘New Classic’ Equity Allocation
MSCI Barra Research Paper No. 2010-33
Xiaowei Kang , Frank Nielsen and Giacomo Fachinotti
Standard & Poor's , MSCI Inc. and MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
198 downloads

Incl. Electronic Paper Uncovering Biases within Sectors (July 2010)
MSCI Barra Research Paper No. 2010-26
MSCI Inc.
MSCI Inc.
Date Posted: November 14, 2010
Working Paper Series
40 downloads

Incl. Electronic Paper Evaluating Stock Screens with Performance Attribution (June 2010)
MSCI Barra Research Paper No. 2010-23
MSCI Inc.
MSCI Inc.
Date Posted: November 13, 2010
Working Paper Series
162 downloads

Incl. Electronic Paper The Fundamentals of Fundamental Factor Models (June 2010)
MSCI Barra Research Paper No. 2010-24
Frank Nielsen and Jenn Bender
MSCI Inc. and MSCI Barra
Date Posted: November 13, 2010
Working Paper Series
504 downloads

Incl. Electronic Paper Is There a Link between GDP Growth and Equity Returns?
MSCI Barra Research Paper No. 2010-18
MSCI Inc.
MSCI Inc.
Date Posted: November 12, 2010
Working Paper Series
912 downloads

Incl. Electronic Paper Manipulating Correlations Through Latent Drivers
MSCI Barra Research Paper No. 2010-20
Jenn Bender , Jyh-Huei Lee and Dan Stefek
MSCI Barra , MSCI Inc. and MSCI Inc.
Date Posted: November 12, 2010
Working Paper Series
131 downloads

Incl. Electronic Paper Sovereign Stress and Economic Growth: Scenarios for US Investors
MSCI Research Paper No. 2010-16
MSCI Inc.
MSCI Inc.
Date Posted: November 12, 2010
Working Paper Series
63 downloads

Incl. Electronic Paper The Perils of Parity
MSCI Barra Research Paper No. 2010-19
Oleg A. Ruban and Dimitris Melas
MSCI Inc. and MSCI Inc.
Date Posted: November 12, 2010
Working Paper Series
190 downloads

Incl. Electronic Paper Momentum in Asia Pacific Stock Markets
MSCI Barra Research Paper No. 2010-17
MSCI Inc.
MSCI Inc.
Date Posted: November 11, 2010
Working Paper Series
140 downloads

Incl. Electronic Paper Beyond Brinson: Establishing the Link Between Sector and Factor Models, April 2010
MSCI Barra Research Paper No. 2010-14
Ben Davis and Jose Menchero
MSCI Inc. and MSCI Barra
Date Posted: May 12, 2010
Working Paper Series
307 downloads

Incl. Electronic Paper Constraining Shortfall, April 2010
MSCI Barra Research Paper No. 2010-15
Jenn Bender , Jyh-Huei Lee and Dan Stefek
MSCI Barra , MSCI Inc. and MSCI Inc.
Date Posted: May 12, 2010
Working Paper Series
103 downloads

Incl. Electronic Paper Risk Characteristics of Emerging Market Bonds
MSCI Barra Research Paper No. 2010-11
David T. Owyong and Anand S. Iyer
MSCI Inc. and MSCI Inc.
Date Posted: May 10, 2010
Working Paper Series
172 downloads

Incl. Electronic Paper Assessing Interest Rate Risk Beyond Duration – Shift, Twist, Butterfly
MSCI Barra Research Paper No. 2010-13
Philippe Vannerem and Anand S. Iyer
MSCI Inc. and MSCI Inc.
Date Posted: May 09, 2010
Working Paper Series
343 downloads

Incl. Electronic Paper Portfolio Insights for a Deep Value Manager
MSCI Barra Research Paper No. 2010-12
MSCI Inc.
MSCI Inc.
Date Posted: May 08, 2010
Working Paper Series
159 downloads

Incl. Electronic Paper Characteristics of Factor Portfolios, March 2010
MSCI Barra Research Paper No. 2010-08
Jose Menchero
MSCI Barra
Date Posted: May 07, 2010
Working Paper Series
549 downloads

Incl. Electronic Paper GDP Weighted Asset Allocation, February 2010
MSCI Barra Research Paper No. 2010-07
MSCI Inc.
MSCI Inc.
Date Posted: May 07, 2010
Working Paper Series
231 downloads

Incl. Electronic Paper Market Turmoil, a Value Index, and the UK Telecoms Industry, March 2010
MSCI Barra Research Paper No. 2010-09
Patrick Burke d'Orey and Lisa R. Goldberg
MSCI Inc. and University of California, Berkeley
Date Posted: May 07, 2010
Working Paper Series
51 downloads

Incl. Electronic Paper Risk and Style Characteristics of Chinese Funds, March 2010
MSCI Barra Research Paper No. 2010-10
David T. Owyong
MSCI Inc.
Date Posted: May 07, 2010
Working Paper Series
71 downloads


 

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