In the webcast below, MSCI Barra's Frank Nielsen details two case studies that show how the model can be used to analyze the risk and return of a fundamentally managed international portfolio.
One important aspect of GEM2 holdings-based risk analysis is the granularity available in historical analysis. This detail enables you to explain an investment process over time and guides intuition of your portfolio’s risk/return based on market events.
View the webcast for a full description and demonstration of the GEM2 model.
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Wednesday, August 5, 2009
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