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barra integrated model

Barra Integrated Model: The Barra Integrated Model is a multi-asset class model for forecasting the asset and portfolio level risk of global equities, bonds, and currencies. This paper describes the methodology and construction of the model. First, it gives an overview of the aims and approach. It then describes the common basic structure...; Tags: Bond, Equity, Currency, Barra, Barra Integrated Model, Investment, Financial Services, Finance; White papers 2003-02-07
The Barra Integrated Model Series: A Breakthrough in Modeling Global Equity: The Barra Integrated Model is a major breakthrough in modeling international risk and return for both equity and fixed income securities. This paper in the series focuses on the benefits from the equity portion of the model called BIM equity or BIMe and explains how and why BIMe make a...; Tags: Equity, Modeling, Barra, Barra Integrated Model, Investment, Financial Services, Finance; White papers 2003-09-19

Ford's inside job.: Apr 25, 2002 The Daily Telegraph ABIX via COMTEX -- The first official details have been leaked on Ford Australia's soon to be released "Barra Falcon". The new model is described as having a "European influence", and the car manufacturer claims that high-quality materials...; Tags: car, Ford Motor Co., job; Research articles 2002-04-25
US Municiple Bond Risk: Barra's integrated risk model includes coverage of municipal bonds accounting for market wide and issuer-specific risks of investment grade municipal securities. The municipal bond market is affected by financial factors somewhat distinct from the primary drivers of the taxable bond market. Because of the large number of illiquid bonds, estimation...; Tags: Bond, Market Valuation, Barra, Investment, Finance; White papers 2002-06-07