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30 Sep 2020Ended

MSCI in Practice: what MAC Factors are Driving your Returns

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upto 100
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Based on previous editions

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30 Sep 2020

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Not Available
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MSCI in Practice: what MAC Factors are Driving your Returns will highlight how BarraOne and the MSCI MAC Model allow managers to attribute .. Read more performance to the same factors used for risk attribution and portfolio construction. It will Construct MAC portfolios with specific exposures to meet client requirements, Examine return contribution and whether exposures paid off using MAC factor performance attribution, and Understand ex-post MAC factor return contributions in alignment with ex-ante factor risk exposures.

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