Arcana

Browse MSCI Barra, Wolfe Research, Axioma, and Arcana equity risk model methodology guides, handbooks, PDFs, and factor model factsheets for portfolio risk analysis and quantitative investing.

6) Risk Model Methodology Guides, Handbooks & Factsheets

MSCI Barra Global Equity Model (GEM3) is a global multi-factor equity risk model designed for portfolio risk analysis, factor exposure measurement, volatility forecasting, and portfolio optimization across developed, emerging, and…

MSCI Barra Global Equity Model (GEM3) Methodology & Handbook PDF

MSCI Barra Global Total Market Equity Trading Model (GEMTRD) is a global multi-factor equity trading risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across global…

MSCI Barra Global Total Market Equity Trading Model (GEMTRD) Methodology & Handbook PDF

MSCI Barra Global Total Market Equity Model for Long-Term Investors (GEMLT) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across…

MSCI Barra Global Total Market Equity Model for Long-Term Investors (GEMLT) Methodology & Handbook PDF

MSCI Barra US Total Market Equity Model for Medium-Term Investors (USMED) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and…

MSCI Barra US Total Market Equity Model for Medium-Term Investors (USMED) Methodology & Handbook PDF

MSCI Barra US Small Cap Equity Model (USSC4) is a US small-cap multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra US Small Cap Equity Model (USSC4) Methodology & Handbook PDF

MSCI Barra US Equity Model (USE4) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra US Equity Model (USE4) Methodology & Handbook PDF

MSCI Barra US Total Market Equity Trading Model (USFASTD) is a US multi-factor equity trading risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio…

MSCI Barra US Total Market Equity Trading Model (USFASTD) Methodology & Handbook PDF

MSCI Barra US Total Market Equity Model for Long-Term Investors (USSLOWL) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and…

MSCI Barra US Total Market Equity Model for Long-Term Investors (USSLOWL) Methodology and Handbook PDF

MSCI Barra Asia Pacific Equity Factor Trading Model (APACEFMTRD) is an Asia Pacific multi-factor trading risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across regional…

MSCI Barra Asia Pacific Equity Factor Trading Model (APACEFMTRD) Methodology & Handbook PDF

MSCI Barra Japan Equity Model (JPE4) is a Japan multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra Japan Equity Model (JPE4) Methodology and Handbook PDF

MSCI Barra India Total Market Equity Model (INE2) is an India multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra India Total Market Equity Model (INE2) Methodology & Handbook PDF

MSCI Barra Europe Total Market Equity Model (EULTL) is a European multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio optimization.

MSCI Barra Europe Total Market Equity Model (EULTL) Methodology & Handbook PDF

Browse MSCI Barra equity risk model methodology and handbook PDFs covering global, regional, and sector-based factor risk models for institutional portfolio analytics.

MSCI Barra Risk Model Factsheets

Wolfe Emerging Markets All-Cap Equity Model (EM_AC_2) is an emerging markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe Emerging Markets All-Cap Equity Model (EM_AC_2) Methodology & Handbook PDF

Wolfe Developing Markets All-Cap Equity Model (DM_AC_2) is a developed markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe Developing Markets All-Cap Equity Model (DM_AC_2) Methodology & Handbook PDF

Wolfe QES EU AC 2.5 (EU_AC_25) is a European multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across European equity markets.

Wolfe QES EU AC 2.5 (EU_AC_25) Methodology & Handbook PDF

Wolfe QES US AC 2.5 (US_AC_25) is a US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across US equity markets.

Wolfe QES US AC 2.5 (US_AC_25) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 (DM_AC_25) is a Developed Markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across global developed equity markets.

Wolfe QES DM AC 2.5 (DM_AC_25) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 100Z (DM_AC_25_100Z) is a Developed Markets multi-factor equity risk model using 100% z-score style exposures for factor exposure analysis, volatility forecasting, performance attribution, and portfolio…

Wolfe QES DM AC 2.5 100Z (DM_AC_25_100Z) Methodology & Handbook PDF

Wolfe QES APAC AC 2.5 (APAC_AC_25) is an Asia-Pacific multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across APAC equity markets excluding Japan…

Wolfe QES APAC AC 2.5 (APAC_AC_25) Methodology & Handbook PDF

Wolfe QES APAC AC 2.5 100Z (APAC_AC_25_100Z) is an Asia-Pacific multi-factor equity risk model using 100% z-score style exposures for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe QES APAC AC 2.5 100Z (APAC_AC_25_100Z) Methodology & Handbook PDF

Wolfe US Industrials and Materials Sector Equity Model (US_IND_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Industrials and Materials Sector Equity Model (US_IND_2) Methodology & Handbook PDF

Wolfe US TMT, Consumers, FinTech Sector Equity Model (US_CONTMT_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US TMT, Consumers, FinTech Sector Equity Model (US_CONTMT_2) Methodology & Handbook PDF

Wolfe US Energy Sector Equity Model (US_ENG_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Energy Sector Equity Model (US_ENG_2) Methodology & Handbook PDF

Wolfe US Healthcare Sector Equity Model (US_HC_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Healthcare Sector Equity Model (US_HC_2) Methodology & Handbook PDF

Wolfe US Consumer Sector Equity Model (US_CON_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Consumer Sector Equity Model (US_CON_2) Methodology & Handbook PDF

Wolfe US TMT Sector Equity Model (US_TMT_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US TMT Sector Equity Model (US_TMT_2) Methodology & Handbook PDF

Wolfe US Financial Sector Equity Model (US_FIN_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Financial Sector Equity Model (US_FIN_2) Methodology & Handbook PDF

Access Wolfe equity risk model methodology and handbook PDFs featuring all-cap, sector, and quantitative equity models across US and international markets.

Wolfe Risk Model Factsheets

Axioma Worldwide Equity Factor Risk Model (WW5.1) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Worldwide Equity Factor Risk Model (WW5.1) Methodology & Handbook PDF

Axioma AXWW4 Worldwide Equity Factor Risk Model (WW4) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma AXWW4 Worldwide Equity Factor Risk Model (WW4) Methodology & Handbook PDF

Axioma AX-US5.1 MH & SH Model (US5.1_MH_S) is a US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma AX-US5.1 MH & SH Model (US5.1_MH_S) Methodology & Handbook PDF

Axioma United States Equity Factor Risk Model (US5.1_TH) is a US trading-horizon multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma United States Equity Factor Risk Model (US5.1_TH) Methodology & Handbook PDF

Axioma Developed Markets EX-US Equity Factor Risk Model (US4) is a developed markets ex-US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Developed Markets EX-US Equity Factor Risk Model (US4) Methodology & Handbook PDF

Axioma AXEM4 Emerging Market Equity Factor Risk Model (EM4) is an emerging markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma AXEM4 Emerging Market Equity Factor Risk Model (EM4) Methodology & Handbook PDF

Axioma Australia Equity Factor Risk Model (AU4) is an Australian multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Australia Equity Factor Risk Model (AU4) Methodology & Handbook PDF

Axioma AXEU4 Europe Equity Factor Risk Model (EU4) is a European multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma AXEU4 Europe Equity Factor Risk Model (EU4) Methodology & Handbook PDF

Axioma Japan Equity Factor Risk Model (AXJP4) is a Japan multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Japan Equity Factor Risk Model (AXJP4) Methodology & Handbook PDF

Axioma Asia-Pacific Ex Japan Equity Factor Risk Model (AXAPxJP4) is an Asia-Pacific ex Japan multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Asia-Pacific Ex Japan Equity Factor Risk Model (AXAPxJP4) Methodology & Handbook PDF

Axioma Asia-Pacific Equity Factor Risk Model (AXAP4) is an Asia-Pacific multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Axioma Asia-Pacific Equity Factor Risk Model (AXAP4) Methodology & Handbook PDF

Explore Axioma equity factor risk model methodology and handbook PDFs for global, regional, and market-specific portfolio risk analysis and factor modeling.

Axioma Risk Model Factsheets

Find answers and get help from Intercom Support and Community Experts

Conversations you've started through the messenger will appear here.

No conversations created by you

Try using different keywords or checking for typos.

No conversations found

Title

This site employs cookies and other technologies that we and our third party vendors use to monitor and record personal information about you and your interactions with the site (including content viewed, cursor movements, screen recordings, and chat contents) for the purposes described in our Cookie Policy. By continuing to visit our site, you agree to our {websiteTermsLink}, {privacyPolicyLink} and {cookiePolicyLink}.

This site uses cookies and similar technologies ("cookies") as strictly necessary for site operation. We and our partners also would like to set additional cookies to enable site performance analytics, functionality, advertising and social media features. See our {cookiePolicyLink} for details. You can change your cookie preferences in our Cookie Settings.

We use cookies to make our site work and also for analytics and advertising purposes. You can enable or disable optional cookies as desired. See our {cookiePolicyLink} for more details.

Advertising cookies are set by our advertising partners to collect information about your use of the site, our communications, and other online services over time and with different browsers and devices. They use this information to show you ads online that they think will interest you and measure the ads' performance. Social media cookies are set by social media platforms to enable you to share content on those platforms, and are capable of tracking information about your activity across other online services for use as described in their privacy policies.

These cookies enable the website to provide enhanced functionality and personalisation. They may be set by us or by third party providers whose services we have added to our pages. If you do not allow these cookies then some or all of these services may not function properly.

These cookies are necessary for the website to function and cannot be switched off in our systems.

These cookies allow us to count visits and traffic sources so we can measure and improve the performance of our site. They help us to know which pages are the most and least popular and see how visitors move around the site.

You have the right to opt out of the sale of your personal information. See our {cookiePolicyLink} for more details about how we use your data.

Your Privacy Choices

We use cookies to enhance your experience. You can customize your cookie preferences below. See our {cookiePolicyLink} for more details.

Cookie Settings

Empty Help Center

Uh oh. That page doesn’t exist.

Home

Search results

Disappointed

Neutral

Smiley

Thinking...

Searching through sources...

Analyzing...

Tickets submitted through the messenger or by a support agent in your conversation will appear here.