The Single Country and Regional Equity Models are designed for controlling the risk of portfolios invested in a single market or region. They are extended CAPM constructs. We first estimate the influence of market returns, and then explain remaining returns with industrial sectors and macroeconomic factors. These models also include an innovative hybrid factor method that allows new important factors to enter the model as needed.
- Consistent factor structure allows for easy comparison across countries
- Model uses temporary statistical factors to adjust automatically as market conditions evolve through time
- Produces a portfolio that minimizes the tracking error versus benchmark
- Models available for Asia Pacific, Asia Pacific Including Japan, Australia, Brazil, Canada, China, the European Union, Japan, South Africa, Switzerland, the United Kingdom, the United States, and US/Canada.
|Download Documentation||Single Country / Region Risk Models|
|Download Documentation||Single Country / Region Risk Models-Japanese Language Version|