Equities
Dr. George Bonne, Executive Director, Equity Factor Research, MSCI | October 08, 2018
George presents his latest research on news sentiment signals in the framework of the MSCI Barra equity factor models. Watch the highlights below, you can request access to slides and the full video.
George evaluates factors constructed from the latest generation of RavenPack data, whereby highlighting improvements over previous versions in coverage, cross-sectional explanatory power, and factor returns. He also demonstrates how the results are robust to factor formulation, geography, and time period.
Access the underlying white paper "Hedging Sentiment Signals with MSCI Barra Risk Models"
This session was held at the RavenPack Research Symposium held in New York on September 12, 2018 .
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