"Equity Program Trading", Barra Newsletter, Winter 1998
Topic: Investing (Investment Management) |
Asset Class: Equities
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This article illustrates another application of Barra's Aegis System with the U.K. Equity Trading Model. The U.K. Equity Trading Model uses the latest risk-modeling techniques to help equity traders manage the short-term risk within their books, and is the first of a series of planned enhancements to Barra's risk models and applications to meet and exceed the demands of the trading community.
Publication:
Authors: BISHOPP Michael, MANANI Rakesh
