多因素模型参照.pdfVIP

The Barra Integrated Model Version 204 Fati Hemmati Agnes Hsieh Anton V. Puchkov Dan Stefek September 2005 ? MSCIBarra, 2005 Notice and Disclaimer Copyright ? 2005 by Barra, Inc. (Barra). All rights reserved. This document and all of the information contained in it, including all text, data, graphs, charts and all other information (collectively, the “Information ”) may not be reproduced or redisseminated in whole or in part without prior written permission from Barra. Any use of Barra software, risk models, data or other products, services or information requires a license from Barra. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, and Barra does not endorse, approve or otherwise express any opinion regarding any issuer, securities, financial products or instruments or trading strategies. Further, none of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The user of the Information assumes the entire risk of any use it may make or permit to be made of it. In particular, historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis or prediction. NEITHER BARRA, ANY OF ITS AFFILIATES OR ANY OTHER THIRD PARTY INVOLVED IN MAKING OR COMPILING ANY OF THE INFORMATION MAKES ANY EXPRESS OR IMPLIED WA