Extended Viewer

Tsvetan Stoyanov

Research and Insights

Articles by Tsvetan Stoyanov

    Model Insight - Barra Commodity Model COM2 - March 2011

     Research Report | Mar 31, 2011 | Angelo Barbieri, Tsvetan Stoyanov

    This Model Insight explains the Barra Commodity Model (COM2), which covers a broader set of commodities, attributes risk to an expanded set of factors, and provides more accurate risk estimates along the commodity term structures.