Using the Barra Integrated Model at Citigroup Asset Management

Jan 1, 2004

Citigroup Asset Management was one of the first firms to recognize the precision and flexibility the new Barra Integrated Model brings to the investment process.  This article examines how Citigroup Asset Management implemented the Barra Integrated Model in its investment process by group the more than 1,000 risk factors into a small set of relevant investment factors.