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Adam Nagy
Research and Insights
Articles by Adam Nagy
The Barra Australia Equity Model (AUE4) - Empirical Notes
Research Report | May 9, 2012 | Igor Mashtaler, Adam Nagy, D.j. OrrThis Model Insight provides empirical results and analysis for the new Barra Australia Equity Model (AUE4). These notes include extensive information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include a thorough side-by-side comparison of the forecasting accuracy of the AUE4 Model and the AUE3 Model, its predecessor.