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Laszlo Borda
Research and Insights
Articles by Laszlo Borda
Model Insight - The Barra Emerging Markets Model Empirical Notes - February 2014
Research Report | Feb 25, 2014 | Andrei Morozov, Mehmet Bayraktar, Imre Balint, Laszlo Borda, Paul WardThis Model Insight provides empirical results for the new Barra Emerging Markets Model, including detailed information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include backtesting results and a thorough side-by-side comparison of the forecasting accuracy of the new Emerging Markets Model and the Global Equity Model (GEM3).
Model Insight - The Barra Europe Equity Model (EUE4) - April 2013
Research Report | Apr 29, 2013 | Jun Wang, Andrei Morozov, Laszlo BordaThis paper provides empirical results for the new Barra Europe Equity Model (EUE4), including details on factor structure, commentary on the performance of select factors, analysis of the explanatory power of the model, and an examination of the statistical significance of the factors. Furthermore, these notes include a side-by-side comparison of forecasting accuracy for EUE4 and EUE3.