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Model Insight - Barra Korea Equity Model (KRE3) Empirical Notes - November 2013
Nov 1, 2013
This Model Insight provides empirical results for the new Barra Korea Equity Model (KRE3), including detailed information about the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include backtesting results and a side-by-side comparison of the forecasting accuracy of the KRE3 Model and the KRE2 Model, its predecessor.
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Research authors
- Jun Wang, Vice President, MSCI Research
- Mehmet Bayraktar, Head of Multi Asset Class Research
- Jay Yao, Vice President, MSCI Research