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Model Insight - The Barra Europe Equity Model (EUE4) - April 2013
Apr 29, 2013
This 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.
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Research authors
- Jun Wang, Vice President, MSCI Research
- Andrei Morozov, Executive Director, Equity Factor Modeling Research
- Laszlo Borda