Social Sharing
Extended Viewer
Model Insight - The Barra US Small Cap Equity Model Empirical Notes - December 2013
Dec 4, 2013
This Model Insight provides empirical results for the new Barra US Small Cap 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 model and its predecessor.
Download
Research authors
- Mehmet Bayraktar, Head of Multi Asset Class Research
- Igor Mashtaler
- Nicolas Meng