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Model Insight - The Barra Emerging Markets Model Empirical Notes - February 2014
Feb 25, 2014
This 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).
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Research authors
- Andrei Morozov, Executive Director, Equity Factor Modeling Research
- Mehmet Bayraktar, Head of Multi Asset Class Research
- Imre Balint
- Laszlo Borda
- Paul Ward