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The Barra US Sector Equity Model Methodology and Empirical Notes
Dec 4, 2013
This Model Insight explains MSCI's motivation for building the Barra US Sector Equity Models, describes the methodology and factor structure, and provides empirical results for the US Sector model family, which includes 10 individual sector models and a fully integrated model.
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Research authors
- Mehmet Bayraktar, Head of Multi Asset Class Research
- Stan Radchenko