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Adam Nagy

Research and Insights

Articles by Adam Nagy

    The Barra Australia Equity Model (AUE4) - Empirical Notes

    Research Report | May 9, 2012 | Igor Mashtaler, Adam Nagy, D.j. Orr

    This Model Insight provides empirical results and analysis for the new Barra Australia Equity Model (AUE4). These notes include extensive information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include a thorough side-by-side comparison of the forecasting accuracy of the AUE4 Model and the AUE3 Model, its predecessor.