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Laszlo Borda

Research and Insights

Articles by Laszlo Borda

    Model Insight - The Barra Emerging Markets Model Empirical Notes - February 2014

    Research Report | Feb 25, 2014 | Andrei Morozov , Paul Ward , Imre Balint , Mehmet Bayraktar , Laszlo Borda

    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).

    Model Insight - The Barra Europe Equity Model (EUE4) - April 2013

    Research Report | Apr 29, 2013 | Andrei Morozov , Laszlo Borda , Jun Wang

    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.