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Model Insight - Barra North America Stochastic Factor Model (NAMS1) Research Notes - April 2013

The Barra North America Stochastic Model (NAMS1) applies the stochastic methodology framework to the US and Canada equity markets. These detailed Research Notes discuss an overview of the model specifications, offer insights into the model behavior and applications, and provide the results of extensive backtests from 1995-2012.