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United Kingdom Equity Model (UKE7) Research Notes
Dec 2, 2004
Section 1 focuses on the model’s estimation universe. Industry and risk index factors are examined in Section 2. Section 3 discusses the estimation of the factor model and refinements made. UKE7's risk forecasts, common-factor and specific, are discussed in Section 4. Section 5 looks at the performance of the model. UKE7's risk forecasts are compared with UKE6's in Section 6.
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