How to test a risk model with Barra

These questions came up from this post regarding risk model with Barra

I’m reading the Barra risk model handbook (2004) available online and trying to understand the methodology. I’ve read a few materials on portfolio theory…

 If so, how can we test the predictions of a risk model?

https://quant.stackexchange.com/questions/71251/how-to-test-a-risk-model

Not solid answers

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