Improving Risk Forecasts Through Cross-Sectional Observations
Jose Menchero and Andrei Morozov
The Journal of Portfolio Management Spring 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084
Jose Menchero
is CEO of Menchero Portfolio Analytics Consulting in San Francisco, CA.
Andrei Morozov
is executive director at MSCI Barra in Berkeley, CA.
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Improving Risk Forecasts Through Cross-Sectional Observations
Jose Menchero, Andrei Morozov
The Journal of Portfolio Management Apr 2015, 41 (3) 84-96; DOI: 10.3905/jpm.2015.41.3.084