$25.00
Jose Menchero, Ph.D., CFA is an Executive Director in the research department at MSCI Barra, where he focuses on factor modeling and portfolio analytics. Prior to joining MSCI Barra, Jose was Head of Quantitative Research at Thomson Financial, where he worked extensively on performance attribution analysis and factor risk modeling. Jose has several publications in these areas, including two that received the Dietz Award in The Journal of Performance Measurement.
Interviewed by: David Spaulding
Description
Jose Menchero, Ph.D., CFA is an Executive Director in the research department at MSCI Barra, where he focuses on factor modeling and portfolio analytics. Prior to joining MSCI Barra, Jose was Head of Quantitative Research at Thomson Financial, where he worked extensively on performance attribution analysis and factor risk modeling. Jose has several publications in these areas, including two that received the Dietz Award in The Journal of Performance Measurement.
Prior to entering finance, Jose was a Professor of Physics at the University of Rio de Janeiro, Brazil. His area of research was the Quantum Theory of Solids, and he also has several publications in this field.
Jose serves on the Advisory Board of The Journal of Performance Measurement. He holds a B.Sc. degree in Aerospace Engineering from the University of Colorado at Boulder, and a Ph.D. in Theoretical Physics from the University of California at Berkeley.
Related products
-
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart -
A Multi-Period Algorithm that has Stood the Test of Time
$25.00 Add to cart -
A Closer Look at Performance Persistence of Mutual Funds
$25.00 Add to cart -
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 Add to cart