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PERFORMANCE MEASUREMENT AND EVALUATION - Optimized Geometric Attribution
Menchero, Jose - In: Financial analysts' journal : FAJ 61 (2005) 4, pp. 60-69
Persistent link: https://www.econbiz.de/10006234904
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Multiperiod Arithmetic Attribution
Menchero, Jose - In: Financial analysts' journal : FAJ 60 (2004) 4, pp. 76-91
Persistent link: https://www.econbiz.de/10006244212
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Decomposing Global Equity Cross-Sectional Volatility
Menchero, Jose; Morozov, Andrei - In: Financial analysts' journal : FAJ 67 (2011) 5, pp. 58-69
Persistent link: https://www.econbiz.de/10009343000
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Custom Factor Attribution
Menchero, Jose; Poduri, Vijay - In: Financial analysts' journal : FAJ 64 (2008) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10007992604
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Improving Risk Forecasts for Optimized Portfolios
Menchero, Jose; Wang, Jun; Orr, D J - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 40-51
Persistent link: https://www.econbiz.de/10009981901
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PERFORMANCE EVALUATION - THE ALPHA AND BETA OF RISK ATTRIBUTION
Davis, Ben; Menchero, Jose - In: The journal of portfolio management : a publication of … 38 (2012) 2, pp. 99-108
Persistent link: https://www.econbiz.de/10009832475
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The relative strength of industries versus countries in global equity markets
Menchero, Jose; Morozov, Andrei - In: Journal of investment management : JOIM 10 (2012) 3, pp. 75-87
Persistent link: https://www.econbiz.de/10010048635
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The importance of attributing active risk to benchmark-relative sources
Davis, Ben; Menchero, Jose - In: Journal of risk 15 (2012) 2, pp. 59-76
Persistent link: https://www.econbiz.de/10010061574
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RISK MANAGEMENT RISK CONTRIBUTION IS EXPOSURE TIMES VOLATILITY TIMES CORRELATION: Decomposing Risk Using the X-Sigma-Rho Formula
Menchero, Jose; Davis, Ben - In: The journal of portfolio management : a publication of … 37 (2011) 2, pp. 97-107
Persistent link: https://www.econbiz.de/10008843003