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Jose Menchero · Study
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Author
Jose Menchero
4 works
· latest 2011
· 1 institutions
cluster: provisional
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Citations
113
Works here
4
04
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11
Most cited in this library
Global Equity Risk Modeling
2009 · 33 citations
Multiperiod Arithmetic Attribution
2004 · 32 citations
Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula
2011 · 26 citations
Custom Factor Attribution
2008 · 22 citations
Works
4 shown
Risk Contribution Is Exposure Times Volatility Times Correlation: Decomposing Risk Using the X-Sigma-Rho Formula
The Journal of Portfolio Management
·
2011
·
1 author
26
citations
Global Equity Risk Modeling
Springer eBooks
·
2009
·
3 authors
·
chapter
33
citations
Custom Factor Attribution
Financial Analysts Journal
·
2008
·
2 authors
·
Open access
22
citations
Multiperiod Arithmetic Attribution
Financial Analysts Journal
·
2004
·
1 author
·
Open access
32
citations