Global Equity Risk Modeling

  • Jose Menchero
  • Andrei Morozov
  • Peter Shepard


The pioneeringwork of Markowitz (1952) formally established the intrinsic tradeoff between risk and return. This paradigm provided the foundation upon which the modern theory of finance was built and has proven so resilient that it has survived essentially intact for over 50 years. Almost as remarkable is the vigor with which the theory has been embraced by academics and practitioners alike.


Style Factor Exponentially Weighted Move Average Bias Statistic Observation Window Earning Growth 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.MSCI BarraBerkleyUSA

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