Factor Misalignment and Portfolio Construction
This is your opportunity to gain a competitive edge by:
- Diagnosing Misalignment: Learn to identify and quantify unintended factor exposures that can erode performance.
- Improving Portfolio Outcomes: Discover actionable techniques to correct factor misalignment and build portfolios that more accurately reflect your investment thesis.
- Gaining Control: Acquire the tools and knowledge to manage portfolio risk more effectively and avoid unexpected volatility.
- Elevating Your Expertise: Delve into advanced topics and best practices that will drive more disciplined and successful portfolio construction.
Speakers
Jose Menchero
Head of Portfolio Analytics Research
Bloomberg
Jose Menchero serves as Head of Portfolio Analytics Research at Bloomberg. Jose and his team are responsible for developing the analytics and algorithms used for factor risk models, portfolio risk and return attribution, scenario analysis, tail risk, portfolio construction, and portfolio optimization.
Prior to joining Bloomberg, Jose was the founder and CEO of Menchero Portfolio Analytics Consulting. Before founding his consulting firm, Jose worked for eight years at MSCI, where he was Managing Director responsible for developing the Barra equity risk models, and for portfolio construction research. Jose also served for seven years as Director of Research at Thomson Financial, where he developed several risk and return attribution methodologies, as well as equity factor risk models.
Jose has over 30 finance publications in leading practitioner journals. Before entering finance, Jose was Professor of Physics at the University of Rio de Janeiro in Brazil. Jose holds a PhD in theoretical physics from the University of California at Berkeley, and a BS degree in aerospace engineering from the University of Colorado at Boulder. Jose is a CFA Charterholder.