Dan is a Managing Director of Research Policy at MSCI Barra. He joined Barra in 1987, initially focusing on international risk modeling. Dr Stefek has done extensive work in the areas of risk modeling, portfolio construction, performance analysis and strategy development. More recently he has focused on the risk of alternative investments and liquidity. Dr Stefek earned a BS from Union College, an SM from the Sloan School of Management, and a PhD from the Wharton School of Business.
|CQA Fall 2008||Do Risk Factors Eat Your Alpha||Barra|