Chenlu Zhou

Chenlu Zhou
Vice President, Multi-Asset Class Factor Research Team

About the Contributor

Chenlu Zhou is a Vice President of Multi-Asset Class Factor Research Team. Her team is responsible for the curves and risk factors in MSCI’s multi-asset class RiskManager and BarraOne platforms. Previously, she led the development of a new generation of MSCI Fixed Income factor models. Chenlu has a Master’s in Financial Engineering from the University of California at Los Angeles, and a B.S. in mathematics from Peking University.

Blog posts by Chenlu Zhou

  1. Feb. 23, 2018

    Speed bump or regime shift? Deconstructing the recent spike in equity market volatility »

    Chenlu Zhou

    The week of Feb. 5 witnessed a return of market volatility not seen since the days of the euro crisis in 2011. After hovering near 10% for most of the past year, the level of the VIX briefly topped 50%. What caused the spike?

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