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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.
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Blog posts by Chenlu Zhou
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A smoother ride? Looking at factor-based asset allocation
Sep 3, 2019 Andrea Amato , Chenlu Zhou
Learn MoreOn the surface, holding-based asset allocation appears to produce stability. But is what you see always what you get? We investigate the pros and cons of a factor-based approach.
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Speed bump or regime shift? Deconstructing the recent spike in equity market volatility
Feb 23, 2018 Chenlu Zhou
Learn MoreThe 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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