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Dhruv Sharma
Executive Director, MSCI Research
Dhruv Sharma leads development and application of risk models and scenario analysis for multi-asset portfolios, addressing key investment challenges for wealth management clients at MSCI. Previously, he was lead researcher and modeler for Fabric. Dhruv holds a doctorate in statistical physics and macroeconomics from Ecole Normale Supérieure, Paris, and a master’s degree in theoretical physics and a bachelor’s degree in engineering from Ecole Polytechnique, Paris.
Research and Insights
Articles by Dhruv Sharma
Managing Material Risk
Research Report | Jul 1, 2022 | Rick Bookstaber, Dhruv SharmaRisk management for individuals and other asset owners differs from that of financial institutions. It’s time for a fresh mindset and new tools for these market participants. The authors propose measuring material risk through agent-based models.