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Paulina Serrano

Paulina Serrano

Vice President, MSCI Research

Paulina Serrano is a member of the Analytics Product Management team. She leads the portfolio optimization and factor-based stress testing workflows and analytics. Paulina helps manage MSCI’s products for multi-asset-class portfolio construction and risk management including the BarraOne® solution. She holds a master’s degree in quantitative finance and a bachelor’s degree in finance, from the University of Alcalá. She also holds a bachelor’s degree in actuarial sciences from the Universidad de las Americas Puebla.

Research and Insights

Articles by Paulina Serrano

    Are Your Clients Ready for US Tax Day?

    6 mins read Blog | May 10, 2021 | Raina Oberoi , Yuliya Plyakha Ferenc , Joseph Wickremasinghe , Paulina Serrano

    Given the complexity of U.S. tax regulation, wealth advisers continue to grapple with how to build tax-efficient portfolios while balancing clients’ other objectives. We propose a rules-based way of doing so and analyze its benefits and trade-offs.

    Constructing a Credit Value Strategy using the BarraOne Optimizer

    Report | Jun 26, 2017 | Paulina Serrano

    This document presents a case study describing the specific workflow used to set up the credit value strategy discussed in the paper Navigating Central Bank Intervention in Corporate Bond Markets (Sparks and Sharp 2017). It futher analyzes the impact of the European Central Bank's corporate bond program from the perspective of a hypothetical asset manager pursuing a credit value strategy in euro-denominated corporate debt.