Extended Viewer

Stanislav Radchenko

Stanislav Radchenko
Head of Factor Research Group

About the Contributor

Stanislav Radchenko heads MSCI’s Factor Research Group, which conducts factor modelling and portfolio construction research. An Executive Director, he joined MSCI in 2013 as Senior Researcher in the Analytics Equity Research department. Previously, Stan worked in Quantitative Investment Strategies at Goldman Sachs Asset Management and as an Associate Professor of Economics at the University of North Carolina at Charlotte. He has a Ph.D. in Economics from Rutgers University.

HTML Displayer Portlet

Contributions by Stanislav Radchenko

Extended-lister

Nothing was found.
  1. BLOG

    SHOULD INVESTORS CARE ABOUT ACTIVE SHARE? 

    Jul 14, 2015 Stanislav Radchenko

    Factor Research Group

    Learn More

    "Active Share” — a popular measure of how a portfolio’s composition differs from its benchmark — has been widely credited as a predictor of manager skill. Initial academic research has shown that active managers with high Active Share and low Tracking error enjoyed persistent outperformance.