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Peter Shepard

Peter Shepard

Managing Director, MSCI Research

Peter Shepard is Head of Fixed Income, Multi-Asset Class and Private Asset Research at MSCI. His team is responsible for the research underpinning MSCI’s multi-asset class RiskManager and BarraOne platforms, and MSCI Real Estate. Peter holds a doctorate in theoretical physics from the University of California at Berkeley, where he researched string theory and the quantum theory of gravity. He has publications in theoretical physics and finance. Peter also holds a Bachelor’s degree in physics and mathematics from Brown University, and sits on the Board of Directors of Burgiss.

Research and Insights

Articles by Nathan Sosner

    CHE2: Forecasting Chinese Equity Risk

    Research Report | Jun 1, 2005 | Xiaowei Li, Guy Miller, Nathan Sosner

    CHE2 forecasts risk in portfolios of mainland Chinese equities - i.e., in portfolios composed of A- and B-shares. Its predictions utilize daily returns data, so that the model responds quickly to changes in the dynamic Chinese risk environment.