| 2001.“A Fully Geometric Approach to Performance Attribution.” JG Menchero Journal of Performance Measurement 5 (2), 22-30, 2000 | 16 | 2000 |
| Advances in Estimating Covariance Matrices J Menchero, L Ji Journal of Investment Management 19 (3), 60-80, 2021 | 5 | 2021 |
| Advances in Estimating Factor Correlations J Menchero, A Lazanas | | |
| An Optimized Approach to Linking Attribution Effects Over Time. J Menchero Journal of Performance Measurement 24 (1), 2019 | 38 | 2019 |
| Attributing the Risk and Return of Benchmark Misfit. DW Miller, A Rao, J Menchero Journal of Performance Measurement 19 (1), 2014 | | 2014 |
| Benchmark Misfit Risk W Miller, A Rao, J Menchero | | 2013 |
| Beyond Brinson: Establishing the Link Between Sector and Factor Models, April 2010 B Davis, J Menchero MSCI Barra Research Paper, 2010 | 8 | 2010 |
| Capturing Equity Risk Premia J Menchero, A Morozov, JB Guerard Jr MSCI Research Insight, 2010 | 2 | 2010 |
| Capturing Equity Risk Premia (August 2010) J Menchero, A Morozov MSCI Barra Research Paper, 2010 | | 2010 |
| Characteristics of Factor Portfolios, March 2010 J Menchero MSCI Barra Research Paper, 2010 | 1 | 2010 |
| Computer-implemented systems and methods for modeling risk of an investment portfolio J Menchero, DJ Orr US Patent 8,756,140, 2014 | 7 | 2014 |
| Correlation Shrinkage: Implications for Risk Forecasting J Mencheroa, P Lia Journal of Investment Management 18 (3), 92-108, 2020 | 4 | 2020 |
| Custom factor attribution J Menchero, V Poduri Financial Analysts Journal 64 (2), 81-92, 2008 | 19 | 2008 |
| Decomposing cross-sectional volatility J Menchero, A Morozov MSCI Barra Research Paper 30, 2010 | | 2010 |
| Decomposing Cross-Sectional Volatility (September 2010) J Menchero, A Morozov MSCI Barra Research Paper, 2010 | 7 | 2010 |
| Decomposing global equity cross-sectional volatility J Menchero, A Morozov Financial Analysts Journal 67 (5), 58-68, 2011 | 19 | 2011 |
| Decomposing Global Equity Cross-Sectional Volatility (vol 67, pg 58, 2011) J Menchero, A Morozov FINANCIAL ANALYSTS JOURNAL 67 (6), 11-11, 2011 | | 2011 |
| Efficiently Combining multiple sources of alpha J Menchero, JH Lee The Journal of Investment Management 13 (4), 71-86, 2015 | 11 | 2015 |
| Efficiently Combining Multiple Sources of Alpha in Portfolio Construction J Menchero, JH Lee | | 2014 |
| Eigen-adjusted covariance matrices J Menchero, J Wang, DJ Orr MSCI Barra Research Paper, 2011 | 7 | 2011 |
