Jun Wang

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

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1.

Eigen-Adjusted Covariance Matrices

MSCI Barra Research Paper No. 2011-14

Number of pages: 21 Posted: 23 Aug 2011

Jose Menchero, Jun Wang and D.J. Orr

MSCI Barra, MSCI Inc. and MSCI Inc.

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2.

Improving Risk Forecasts for Optimized Portfolios

Financial Analysts Journal, Vol. 68, No. 3, 2012

Posted: 26 May 2012

Jose Menchero, Jun Wang and Doyle Jay Orr

MSCI Barra, MSCI Inc. and affiliation not provided to SSRN

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