Jennifer Bender

State Street Global Advisors

Managing Director

1 Lincoln Street

28th Floor

Boston, MA 02111

United States

State Street Global Advisors

Managing Director

1 Lincoln Street

28th Floor

Boston, MA 02111

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 5,304

SSRN RANKINGS

Top 5,304

in Total Papers Downloads

6,642

CITATIONS
Rank 30,856

SSRN RANKINGS

Top 30,856

in Total Papers Citations

7

Scholarly Papers (27)

Portfolio of Risk Premia: A New Approach to Diversification

Number of pages: 11 Posted: 01 Jan 2015
Jennifer Bender, Remy Briand, Frank Nielsen and Dan Stefek
State Street Global Advisors, MSCI Barra, MSCI Inc. and MSCI Inc.
Downloads 395 (60,402)
Citation 4

Abstract:

2.

Best Practices for Investment Risk Management, June 2009

MSCI Barra Research Paper No. 2009-21
Number of pages: 12 Posted: 25 Jun 2009
Frank Nielsen and Jennifer Bender
MSCI Inc. and State Street Global Advisors
Downloads 711 (24,604)

Abstract:

best practices, investment risk management, Risk Measurement, Risk Monitoring, Risk-Adjusted Investment, Management tools, quantify

3.

The Fundamentals of Fundamental Factor Models (June 2010)

MSCI Barra Research Paper No. 2010-24
Number of pages: 15 Posted: 13 Nov 2010
Frank Nielsen and Jennifer Bender
MSCI Inc. and State Street Global Advisors
Downloads 612 (16,705)

Abstract:

Fundamental Factor Models fundamental-based origins factor models Barra Barr Rosenberg Vinay Marathemacroeconomic events individual securities effects theory microeconomic characteristics

4.

Refining Portfolio Construction When Alphas and Risk Factors are Misaligned

MSCI Barra Research Paper No. 2009-09
Number of pages: 8 Posted: 26 Mar 2009
Jennifer Bender, Jyh-Huei Lee, Dan Stefek and MSCI Inc.
State Street Global Advisors, MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 460 (40,806)
Citation 1

Abstract:

portfolio construction, alpha risk, factors, construction, misaligned model, residual

5.

Refining Portfolio Construction by Penalizing Residual Alpha - Empirical Examples

MSCI Barra Research Paper No. 2009-19
Number of pages: 8 Posted: 26 Jun 2009
Jennifer Bender, Jyh-Huei Lee and Dan Stefek
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 294 (72,221)

Abstract:

misalignment, alpha risk factors, refining portfolio construction, penalizing, residual alpha empirical managers

6.

Investing in Inflation Protection

MSCI Barra Research Paper No. 2010-36
Number of pages: 27 Posted: 14 Nov 2010
Anand S. Iyer and Jennifer Bender
MSCI Inc. and State Street Global Advisors
Downloads 190 (124,497)

Abstract:

Inflationary, Deflationary Concerns, Investing in Inflation Protection, Portfolio Construction and Optimization, Global Economies, Recovery, Inflation Protected Bonds, Plan Sponsor, Asset Allocation, IPB Inflation, Hedge Portfolio, Diversification Investors

7.

Foundations of Factor Investing

Number of pages: 33 Posted: 01 Jan 2015
State Street Global Advisors, MSCI Barra, MSCI Inc. and MSCI Inc.
Downloads 174 (22,576)

Abstract:

8.

The Latest Wave in Advanced Beta: Combining Value, Low Volatility, and Quality

Number of pages: 19 Posted: 01 Jan 2015
Jennifer Bender, Eric Brandhorst and Taie Wang
State Street Global Advisors, State Street Corporate - State Street Global Advisors and State Street Global Advisors
Downloads 168 (62,280)

Abstract:

9.

Manipulating Correlations Through Latent Drivers

MSCI Barra Research Paper No. 2010-20
Number of pages: 13 Posted: 12 Nov 2010
Jennifer Bender, Jyh-Huei Lee and Dan Stefek
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 166 (116,146)

Abstract:

Manipulate Correlation Matrices, Stress Testing Portfolio, Construction Latent Drivers, Flexible Framework, Positive Semi-Definiteness Matrix, Unobservable Factors Drivers

10.

Forecast Risk Bias in Optimized Portfolios, October 2009

MSCI Barra Research Paper No. 2009-36
Number of pages: 12 Posted: 21 Nov 2009
Jennifer Bender, Jyh-Huei Lee, Dan Stefek and Jian (Jay) Yao
State Street Global Advisors, MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 133 (151,849)

Abstract:

forecast risk bias optimized portfolios covariance matrix underestimates true risk factor structure returns

11.

Decomposing the Impact of Portfolio Constraints, August 2009

MSCI Barra Research Paper No. 2009-30
Number of pages: 9 Posted: 20 Nov 2009
Jennifer Bender, Jyh-Huei Lee and Dan Stefek
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 128 (144,045)
Citation 1

Abstract:

decomposing impact portfolio constraints return risk constrained alphas positions orthogonal measure

12.

Constraining Shortfall, April 2010

MSCI Barra Research Paper No. 2010-15
Number of pages: 14 Posted: 12 May 2010
Jennifer Bender, Jyh-Huei Lee and Dan Stefek
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 113 (182,772)

Abstract:

constraining shortfall, mean-variance, optimization, portfolios extreme losses, less exposure risk, portfolio construction shortfall, beta optimal protection

13.

Can Alpha Be Captured by Risk Premia?

Number of pages: 27 Posted: 01 Jan 2015
Jennifer Bender, Paul Brett Hammond and William Mok
State Street Global Advisors, Capital Group and MSCI Inc.
Downloads 112 (89,731)
Citation 1

Abstract:

14.

Earnings Quality Revisited

Number of pages: 18 Posted: 01 Jan 2015
Jennifer Bender and Frank Nielsen
State Street Global Advisors and MSCI Inc.
Downloads 98 (120,007)

Abstract:

15.

An Update on Emerging Markets

MSCI Barra Research Paper No. 2009-33
Number of pages: 17 Posted: 21 Nov 2009
Jennifer Bender, Frank Nielsen and Madhu Subramanian
State Street Global Advisors, MSCI Inc. and MSCI Inc.
Downloads 75 (261,197)

Abstract:

emerging markets, crisis, stocks, relative, developed markets, behaved differences, performance, sectors, styles

16.

Deploying Multi-Factor Index Allocations in Institutional Portfolios

MSCI Research Insights, December 2013
Number of pages: 24 Posted: 01 Jan 2015
State Street Global Advisors, MSCI Barra, MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 55 (139,845)

Abstract:

17.

To Beta or Not to Beta: A Comparison of Historical Versus Fundamental Betas for Hedging Market Risk

MSCI Barra Research Insights, July 2007
Number of pages: 15 Posted: 31 Dec 2014
Jennifer Bender
State Street Global Advisors
Downloads 54 (92,293)

Abstract:

18.

Why Currency Returns and Currency Hedging Matter: An Update on the MSCI Hedged Indices

MSCI Research Insights, May 2012
Number of pages: 9 Posted: 31 Dec 2014
Jennifer Bender, Roman Kouzmenko and Zoltan Nagy
State Street Global Advisors, MSCI Inc. and Independent
Downloads 32 (301,054)

Abstract:

19.

Demystifying Equal Weighting

MSCI Research Insights, June 2012
Number of pages: 12 Posted: 31 Dec 2014
Jennifer Bender
State Street Global Advisors
Downloads 19 (346,326)

Abstract:

20.

Emerging Markets: Balancing Growth Opportunities with Risk

Number of pages: 8 Posted: 31 Dec 2014
Jennifer Bender
State Street Global Advisors
Downloads 11 (454,699)

Abstract:

21.

International Investing: Managing Multiple Layers of Alpha

MSCI Barra Research Insights, July 2007
Number of pages: 18 Posted: 31 Dec 2014
Anton Puchkov and Jennifer Bender
Independent and State Street Global Advisors
Downloads 9 (444,167)

Abstract:

22.

Analysts' Roundtable on Integrating ESG into Investment Decisionā€Making

Journal of Applied Corporate Finance, Vol. 29, Issue 2, pp. 44-55, 2017
Number of pages: 14 Posted: 24 Jul 2017
Jarislowsky Fraser, State Street Global Advisors, CFA Institute, Wells Fargo Bank - Wells Capital Management and UBS Asset Management
Downloads 0 (565,802)
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Abstract:

23.

Extending Rules-Based Factor Portfolios to a Long-Short Framework

Number of pages: 18 Posted: 03 Apr 2016 Last Revised: 05 May 2016
Jennifer Bender and Taie Wang
State Street Global Advisors and State Street Global Advisors
Downloads 0 (215,673)

Abstract:

24.

Achieving Commodities Exposure via Equities

MSCI Research Insights, August 2012
Number of pages: 20 Posted: 03 Apr 2016
Jennifer Bender, David Merigo and Faiz Syed
State Street Global Advisors, MSCI Inc. and Independent
Downloads 0 (404,949)

Abstract:

25.

Tilted and Anti-Tilted Portfolios: A Coherent Framework for Advanced Beta Portfolio Construction

Number of pages: 28 Posted: 03 Apr 2016 Last Revised: 05 May 2016
Jennifer Bender and Taie Wang
State Street Global Advisors and State Street Global Advisors
Downloads 0 (214,224)

Abstract:

26.

Small Caps -- No Small Oversight

MSCI Research Insights, March 2012
Posted: 31 Dec 2014
State Street Global Advisors, MSCI Barra, MSCI Inc. and Independent

Abstract:

27.

Measuring the Efficiency of Portfolio Construction

MSCI Barra Research Insights
Posted: 31 Dec 2014
Jennifer Bender and Jyh-Huei Lee
State Street Global Advisors and MSCI Inc.

Abstract: