Building a Better Portfolio
This paper examines how liquidity measurement and cash flow management is integrated into a multi-asset, multi-period portfolio construction process.
Junying Shen is a Vice President in the Institutional Advisory & Solutions (IAS) group, focusing on quantitative research related to traditional and alternative assets and the development of asset allocation model. Ms. Shen joined IAS in June 2017 from Market Risk Capital & Analysis team at Goldman Sachs & Co. as a senior analyst where she analyzed market risk factors for various product types including syndicated loans, public equity, private equity, and real estate assets. Ms. Shen earned her BS degrees in Finance and Mathematics from University of Illinois at Urbana-Champaign and an MS in Mathematics in Finance from New York University.