D. J. Orr

The Barra US Equity Model ( USE 4 ) Methodology Notes

Jun Wang, Jose Menchero, D. J. Orr, 2011 .

Eigen-Adjusted Covariance Matrices

D. J. Orr, J. Menchero, Jun Wang, 2011 .

Improving Risk Forecasts for Optimized Portfolios

D. J. Orr, J. Menchero, Jun Wang, 2012 .