Our thanks to Patrick Braun, Aaron Brown, David Buckle, Scott Cogswell, Christopher Culp, Dan Dibartolomeow, Stuart Doole, Janice Eberly, Ed Fishwick, Kay Giesecke, Rupert Goodwin, Michael Hayes, Ely Klepfish, Jason MacQueen, Charles Cederfeldt-Malinas, David Miles, Guy Miller, Brian O'Kelly, Andrew Patton, Riccardo Rebonato, Ronnie Sadka, Bernd Scherer, Alan Scowcroft, James Sefton, Peter Shepard, David Tang, Michela Verardo, and Tim Wilding for helpful comments on the manuscript, and to Jonathan Brogaard, Pooja Kesavan, Anu Kulkarni, Sharad Prakash, Zhigang Qiu, Terence Teo, Yi Yu, and Alminas Zaldokas for excellent research assistance and for their infectious enthusiasm for financial research. Lisa Goldberg is grateful to her colleagues at MSCI Barra for their insights and invaluable contributions to this book.
We thank Richard Baggaley of Princeton University Press, our editor, for constant support and feedback on this project. We also thank Sam Clark, at T&T Productions Ltd, for converting our disparate TEX code into a finished product. We also thank Laden Gehring and Stephanie Winters, of MSCI Barra, for assistance with graphics.
We would like to thank MSCI Barra for its generous support of this project through a donation to the Financial Markets Group at London School of Economics. We also thank Northfield Information Services and UBS Inc., who sponsored and helped organize a Portfolio Risk Forecasting Workshop at the Financial Markets Group (in spring 2006) on the topic of this book. Gregory Connor wishes to acknowledge support from the Science Foundation of Ireland under grant 08/SRC/FM1389. Robert Korajczyk wishes to acknowledge the research support of the Zell Center for Risk Research and the Jerome Kenney Fund.