Kai Chen is a senior associate of Wilshire Associates and a member of Wilshire Funds Management’s investment research team. Mr. Chen joined Wilshire in 2014, and is primarily responsible for building quantitative asset allocation models and equity-focused security selection models. He also conducts quantitative research in the areas of strategic and tactical market signal detection, alternative investment portfolio construction, smart beta product development, risk premia investing, and customized investment solutions.
Mr. Chen earned his BS in mathematics from Zhejiang University in China and his two MS degrees in computer science and mathematical finance from the University of Southern California. Mr. Chen completed his Ph.D. in operations research at the University of Southern California and has successfully completed all three levels of the Chartered Financial Analyst designation.
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