Featured Research Share via LinkedIn Share via Facebook Share via Twitter Share via Email Filters: Filters: Reset All Filters XClose Filters Dropdown Topic/Tag Tags Reset Close Category Category Reset Economic and Market Commentary Investment Strategies Viewpoints Close Download ({{cCtrl.itemsToDownload.length}}) Empty Remove {{selOpt}} Filter () filters applied Featured Research Section : Date : Experts : Remove Filter Reset All Featured November 02, 2022November '22 Save Chart Download https://www.pimco.com/en-us/8prj0d9pkjtk Copy Link Share Research Inflation Through the Lens of History Inflation Through the Lens of History Featured May 16, 2022May '22 Save Chart Download https://www.pimco.com/en-us/8p18d0xlg63j Copy Link Share Research The Value of Smoothing The Value of Smoothing Explore Quantitative Research Original insights into markets from our client solutions and analytics teams Explore Now Meet the Experts Filters: Filters: Reset All Filters XClose Filters Dropdown Topic/Tag Tags Reset {02E6AE36-220E-47A7-957E-A6E93111A779} {130F4DBC-0527-42D4-8077-732635EBDC9E} {3F16263B-F077-4AEE-9382-00AB766DE826} {467624EF-659C-4AC4-80EA-7A71A8709833} {63D4C3DB-6DA3-4E31-856C-D700832F6A1F} {7A351E1D-E4D4-43AD-AFC2-FA1827E46A99} {7DA2341F-9AAB-4765-96ED-04BADF7FD9EE} {8555C46C-EE42-438A-B47D-1C4014080033} {8C3B6636-30A0-47B0-8EA5-1579C598C54F} {8C4307A8-0945-4EA5-8AD9-DE3CDB197DD3} {924187EF-C2B5-4CC9-BB89-929428A9DCF1} {990DCF34-2F47-4310-A51B-1EC6075F054D} {C3F7ABD4-B9C2-4DA1-9506-8EFBFA79F417} {DB05226E-B9FE-4EE8-92CE-749D98BF71C2} Close Order By Order By Reset Alphabetical Most Recent Close Download ({{cCtrl.itemsToDownload.length}}) Empty Remove {{selOpt}} Filter () filters applied Research Insights Filter By: Topics Alternative Risk Factors Alternatives Asset Allocation and Portfolio Construction Asset Pricing Commodities and Real Return Credit Emerging Markets Equities Liquidity Quantitative Research Rates Retirement Risk-Mitigation Securitized Products Experts A B D E F G H K L M N P Q R S T V Z Clear Kodjo Apedjinou Quantitative Research Analyst Jamil Baz Head of Client Solutions and Analytics Peder Beck-Friis Portfolio Manager, Global Macro Andrew Bosomworth Josh Davis Global Head of Risk Management Mukundan Devarajan Quantitative Research Analyst, Asset Allocation Research Matt Dorsten Portfolio Manager, Quantitative Strategy Ran Duan Quantitative Research Analyst Ronald Espinosa Quantitative Research Analyst Gene Frieda Global Strategist Cristian Fuenzalida Courtney Garcia Normane Gillmann Quantitative Research Analyst Helen Guo Co-Head of Client Solutions and Analytics, Americas and Asia-Pacific Mahmoud Hajo Co-Head of Client Solutions and Analytics – Americas and Asia-Pacific Erol Hakanoglu Senior Advisor, Client Solutions and Analytics Lloyd Han Client Solutions and Analytics Manny Hunjan Soraya Kazziha Head of Client Solutions and Analytics, EMEA Sean Klein Head of Client Business Strategy – Client Solutions and Analytics Nicolas Le Roux Nicola Mai Portfolio Manager, Sovereign Credit Analyst Rene Martel Head of Retirement Ravi K. Mattu James Moore Rama S. Nambimadom Dzmitry Nikalaichyk Andrew Nowobilski Quantitative Research Analyst Lorenzo Pagani Portfolio Manager Niels K. Pedersen Quantitative Research Analyst, Asset Allocation Research Tapio Pekkala Juan C. Porras Financial Engineer, Portfolio Management Analytics Chitrang K. Purani Shisheng Qu Financial Engineer, Corporate Credit German Ramirez Client Solutions and Analytics Riccardo Rebonato Graham A. Rennison Quantitative Portfolio Manager Stefano Risa Quantitative Research Analyst Emmanuel Roman Chief Executive Officer Jeremy Rosten Client Solutions and Analytics Steve Sapra Senior Advisor Lutz Schloegl Commodities Analytics Greg E. Sharenow Portfolio Manager, Commodities and Real Assets Masoud Sharif Quantitative Research Analyst Christian Stracke Global Head of Credit Research Alan M. Taylor Senior Advisor Aaditya Thakur Portfolio Manager, Australia and Global Ashish Tiwari Head of Client Solutions, Americas Jerry Tsai Client Solutions and Analytics Konstantin Veit Portfolio Manager, European Rates Limin Zhang Quantitative Research Analyst, Structured Products Analytics Ziqi Zhang Angie Zheng Quantitative Research Analyst Order By Alphabetical Most Recent Section : Date : Experts : Remove Filter Reset All November 02, 2022November '22 Save Chart Download https://www.pimco.com/en-us/8prj0d9pkjtk Copy Link Share Research Inflation Through the Lens of History Inflation Through the Lens of History May 16, 2022May '22 Save Chart Download https://www.pimco.com/en-us/8p18d0xlg63j Copy Link Share Research The Value of Smoothing The Value of Smoothing October 26, 2021October '21 Save Chart Download https://www.pimco.com/en-us/89gdyfgjys39 Copy Link Share Research Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive June 28, 2021June '21 Save Chart Download https://www.pimco.com/en-us/88z7p66s3pv5 Copy Link Share Research Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach This Research paper is a joint effort between PIMCO and GIC, Singapore’s sovereign wealth fund. GIC authors Grace Qiu Tiantian Ph.D., Ding Li, and Zhihui Yap collaborated with PIMCO’s Josh Davis, German Ramirez, and Helen Guo to produce this report. March 24, 2021March '21 Save Chart Download https://www.pimco.com/en-us/88lvxkxjpnr3 Copy Link Share Research Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks February 18, 2021February '21 Save Chart Download https://www.pimco.com/en-us/88gtfjffxb1t Copy Link Share Research The Discreet Charm of Fixed Income The Discreet Charm of Fixed Income December 28, 2020December '20 Save Chart Download https://www.pimco.com/en-us/7xhvx2d0b93c Copy Link Share Research PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts July 27, 2020July '20 Save Chart Download https://www.pimco.com/en-us/7wwc5zpb0gr6 Copy Link Share Research Financing an Uncertain Retirement Part I: Spending Strategies Financing an Uncertain Retirement Part I: Spending Strategies July 27, 2020July '20 Save Chart Download https://www.pimco.com/en-us/7wwwjbmsvb69 Copy Link Share Research Financing an Uncertain Retirement Part II: Portfolio Construction Financing an Uncertain Retirement Part II: Portfolio Construction June 17, 2020June '20 Save Chart Download https://www.pimco.com/en-us/7wrqdqq9gsct Copy Link Share Research Learning From a Decade of Managed Volatility Learning From a Decade of Managed Volatility March 04, 2020March '20 Save Chart Download https://www.pimco.com/en-us/7wcvbhpxtgnx Copy Link Share Research Optimal Asset Allocation, Asset Location and Drawdown in Retirement Optimal Asset Allocation, Asset Location and Drawdown in Retirement Assessing the impact of tax deferral and municipal bonds on retirement income generation. February 25, 2020February '20 Save Chart Download https://www.pimco.com/en-us/7w8wwvmchrps Copy Link Share Research Seven Lessons in Liquidity Seven Lessons in Liquidity February 20, 2020February '20 Save Chart Download https://www.pimco.com/en-us/7w8pw02xtw9h Copy Link Share Research A Defensive Allocation in Broad Portfolios: How Much Is Enough? A Defensive Allocation in Broad Portfolios: How Much Is Enough? February 06, 2020February '20 Save Chart Download https://www.pimco.com/en-us/7w86m8sp6f69 Copy Link Share Research Method in the Madness: Bubbles, Trading and Incentives Method in the Madness: Bubbles, Trading and Incentives January 23, 2020January '20 Save Chart Download https://www.pimco.com/en-us/7w51f1pmq918 Copy Link Share Research Sovereign Assets, Optimal Growth and Volatility Pumping Sovereign Assets, Optimal Growth and Volatility Pumping November 04, 2019November '19 Save Chart Download https://www.pimco.com/en-us/7j4ysgpbqry7 Copy Link Share Research Credit Cycles and Asset Returns Credit Cycles and Asset Returns October 29, 2019October '19 Save Chart Download https://www.pimco.com/en-us/7j22w56mblls Copy Link Share Research Equity Fragility Equity Fragility October 07, 2019October '19 Save Chart Download https://www.pimco.com/en-us/7j18wzyr9m1d Copy Link Share Research Value Cashes When Momentum Crashes Value Cashes When Momentum Crashes August 27, 2019August '19 Save Chart Download https://www.pimco.com/en-us/7ht7rwz8sz0m Copy Link Share Research Is Fiscal the New Monetary? Is Fiscal the New Monetary? As monetary policy seems almost exhausted, could fiscal easing kick-start growth and take us out of the low rate, low growth environment that we have been in for 10 years? August 23, 2019August '19 Save Chart Download https://www.pimco.com/en-us/7ht84cvrz1kf Copy Link Share Research Credit Versus Equities: Investing Across the Capital Structure Credit Versus Equities: Investing Across the Capital Structure View All Research Insights Subscribe to get the latest PIMCO Research publications. Subscribe Now Meet the Experts Share via LinkedIn Share via Facebook Share via Twitter Share via Email Conducting sophisticated, data-driven research at the intersection of financial mathematics, macroeconomics and engineering, PIMCO’s quantitative researchers play a central role in the firm’s investment process. The Author Jamil Baz Head of Client Solutions and Analytics Mukundan Devarajan Quantitative Research Analyst, Asset Allocation Research Helen Guo Co-Head of Client Solutions and Analytics, Americas and Asia-Pacific Mahmoud Hajo Co-Head of Client Solutions and Analytics – Americas and Asia-Pacific Soraya Kazziha Head of Client Solutions and Analytics, EMEA Niels K. Pedersen Quantitative Research Analyst, Asset Allocation Research Stefano Risa Quantitative Research Analyst Jeremy Rosten Client Solutions and Analytics Steve Sapra Senior Advisor Lutz Schloegl Commodities Analytics Masoud Sharif Quantitative Research Analyst Limin Zhang Quantitative Research Analyst, Structured Products Analytics Sean Klein Head of Client Business Strategy – Client Solutions and Analytics Jerry Tsai Client Solutions and Analytics Lloyd Han Client Solutions and Analytics German Ramirez Client Solutions and Analytics
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Filter By: Topics Alternative Risk Factors Alternatives Asset Allocation and Portfolio Construction Asset Pricing Commodities and Real Return Credit Emerging Markets Equities Liquidity Quantitative Research Rates Retirement Risk-Mitigation Securitized Products Experts A B D E F G H K L M N P Q R S T V Z Clear Kodjo Apedjinou Quantitative Research Analyst Jamil Baz Head of Client Solutions and Analytics Peder Beck-Friis Portfolio Manager, Global Macro Andrew Bosomworth Josh Davis Global Head of Risk Management Mukundan Devarajan Quantitative Research Analyst, Asset Allocation Research Matt Dorsten Portfolio Manager, Quantitative Strategy Ran Duan Quantitative Research Analyst Ronald Espinosa Quantitative Research Analyst Gene Frieda Global Strategist Cristian Fuenzalida Courtney Garcia Normane Gillmann Quantitative Research Analyst Helen Guo Co-Head of Client Solutions and Analytics, Americas and Asia-Pacific Mahmoud Hajo Co-Head of Client Solutions and Analytics – Americas and Asia-Pacific Erol Hakanoglu Senior Advisor, Client Solutions and Analytics Lloyd Han Client Solutions and Analytics Manny Hunjan Soraya Kazziha Head of Client Solutions and Analytics, EMEA Sean Klein Head of Client Business Strategy – Client Solutions and Analytics Nicolas Le Roux Nicola Mai Portfolio Manager, Sovereign Credit Analyst Rene Martel Head of Retirement Ravi K. Mattu James Moore Rama S. Nambimadom Dzmitry Nikalaichyk Andrew Nowobilski Quantitative Research Analyst Lorenzo Pagani Portfolio Manager Niels K. Pedersen Quantitative Research Analyst, Asset Allocation Research Tapio Pekkala Juan C. Porras Financial Engineer, Portfolio Management Analytics Chitrang K. Purani Shisheng Qu Financial Engineer, Corporate Credit German Ramirez Client Solutions and Analytics Riccardo Rebonato Graham A. Rennison Quantitative Portfolio Manager Stefano Risa Quantitative Research Analyst Emmanuel Roman Chief Executive Officer Jeremy Rosten Client Solutions and Analytics Steve Sapra Senior Advisor Lutz Schloegl Commodities Analytics Greg E. Sharenow Portfolio Manager, Commodities and Real Assets Masoud Sharif Quantitative Research Analyst Christian Stracke Global Head of Credit Research Alan M. Taylor Senior Advisor Aaditya Thakur Portfolio Manager, Australia and Global Ashish Tiwari Head of Client Solutions, Americas Jerry Tsai Client Solutions and Analytics Konstantin Veit Portfolio Manager, European Rates Limin Zhang Quantitative Research Analyst, Structured Products Analytics Ziqi Zhang Angie Zheng Quantitative Research Analyst Order By Alphabetical Most Recent
Research Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive
Research Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach This Research paper is a joint effort between PIMCO and GIC, Singapore’s sovereign wealth fund. GIC authors Grace Qiu Tiantian Ph.D., Ding Li, and Zhihui Yap collaborated with PIMCO’s Josh Davis, German Ramirez, and Helen Guo to produce this report.
Research Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks
Research PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts
Research Financing an Uncertain Retirement Part I: Spending Strategies Financing an Uncertain Retirement Part I: Spending Strategies
Research Financing an Uncertain Retirement Part II: Portfolio Construction Financing an Uncertain Retirement Part II: Portfolio Construction
Research Optimal Asset Allocation, Asset Location and Drawdown in Retirement Optimal Asset Allocation, Asset Location and Drawdown in Retirement Assessing the impact of tax deferral and municipal bonds on retirement income generation.
Research A Defensive Allocation in Broad Portfolios: How Much Is Enough? A Defensive Allocation in Broad Portfolios: How Much Is Enough?
Research Method in the Madness: Bubbles, Trading and Incentives Method in the Madness: Bubbles, Trading and Incentives
Research Sovereign Assets, Optimal Growth and Volatility Pumping Sovereign Assets, Optimal Growth and Volatility Pumping
Research Is Fiscal the New Monetary? Is Fiscal the New Monetary? As monetary policy seems almost exhausted, could fiscal easing kick-start growth and take us out of the low rate, low growth environment that we have been in for 10 years?
Research Credit Versus Equities: Investing Across the Capital Structure Credit Versus Equities: Investing Across the Capital Structure