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Original insights into markets from our client solutions and analytics teams

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Kodjo Apedjinou
Quantitative Research Analyst
Jamil Baz
Head of Client Solutions and Analytics
Josh Davis
Global Head of Risk Management
Mukundan Devarajan
Quantitative Research Analyst
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
Sean Klein
Head of Client Business Strategy – Client Solutions and Analytics
Rama S. Nambimadom
Andrew Nowobilski
Quantitative Research Analyst
Lorenzo Pagani
Portfolio Manager
Niels K. Pedersen
Quantitative Research Analyst, Asset Allocation Research
Tapio Pekkala
German Ramirez
Client Solutions and Analytics
Graham A. Rennison
Quantitative Portfolio Manager
Greg E. Sharenow
Portfolio Manager, Commodities and Real Assets
Masoud Sharif
Quantitative Research Analyst
Christian Stracke
President, Global Head of Credit Research
Aaditya Thakur
Portfolio Manager, Australia and Global
Jerry Tsai
Client Solutions and Analytics
Angie Zheng
Quantitative Research Analyst
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Inflation Through the Lens of History
The Value of Smoothing
Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive
Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach
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.

Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks
The Discreet Charm of Fixed Income
PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts
Financing an Uncertain Retirement Part I: Spending Strategies
Financing an Uncertain Retirement Part II: Portfolio Construction
Learning From a Decade of Managed Volatility
Optimal Asset Allocation, Asset Location and Drawdown in Retirement
Seven Lessons in Liquidity
Optimal Defensive Alternative Risk Premia Strategy Allocation
Method in the Madness: Bubbles, Trading and Incentives
Sovereign Assets, Optimal Growth and Volatility Pumping
The Leverage Factor: Credit Cycles and Asset Returns
Equity Fragility
Value Cashes When Momentum Crashes

Meet the Experts

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

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

Niels K. Pedersen

Quantitative Research Analyst, Asset Allocation Research

Stefano Risa

Quantitative Research Analyst

Jeremy Rosten

Client Solutions and Analytics

Lutz Schloegl

Commodities Analytics

Masoud Sharif

Quantitative Research Analyst

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