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Inflation Through the Lens of History

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The Value of Smoothing

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Original insights into markets from our client solutions and analytics teams

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Experts

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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

Steve Sapra

Senior Advisor

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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Research

Inflation Through the Lens of History

Research

The Value of Smoothing

Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive

Research

Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive

Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach

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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

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Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks

Research

The Discreet Charm of Fixed Income

PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts

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PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts

Financing an Uncertain Retirement Part I: Spending Strategies

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Financing an Uncertain Retirement Part I: Spending Strategies

Financing an Uncertain Retirement Part II: Portfolio Construction

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Financing an Uncertain Retirement Part II: Portfolio Construction

Learning From a Decade of Managed Volatility

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Learning From a Decade of Managed Volatility

Optimal Asset Allocation, Asset Location and Drawdown in Retirement

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Optimal Asset Allocation, Asset Location and Drawdown in Retirement

Assessing the impact of tax deferral and municipal bonds on retirement income generation.

Research

Seven Lessons in Liquidity

Optimal Defensive Alternative Risk Premia Strategy Allocation

Research

A Defensive Allocation in Broad Portfolios: How Much Is Enough?

Method in the Madness: Bubbles, Trading and Incentives

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Method in the Madness: Bubbles, Trading and Incentives

Sovereign Assets, Optimal Growth and Volatility Pumping

Research

Sovereign Assets, Optimal Growth and Volatility Pumping

The Leverage Factor: Credit Cycles and Asset Returns

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Credit Cycles and Asset Returns

Research

Equity Fragility

Research

Value Cashes When Momentum Crashes

Research

Optimizing Yield Curve Positioning for Multi-Asset Portfolios

Research

Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount

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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.