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Kodjo Apedjinou
Quantitative Research Analyst
Jamil Baz
Peder Beck-Friis
Portfolio Manager, Global Macro
Josh Davis
Global Head of Risk Management
Mukundan Devarajan
Quantitative Research Analyst, Asset Allocation Research
Matt Dorsten
Portfolio Manager, Quantitative Strategy
Ronald Espinosa
Quantitative Research Analyst
Joachim Fels
Global Economic Advisor
Cristian Fuenzalida
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Quantitative Research Analyst
Helen Guo
Quantitative Research Analyst, Client Solutions and Analytics
Mahmoud Hajo
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Erol Hakanoglu
Senior Advisor, Client Solutions and Analytics
Lloyd Han
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Sean Klein
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Ravi K. Mattu
Global Head of Analytics
James Moore
Rama S. Nambimadom
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Dzmitry Nikalaichyk
Andrew Nowobilski
Quantitative Research Analyst, Asset Allocation Research
Niels K. Pedersen
Quantitative Research Analyst, Asset Allocation Research
Tapio Pekkala
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Juan C. Porras
Financial Engineer, Portfolio Management Analytics
Chitrang K. Purani
Shisheng Qu
Financial Engineer, Corporate Credit
German Ramirez
Quantitative Research Analyst
Riccardo Rebonato
Graham A. Rennison
Quantitative Portfolio Manager
Stefano Risa
Head of Structured Products Analytics
Jeremy Rosten
Client Solutions and Analytics
Steve Sapra
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Lutz Schloegl
Commodities Analytics
Masoud Sharif
Head of Portfolio Analytics
Christian Stracke
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Alan M. Taylor
Professor of Economics and Finance, University of California, Davis
Aaditya Thakur
Portfolio Manager, Australia and Global
Jerry Tsai
Quantitative Research Analyst
Ziqi Zhang
Angie Zheng
Quantitative Research Analyst
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The Value of Smoothing
Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive
Assessing Inflation: Theories, Policies and Portfolios
Emerging Market Investing: A Multi-Asset, Granular and Dynamic Portfolio Approach

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.

The Natural Rate Puzzle
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
Learning From a Decade of Managed Volatility
Seven Lessons in Liquidity
Optimal Defensive Alternative Risk Premia Strategy Allocation
Sovereign Assets, Optimal Growth and Volatility Pumping

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