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Quantitative Research and Analytics Method in the Madness: Bubbles, Trading and Incentives Method in the Madness: Bubbles, Trading and Incentives
Quantitative Research and Analytics Sovereign Assets, Optimal Growth and Volatility Pumping Sovereign Assets, Optimal Growth and Volatility Pumping
Featured Solutions Maximizing U.S. Treasury Allocations to Hedge Equity Risk Maximizing U.S. Treasury Allocations to Hedge Equity Risk Equity-risk mitigation may be improved by combining positive expected return strategies that are negatively correlated with equities.
Quantitative Research and Analytics Optimizing Yield Curve Positioning for Multi-Asset Portfolios Optimizing Yield Curve Positioning for Multi-Asset Portfolios
Cristian Fuenzalida Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Fuenzalida is a vice president and quantitative research analyst in the Newport Beach office, where he contributes to PIMCO’s thought leadership publications with research focused on fixed income valuation, macroeconomics, monetary policy, empirical asset pricing and algorithms. Mr. Fuenzalida spent his early professional career as an advisor to Chile's minister of finance, with a focus on macroeconomic research and policy. He holds a Ph.D. in economics from New York University.
