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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.
Cristian Fuenzalida Quantitative Research Analyst Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Download Print Mr. Fuenzalida is a 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.
