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Quantitative Research and Analytics Are 60/40 Portfolio Returns Predictable? Are 60/40 Portfolio Returns Predictable?
In Depth Asset Allocation for Retirement Income: A Framework for Income-Oriented Investors Asset Allocation for Retirement Income: A Framework for Income-Oriented Investors
Quantitative Research and Analytics Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount Valuing a Lost Opportunity: An Alternative Perspective on the Illiquidity Discount
Quantitative Research and Analytics A Theoretical Framework for Equity-Defensive Strategies A Theoretical Framework for Equity-Defensive Strategies We show that the return to a defensive equity portfolio can be decomposed into a hedging component and a component that seeks to generate returns.
Steve Sapra Senior Advisor Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Sapra is a senior advisor to PIMCO. Prior to 2023, he was an executive vice president and quantitative research analyst at PIMCO, focusing on client solutions and analytics with an emphasis on defined contribution solutions. He was also a member of PIMCO’s glide path leadership team, which is responsible for the development and implementation of the firm's target date glide path. Prior to joining PIMCO in 2012, he was a managing director at TOBAM, a quantitative asset manager headquartered in Paris. From 1999–2010, Mr. Sapra served as a portfolio manager at Analytic Investors, based in Los Angeles. Mr. Sapra has written and spoken extensively on issues pertaining to investing and risk management and has published papers in several journals including the Financial Analysts Journal, Journal of Portfolio Management, and Journal of Retirement. He holds a Ph.D. in economics from Claremont Graduate University and a master's degree in economics from the University of Southern California.
