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Andrea Amato

Andrea Amato
Associate, Fixed Income and Multi-Asset Class Research

About the Contributor

Andrea Amato is a member of the Fixed Income and Multi-Asset Class Research team. His team is responsible for the development of curves and risk factors for MSCI’s Multi-Asset Class risk models. Andrea holds a Master of Financial Engineering from the University of California at Berkeley, and a B.S. and M.Sc. in Finance from Bocconi University.

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Blog posts by Andrea Amato

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  1. BLOG

    A smoother ride? Looking at factor-based asset allocation 

    Sep 3, 2019 Andrea Amato , Chenlu Zhou

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    Strategic asset allocation has been an important driver of multi-asset-class portfolios’ returns.Traditionally, many investors have followed a holdings-based approach — where decisions are based on asset-class weights in the portfolio. On the surface, this appears to produce a stable allocation, but is what you see always what you get? In our example below, a factor-based approach resulted in less fluctuation in risk contributions and total portfolio risk than a holdings-based approach.

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