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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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A smoother ride? Looking at factor-based asset allocation
Sep 3, 2019 Andrea Amato , Chenlu Zhou
Learn MoreOn the surface, holding-based asset allocation appears to produce stability. But is what you see always what you get? We investigate the pros and cons of a factor-based approach.
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