Breadcrumb
Extended Viewer
Andrea Amato
Senior Associate, MSCI 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.
HTML Displayer Portlet
Blog posts by Andrea Amato
Extended-lister
-
BLOG
What scenarios has the US equity market priced in?
Mar 13, 2020 Peter Shepard , Andrea Amato , Chenlu Zhou
Learn MoreWith the outbreak of the COVID-19 pandemic, the U.S. equity market turned sharply downward. We performed a reverse stress test considering various scenarios that potentially explain current valuations.
-
BLOG
A smoother ride? Looking at factor-based asset allocation
Sep 3, 2019 Chenlu Zhou , Andrea Amato
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.
Regulation
Cookie Preferences
Accept all cookies
This website uses cookies to remember users and understand ways to enhance their experience.
For more information, please visit our Cookie Notice.
Strictly Necessary, Functionality and Performance Cookies
We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.
For more information, please visit our Cookie Notice.