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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.
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Blog posts by Andrea Amato
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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.
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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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