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Quantitative Research Finder

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Kodjo Apedjinou
Quantitative Research Analyst
Jamil Baz
Head of Client Solutions and Analytics
Peder Beck-Friis
Portfolio Manager, Global Macro
Josh Davis
Global Head of Client Analytics
Mukundan Devarajan
Quantitative Research Analyst, Asset Allocation Research
Ronald Espinosa
Quantitative Research Analyst
Joachim Fels
Global Economic Advisor
Cristian Fuenzalida
Quantitative Research Analyst
Courtney Garcia
Normane Gillmann
Quantitative Research Analyst
Helen Guo
Quantitative Research Analyst, Client Solutions and Analytics
Erol Hakanoglu
Senior Advisor, Client Solutions and Analytics
Lloyd Han
Quantitative Research Analyst
Sean Klein
Client Solutions & Analytics
Andrew Nowobilski
Quantitative Research Analyst, Asset Allocation Research
Niels K. Pedersen
Quantitative Research Analyst, Asset Allocation Research
Tapio Pekkala
Quantitative Research Analyst
German Ramirez
Quantitative Research Analyst
Graham A. Rennison
Quantitative Portfolio Manager
Steve Sapra
Client Solutions & Analytics
Christian Stracke
Global Head of Credit Research
Alan M. Taylor
Professor of Economics and Finance, University of California, Davis
Aaditya Thakur
Portfolio Manager, Australia and Global
Jerry Tsai
Quantitative Research Analyst
Ziqi Zhang
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Commercial Real Estate Fundamentals After the COVID-19 Outbreak: Surprisingly Attractive
Assessing Inflation: Theories, Policies and Portfolios
The Natural Rate Puzzle
Three Dogs That Did Not Bark: Risk Premia and Stock Market Shocks
The Discreet Charm of Fixed Income
PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts
Learning From a Decade of Managed Volatility
Seven Lessons in Liquidity
Optimal Defensive Alternative Risk Premia Strategy Allocation
Sovereign Assets, Optimal Growth and Volatility Pumping
The Leverage Factor: Credit Cycles and Asset Returns
Equity Fragility

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