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Andrea Amato

Andrea Amato

Senior Associate, MSCI Research

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.

Research and Insights

Articles by Andrea Amato

    What scenarios has the US equity market priced in?

     Blog | Mar 13, 2020 | Peter Shepard, Andrea Amato, Chenlu Zhou

    With 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.

    A smoother ride? Looking at factor-based asset allocation

     Blog | Sep 3, 2019 | Andrea Amato, Chenlu Zhou

    On 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.