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Quantitative Research Finder

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Jamil Baz
Head of Client Solutions and Analytics
Josh Davis
Global Head of Client Analytics
Ronald Espinosa
Quantitative Research Analyst
Cristian Fuenzalida
Quantitative Research Analyst
Courtney Garcia
Portfolio Risk Manager
Normane Gillmann
Quantitative Research Analyst
Helen Guo
Quantitative Research Analyst, Client Solutions and Analytics
Erol Hakanoglu
Lloyd Han
Quantitative Research Analyst
Sean Klein
Client Solutions & Analytics
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
Aaditya Thakur
Portfolio Manager, Australia and Global
Jerry Tsai
Quantitative Research Analyst
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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
Value Cashes When Momentum Crashes
A Theoretical Framework for Equity-Defensive Strategies
Beyond Currency Hedging
Liquidity, Complexity and Scale in Private Markets