Experts
Josh Davis
Global Head of Risk Management
Mr. Davis is a managing director and global head of risk management in the Newport Beach office. Previously, he was global head of client analytics, with a focus on tailoring custom client-driven portfolio solutions, conducting thematic investment research, and developing next generation analytical tools. Before this, he managed asset allocation, risk mitigation, and quantitative risk premia portfolios. Prior to joining PIMCO in 2008, he developed option trading strategies for a boutique hedge fund in Chicago. He has 21 years of investment experience and holds a Ph.D. in economics with an emphasis on macroeconomics and finance from Northwestern University, where he also earned his master's degree. He holds undergraduate degrees in pure mathematics and management science from the University of California, San Diego.
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Research
The Value of Smoothing
2022/05/16
Jamil Baz,
Josh Davis,
Lloyd Han,
Christian Stracke
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Despite historically low yields, we believe fixed income remains essential in portfolios, perhaps now more than ever. In fact, as our case study explains, active bond management continues to offer potential for alpha generation and risk mitigation.
Josh Davis
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Research
The Discreet Charm of Fixed Income
2021/02/18
Jamil Baz,
Josh Davis,
Helen Guo,
Jerry Tsai
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Economic and Market Commentary
Learning From a Decade of Managed Volatility
2020/06/17
Josh Davis,
Lloyd Han,
Graham A. Rennison
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Economic and Market Commentary
Seven Lessons in Liquidity
2020/02/25
Jamil Baz,
Josh Davis,
Lloyd Han,
Sean Klein
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Economic and Market Commentary
Jamil Baz,
Josh Davis,
Erol Hakanoglu
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Research
We show that the return to a defensive equity portfolio can be decomposed into a hedging component and a component that seeks to generate returns.
Jamil Baz,
Josh Davis,
Jerry Tsai,
Normane Gillmann
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