Luca Bosatta - Managing Director, Multi-Asset Class Research

Luca is Head of Multi-Asset Class Research and developed Axioma’s next generation fixed-income risk model. Much of his research is dedicated to working with complex data and deriving robust fixed-income curves. This innovative solution opens new avenues into factor-driven FI attribution and portfolio construction. Luca is co-founder of the award-winning UBS Delta portfolio risk management technology and joined Axioma in 2016. He holds a Master of Theoretical Physics from the University of Basel, Switzerland.

Most recent articles by Luca Bosatta

The Truth About Fixed Income Factors

Traditional fixed income models are not well placed to live up to more advanced demands. So what to do?

Posted 06.03.19 Luca Bosatta