Adam Papallo | Research Officer, Multi-Asset Investments
BMO Global Asset Management

Adam Papallo, Research Officer, Multi-Asset Investments, BMO Global Asset Management

Adam joined BMO Asset Management Inc. in May 2011 as a quantitative analyst. Previously, he held positions in the field of quantitative financial research as an assistant vice president, and as a research associate, at two leading investment firms. He has also held research positions in the field of bioinformatics at the Whitehead and Broad Institutes for biomedical research in Cambridge, MA. Adam holds Bachelors and Masters of the Arts in physics from Wesleyan University and is a CFA charterholder.


Day 1 @ 15:40

The residual absorption score – a novel approach to risk regimes

  • Market fragility – why has measuring the degree in which shocks flow through equity markets become a topic of high interest post-Financial Crisis?
  • Risk factor correlations – previous findings on increases in correlation patterns as a predictor of returns
  • Co-movements of residuals – a superior predictor of equity market excess returns than the factor-based score?

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