Investment Philosophy and Process
Factor Models

A systematic framework using a mix of fundamental and market-based factors may successfully identify market mis-pricings and capture available risk premia over time.

Asset Class Expertise

A fundamental understanding of the drivers of returns determines the most suitable set of factors for each asset class.

Allocate By Risk Budget

A disciplined risk budgeting approach to portfolio construction allocates to individual diversifying return drivers to maximize risk adjusted returns with low exposure to traditional asset class risk.

Customizable Implementation

The modular approach allows for transparent and flexible portfolio solutions incorporating both absolute and total return elements.

Insights
Library
Library
WORKING PAPERS
Absolute Return Overlay Solutions
The Global Multi-Asset Solutions team discusses the potential benefits of portable alpha overlays, which can meaningfully enhance returns over strategic allocations.
Working Paper
Working Paper
WORKING PAPERS
Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?
We use a new approach to explore a link between the well-known macroeconomic exposures of traditional asset classes and those of value premia in a multi-asset context.
Working Paper
Working Paper
WORKING PAPERS
Currency Management for International Equity
Examines the difficulty of managing currency exposures in international equity portfolios. Well-documented risk premia in the currency market may provide opportunities for active investors.
Strategies
 
Global Macro

A systematic, factor-based investment strategy designed to deliver consistent absolute returns over a market cycle by opportunistically positioning both within and across asset classes to harvest persistent return opportunities generated by risk premia and mispricings.

 
Diversified Multi-Asset Growth

A systematic, factor-based investment strategy designed to deliver total returns over the long-term comparable to global equity markets with a lower risk profile by opportunistically positioning both within and across asset classes to harvest persistent return opportunities generated by risk premia and mispricings, complemented by an evolving strategic allocation.

Portfolio Managers
Marco Aiolfi, QMA
Marco Aiolfi
Director of Systematic Multi-Asset Strategies
14 Years Experience
Lorne Johnson, QMA
Lorne Johnson
Portfolio Manager
19 Years Experience
Yesim Tokat-Acikel, QMA
Yesim Tokat-Acikel
Director of Multi-Asset Research
17 Years Experience
Contact Us
Connect with us for additional information regarding our investment capabilities.
Our Team
QMA’s team-based investment approach fosters a culture of intellectual curiosity and stability.
Our Philosophy
Learn more about our firm’s foundations.