Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.
QMA produces proprietary Capital Market Assumptions (CMAs) which underpin our outlook on asset classes and the macroeconomic climate. CMAs form the basis of our strategic allocations, the foundation on which the Global Multi-Asset Solutions team seeks to construct its most appropriate investment solutions for each client.
QMA's systematic multi-asset strategies rely on factor models for asset selection and propriety optimization methods for portfolio construction. We use selective factor exposures, based in economic theory and insights from behavioral finance, to target risk-adjusted performance.
Edward L. Campbell
Joel M. Kallman
Edward F. Keon, Jr.
Marcus M. Perl
* As of September 30, 2020