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Global Multi-Asset Solutions

Absolute ReturnAbsoluteReturn

Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.

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Investment Philosophy
Factor Models
Asset Class Expertise
Allocate by Risk Budget
Customizable Implementation

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.

For illustrative purposes only.

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.

For illustrative purposes only. Diversification does not protect against a loss in a particular market; however, it allows you to spread that risk across various asset classes.

Customizable Implementation

The modular approach allows for transparent and flexible portfolio solutions incorporating both absolute and total return elements. We offer overlay solutions to meet the specific challenges of our clients.

Meet the Team

  • Marco Aiolfi
    Marco Aiolfi

    Director of Systematic Multi-Asset Strategies

  • Lorne Johnson
    Lorne Johnson

    Director of Institutional Solutions

  • Yesim Tokat-Acikel
    Yesim Tokat-Acikel

    Director of Multi-Asset Research

Insights

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Absolute Return Overlay Solutions: The Best Hope?
White Paper

Absolute Return Overlay Solutions: The Best Hope?

By Marco Aiolfi — May 7, 2020

QMA's Global Multi-Asset Solution team explains potential benefits of portable alpha overlays, which can meaningfully enhance returns over strategic allocations

Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?
Publication

Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?

By Yesim Tokat-Acikel — Feb 10, 2020

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.

Currency Management for International Equity
Publication

Currency Management for International Equity

By Marco Aiolfi — Jun 11, 2018

Examines the difficulty of managing currency exposures in international equity portfolios.

Explore More

Commodity Strategy
Global Multi-Asset Solutions

Commodity Strategy

A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle.

Diversified Multi-Asset Growth
Global Multi-Asset Solutions

Diversified Multi-Asset Growth

A systematic, factor-based investment strategy designed to deliver total returns over long-term comparable to global equity markets, with a lower risk profile.

Global Macro
Global Multi-Asset Solutions

Global Macro

A systematic, factor-based investment strategy designed to deliver consistent absolute returns over a market cycle.

  • About Us

    • Overview

    • Our Philosophy

    • Our History

    • The Team

    • Inclusion & Diversity

    • Contact Us

  • Insights

    • Overview

    • Diversification

    • ESG

    • Factor Foundations

    • Market Views

    • Solutions and Customization

    • Value

  • ESG

    • Overview

    • Insights

    • ESG Policy

    • Stewardship and Governance

  • Strategies

    • Overview

    • Quantitative Equity

    • Global Multi-Asset Solutions

    • QMA Wadhwani

    • Careers

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