Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.
PGIM Quantitative Solutions 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.
PGIM Quantitative Solutions' 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.
Head of Systematic Multi-Asset Strategies
Head of Affiliate Solutions
Head of Dynamic Asset Allocation
Edward L. Campbell
Head of Institutional Solutions
Joel M. Kallman
Chief Investment Strategist
Edward F. Keon, Jr.
Marcus M. Perl
Head of Multi-Asset Research
* As of Sep 30, 2021