Absolute Return
Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.
Fully customizable approaches harvest both traditional and non-traditional sources of return while mitigating downside risk.
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 Multi-Asset 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.
Factor-driven strategies utilize a disciplined risk-budgeting approach to portfolio construction.
Systematic, dynamic framework consistently generates a set of high-conviction holdings.
PGIM Quantitative Solutions' US Market Participation Strategy (MPS) seeks to provide upside equity participation while seeking to reduce downside risk.
A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle.
PGIM Quantitative Solutions' US Market Participation Strategy (MPS) seeks to provide upside equity participation while seeking to reduce downside risk.
Co-Head of Multi Asset
Marco Aiolfi
Co-Head of Multi Asset
Edward L. Campbell
Portfolio Manager
Devang Gambhirwala
Head of Multi-Asset Portfolio Design
Lorne Johnson
Portfolio Manager
Joel M. Kallman
Portfolio Manager
Marcus M. Perl
Portfolio Manager
Jeremy Stempien
Rising risk of a global recession and possible policy mistakes by central banks mean the earnings landscape looks poised to change for the worse in 2023.
PGIM Quantitative Solutions offers a wide range of fully customizable approaches on our Multi-Asset platform.
Multi-Asset team explains potential benefits of portable alpha overlays, which can meaningfully enhance returns over strategic allocations.
* As of Dec 31, 2022