Commodity Strategy
A systematic, factor-based investment strategy that harnesses economic fundamentals and seeks to deliver consistent returns over a market cycle.
Fully customizable approaches harvest both traditional and non-traditional sources of return while seeking to mitigate downside risk.
PGIM Quant Solutions’ Multi-Asset team develops innovative solutions to meet our clients needs, and draw on our customization ability to produce optimal outcomes for our clients.
Tools to Build Robust Portfolios
Tactical Views for Generating Excess Returns in Multi-Asset Portfolios
Return and Holdings-Based Risk Analytics to Monitor Evolving Portfolio Risks in Real Time
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.
Systematic, dynamic framework consistently generates a set of high-conviction holdings.
Head of Multi Asset
Marco Aiolfi
Managing Director
Edward L. Campbell
Portfolio Manager
Rory Cummings
Portfolio Manager
Devang Gambhirwala
Portfolio Manager
John Hall
Head of Multi-Asset Portfolio Design
Lorne Johnson
Portfolio Manager
Joel M. Kallman
Portfolio Manager
Marcus M. Perl
Portfolio Manager
Manoj Rengarajan
Portfolio Manager
Jeremy Stempien
Portfolio Manager
Peter Vaiciunas
Amid resilient global economic activity how have long-term capital market forecasts changed?
The most likely economic scenario is modest US growth heading into 2024, with a lower risk of recession in the near term.
The relationship between value factor returns & interest rates is explained by time-varying duration of a portfolio long cheap stocks/short expensive stocks.
* As of Sep 30, 2023