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Quantitative Beta

Building robust Strategic Beta and Alternative Beta portfolios demands skills beyond those needed for the management of traditional passive strategies. That’s where the expertise of our specialist Quantitative Beta Strategies team really proves its worth.


Quantitative research at the core

 
Expertise: A highly experienced investment team, led by Yazann Romahi, PhD, with a long track record managing factor-based strategies and the depth of resources required to maintain a robust quantitative research agenda.
 
Process: An integrated investment approach combining extensive quantitative research and portfolio management capabilities with an embedded technology platform, while also drawing on the considerable resources of J.P. Morgan Asset Management’s world-class trading team.
 
Results: A range of Strategic Beta and Alternative Beta solutions designed to boost diversification and provide the potential to enhance risk-adjusted returns.
 

Access the power of factor-based investing

Factors are a description of risk that can be used to decompose investment returns, within and across asset classes.
 
Certain factors are backed by a strong economic rationale and are expected to provide persistent positive returns over the long term.
 
These compensated factors include traditional asset class risk premia, such as equity beta or duration, as well as strategic beta factors like value, momentum, carry and quality. Factors can also be accessed via long-short, alternative beta strategies.
 

Factor-based solutions across asset classes

We offer a range of off-the-shelf and customized factor-based solutions to clients across all asset classes, through a range of Strategic Beta (long only) and Alternative Beta (long/short) strategies.
 
years with
J.P. Morgan
years
Experience