Marco Aiolfi
Marco Aiolfi is a Managing Director and Portfolio Manager at QMA. As the Director of Systematic Multi-Asset Strategies, he is responsible for the research, development, and portfolio management of systematic total and absolute return investment solutions. He is also an investment lead for QMA’s global solutions efforts. Prior to joining QMA, Aiolfi worked at Goldman Sachs Asset Management, where he served as Lead Portfolio Manager for GTAA implementation in select portfolios and Co-Head of Volatility Strategies for a multi-strategy fund.
Marco Aiolfi Professional Experience / Academic History
Professional Experience
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Managing Director, Portfolio Manager, and Director of Systematic Multi-Asset Strategies
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Lead Portfolio Manager and Researcher
Academic History
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PhD in Economics
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BA in Economics
- While at Platinum Grove Asset Management, Aiolfi designed, implemented, and co-managed a systematic G10 currency trading strategy.
- He was a Research Scholar at the University of California, San Diego, specializing in macro asset pricing and econometrics.
- He was a Visiting Scholar for the Research Department at the International Monetary Fund.
- He has published papers in several academic journals, including:
- the Journal of Econometrics;
- the Journal of Forecasting;
- the Journal of Financial Econometrics;
- the Journal of Development Economics;
- the Oxford Handbook of Economic Forecasting; and
- the Essays in Nonlinear Time Series Econometrics.