Marco Aiolfi, Ph.D.

Marco Aiolfi, Ph.D., is a Managing Director and Head of Multi-Asset within PGIM’s Quantitative Solutions group. In this role, he spearheads the group’s strategic initiatives and is responsible for portfolio management, research, and product development across the multi-asset platform. Prior to this role, Aiolfi was the Head of Systematic Multi-Asset Strategies, overseeing research, development and portfolio management of systematic total and absolute return investment solutions. Before joining PGIM, Aiolfi was a Lead Portfolio Manager and Researcher for GTAA and volatility strategies for the Quantitative Investment Strategies team at Goldman Sachs Asset Management, and a Principal at Platinum Grove Asset Management.

Previously, Aiolfi was a research scholar at the University of California, San Diego, and a visiting scholar at the International Monetary Fund. Aiolfi’s articles have appeared in several journals including the Journal of Econometrics, Journal of Financial Econometrics, Journal of Development Economics, Journal of Forecasting, Journal of Investment Management and the Journal of Portfolio Management. He earned a BA in economics and a PhD in economics from Bocconi University in Italy.