Insights



PanAgora's experts are committed to providing innovative research through theory and practice. In this section you will find recent research papers that span the field of quantitative investing.

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These papers are available for download

Title Author Publication Date
Risk Parity™: The solution to the unbalanced portfolio

PanAgora

White paper

Spring 2010

Risk Parity and Inflation

Edward Qian

White Paper

March 2010

Risk Parity™ Portfolios: The Next Generation

Edward Qian

White paper

Winter 2009

Active Equity Management for the Future

Eric Sorensen

The Journal of Portfolio Management

Fall 2009

Risk Parity™ Portfolios: The Original

Edward Qian

White paper

Summer 2009

Aspects of Constrained Long-Short Equity Portfolios

Eric Sorensen, Ronald Hua, Edward Qian, Lingjie Ma

The Journal of Portfolio Management

Winter 2007

Risk Parity™ Portfolios: Efficient Portfolios through True Diversification

Edward Qian

White paper

September, 2005

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Title Author Publication Date

Risk Parity and Diversification

Edward Qian

Journal of Investing

Spring 2011

Risk Parity Global Equity Strategy

Edward Qian

White Paper

July 2010

Rewarding Fundamentals

Eric Sorensen, Sanjoy Ghosh

The Journal of Portfolio Management

Summer 2010

Global Value Investing Delivers Diversification: A Multi-Strategy Perspective

Eric Sorensen, Ronald Hua, Edward Qian

The Journal of Portfolio Management

Winter 2009

Quantitative Equity Portfolio Management: Modern Techniques and Applications

Eric Sorensen, Ronald Hua, Edward Qian

2007

Information Horizon, Portfolio Turnover, and Optimal Alpha Models

Eric Sorensen, Ronald Hua, Edward Qian

The Journal of Portfolio Management

Fall 2007

On the Financial Interpretation of Risk Contribution: Risk Budgets do Add Up

Edward Qian

The Journal of Investment Management

2006

Contextual Fundamentals, Models and Active Management

Eric Sorensen, Ronald Hua, Edward Qian

The Journal of Portfolio Management

Fall 2005

Multiple Alpha Sources and Active Management

Eric Sorensen, Ronald Hua, Edward Qian, Robert Schoen

The Journal of Portfolio Management

Winter 2004

Active Risk and Information Ratio

Edward Qian, Ronald Hua

The Journal of Investment Management

2004