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.
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 |
Please click on the desired whitepaper and fill out the request form.
| 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 |
