The Use and Misuse of Tracking Error
Equity portfolio tracking error to a benchmark is a most ubiquitous restriction for active portfolios as prescribed by fiduciaries. The restriction is ...
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Equity portfolio tracking error to a benchmark is a most ubiquitous restriction for active portfolios as prescribed by fiduciaries. The restriction is ...
Our research shows that active managers have a strong case for investing in U.S. Small Cap equities. This paper demonstrates that ...
PanAgora’s Equity Strategy Research team highlights the risks of allocating to a single investment style, or some combination thereof, over a ...
For decades, the delivery of wealth maximization has been paramount to investors. More recently, ESG’s adherence to social preferences has caught ...
Active portfolio management is one of few professions for which worth is defined by a single phrase: risk-adjusted excess return. “Active” in ...
Unlike fundamental investors, whose success relies on a series of independent opinions about attractive companies within their universe, the success of quantitative ...
In this paper, we first use the Public Plans Database (PPD) to evaluate the average asset allocation scheme of U.S. public ...
Sustainable investing is of tremendous interest in both academia and the investment industry. However, despite the interest and the surge in assets ...
In this paper, the authors illustrate how PanAgora’s U.S. Large Cap Stock Selector strategy may provide considerable diversification and seek ...