Journal Publication
“Active vs Passive: Old Wine in New Wine Skins”
Active portfolio management is one of few professions for which worth is defined by a single phrase: risk-adjusted excess return. “Active” in ...
Research
PanAgora’s experts are committed to providing innovative research through theory and practice. We invite current and prospective clients, as well as consultants, to benefit from the fruits of our theory and practice through our quantitative investing research.
Our distinguished academic advisors contribute thought leadership and valued outside perspective on economic, market and theoretical research to PanAgora’s Investment Committee.
Amir Amel-Zadeh
Saïd Business School
University of Oxford
Amir’s research examines the economic effects of financial and non-financial reporting …
Search Publications
Investment Insight
From Idea to Alpha: Quantifying Fundamental Insights™
Unlike fundamental investors, whose success relies on a series of independent opinions about attractive companies within their universe, the success of quantitative ...
Investment Insight
So, You’re Telling Me There’s a Chance: Increasing the Odds of Achieving ...
In this paper, we first use the Public Plans Database (PPD) to evaluate the average asset allocation scheme of U.S. public ...
Investment Insight
“The Unreasonable Attractiveness of More ESG Data”
Sustainable investing is of tremendous interest in both academia and the investment industry. However, despite the interest and the surge in assets ...
Investment Insight
“Unconventional and Uncorrelated – Differentiation in the U.S. Large Cap Space”
In this paper, the authors illustrate how PanAgora’s U.S. Large Cap Stock Selector strategy may provide considerable diversification and seek ...
Investment Insight
“The Quantitative Approach for Sustainable Investing”
In this paper from the Journal of Portfolio Management, the authors argue that quantitative methods have unique advantages for sustainable investing in ...
Investment Insight
“Leverage – The Ultimate Endowment Gift”
In this paper, Edward Qian, and Bryan Belton, show that adding a levered U.S. Treasury position to Yale’s portfolio would ...
Investment Insight
“NLP for SDGs: Measuring Corporate Alignment with the Sustainable Development Goals“
When considering sustainable initiatives in asset allocation initiatives, investors often struggle with measuring the numerous Environmental, Social, and Governance (ESG) dimensions; however, ...
Investment Insight
“How do you Generate Alpha in the Intangible Economy?”
As of December 2020, the world’s four largest companies, by market capitalization, are Apple, Microsoft, Amazon and Alphabet. They are representative of ...