Incorporating ESG into a Low Volatility Solution by Nick Alonso
As ESG takes the investing world by storm, PanAgora’s Nick Alonso introduces low volatility equity + sustainable investing in his newly published ...
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Saïd Business School
University of Oxford
Amir’s research examines the economic effects of financial and non-financial reporting …
As ESG takes the investing world by storm, PanAgora’s Nick Alonso introduces low volatility equity + sustainable investing in his newly published ...
Eric Sorensen was the featured guest at Morgan Stanley’s Quantitative Finance Legends Series, led by Marty Leibowitz. He shared in-depth knowledge ...
In this paper, we consider the salient challenges associated with ESG investing, and how quantitative approaches to ranking ESG contributing factors may ...
PanAgora believes its quantitative models are uniquely designed for certain idiosyncrasies of microcap investing. We have developed an in-house expertise analyzing the ...
Four distinct perspectives come together to discuss ESG applications in a quantitative framework and considerations around strategy design, investment applications, measurement & ...
A core tenet of PanAgora’s Stock Selector Equity team’s philosophy is our belief in quantifying fundamental insights. Specifically, we seek ...
This article examines the behavior of the small-capitalization stock return cycle. The authors compare the period 1980-2020 with a study for the ...
PanAgora’s Mike Chen spoke about climate change’s capital market impact for the broadcasted event, “Capital Market Implications of Climate Change,” ...
In this Investment Insight, we attempt to de-mystify the performance of low-volatility investing in the first half of 2020. Although the 33-day period ...