Investment Insight
Three Pitfalls in Investing in Emerging Markets
A core tenet of PanAgora’s Stock Selector Equity team’s philosophy is our belief in quantifying fundamental insights. Specifically, we seek ...
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
Journal Publication
Small-Cap Allocations: Timing the Entry
This article examines the behavior of the small-capitalization stock return cycle. The authors compare the period 1980-2020 with a study for the ...
Educational Videos
Capital Market Implications of Climate Change
PanAgora’s Mike Chen spoke about climate change’s capital market impact for the broadcasted event, “Capital Market Implications of Climate Change,” ...
Investment Insight
In Defense of Defensive Equity
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 ...
Journal Publication
The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing
With increasing investor interest in low-volatility equity strategies comes a need for greater scrutiny of different methodologies used to achieve low-volatility exposure. ...
Investment Insight
Decomposing Time Series Momentum
In this paper, the author connects the two well-documented momentum effects in financial markets, time-series momentum (TSMOM, aka trend-following) and cross-sectional momentum (...
Investment Insight
A Working History of Leading Research and Innovation
In this paper, the authors use the Stock Selector process to illustrate a working history of PanAgora’s continuous research in small ...
Educational Videos
Quant Investing in Biotech
George Mussalli spoke about Quant Investing in Biotech at the Neudata online event, “Covid-19: Asia’s Recovery and the New Global Normal.”
Educational Videos
University of Oxford Lecture: “Harnessing the Power of Industry Models”
George Mussalli conducted a lecture to the University of Oxford, Saïd Business School. View the video for the segment, “Harnessing the ...