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.
Saïd Business School
University of Oxford
Amir’s research examines the economic effects of financial and non-financial reporting …
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 ...
Active portfolio management is one of few professions for which worth is defined by a single phrase: risk-adjusted excess return. “Active” in ...
In this paper, George Mussalli, Wayne Qian, and Edward Eagan illustrate how PanAgora’s U.S. Large Cap Stock Selector strategy may ...
In this paper, Mike Chen examines how firms are affected by reducing their carbon footprint and what the performance penalties for divesting ...
In this paper from the Journal of Portfolio Management, Eric Sorensen, Mike Chen, and George Mussalli argue that quantitative methods have unique ...
In this paper, Edward Qian, and Bryan Belton, show that adding a levered U.S. Treasury position to Yale’s portfolio would ...
When considering sustainable initiatives in asset allocation initiatives, investors often struggle with measuring the numerous Environmental, Social, and Governance (ESG) dimensions; however, ...
