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 …
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, ...
As of December 2020, the world’s four largest companies, by market capitalization, are Apple, Microsoft, Amazon and Alphabet. They are representative of ...
Strategic asset allocation, we believe, is the single most important determinant of investment success. Brinson, et al., found that more than 90% of ...
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 ...
PanAgora believes its quantitative models are uniquely designed for certain idiosyncrasies of microcap investing. We have developed an in-house expertise analyzing the ...
