Are Bond Yields too Low?
The 10-year US Treasury bond yield, probably the most noted barometer of long-term interest rates in the US is near 3% today. It ...
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The 10-year US Treasury bond yield, probably the most noted barometer of long-term interest rates in the US is near 3% today. It ...
To anyone who has researched the risk allocation of “balanced portfolios” and its return implications, the large drawdowns to many institutional portfolios ...
This piece, written by Edward Qian, Ph.D., CFA, Chief Investment Officer and Head of Multi Asset Research, provides analysis of Risk ...
Our interest is measurement of (and insight into) the value of accurate earning forecasting. Over time, what are the typical payoffs for ...
In this paper, we will review the original research insight and rationale for PanAgora Risk Parity Portfolios and then describe how we ...
This article by Eric Sorensen, Ph.D., PanAgora’s President and Chief Executive Officer, considers the future of active equity strategies and ...
Many plan sponsors allocate their pension assets to a portfolio of 60/40 global stocks and bonds. More sophisticated plans use variations of a 60/40 ...
In this article the authors examine our findings about the importance of diversification in a multi-strategy for which all the individual strategies ...
We propose an analytic framework for integrating alpha models with portfolio turnover. In practice, many alpha models are not constructed in such ...