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 …
Risk Parity Portfolios are a family of efficient beta portfolios that allocate market risk equally across asset classes, including stocks, bonds, and ...
Quantitative and fundamental money managers alike seek to find and construct portfolios of undervalued securities in the hope of delivering positive alpha ...
Modern portfolio management represents the search to achieve the highest expected return, given a rigorous risk specification. The tools of the modern ...
One of the underlying assumptions of the Fundamental Law of Active Management is that the active risk of an active investment strategy ...
The idea of portable alpha is based on the notion that asset allocation and the search for alpha are separable. Portable alpha ...
Your strategic asset allocation says that 10% of your assets should be in small-capitalization U.S. stocks. What type of manager should you ...
A large amount of literature has accumulated over the years on various forms of “small-cap effects” that summarize a number of apparent ...
In this article, the authors examine how the volatilities and correlations in the global fixed-income markets have changed over the past decade. ...
The ongoing globalization of world economies and introduction of the euro have prompted a reevaluation of country and sector effects on security ...
