Journal Publication
Better Risk Management
For many years, quantitative investors trying to balance risk and return have been guided by academic finance. Harry Markowitz taught us to ...
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
Beating the Bond Market with No Skill
This article first explores the rationales behind bond index construction. It then describes a way indexes could be constructed so that over ...
Journal Publication
Investing at the Edge
Markets may be segmented in various ways to improve returns. We will refer to the center as the universe of investments in ...
Journal Publication
International Investing: The Dutch Investor’s Perspective
Institutional investors in the Netherlands have been steadily adding international securities to their portfolios. As a result, two subjects have become increasingly ...
A Tale of Two Shocks: What Happened to Equity Downside Protection Strategies in 2020
In 2020, equity strategies that sought to provide downside protection through exposure to low volatility (low vol) portfolios generally suffered one of their ...