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 ...
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 …
For many years, quantitative investors trying to balance risk and return have been guided by academic finance. Harry Markowitz taught us to ...
This article first explores the rationales behind bond index construction. It then describes a way indexes could be constructed so that over ...
Markets may be segmented in various ways to improve returns. We will refer to the center as the universe of investments in ...
Institutional investors in the Netherlands have been steadily adding international securities to their portfolios. As a result, two subjects have become increasingly ...
In 2020, equity strategies that sought to provide downside protection through exposure to low volatility (low vol) portfolios generally suffered one of their ...