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 …
With increasing investor interest in low-volatility equity strategies comes a need for greater scrutiny of different methodologies used to achieve low-volatility exposure. ...
In this paper, the author connects the two well-documented momentum effects in financial markets, time-series momentum (TSMOM, aka trend-following) and cross-sectional momentum (...
In this paper, the authors use the Stock Selector process to illustrate a working history of PanAgora’s continuous research in small ...
George Mussalli spoke about Quant Investing in Biotech at the Neudata online event, “Covid-19: Asia’s Recovery and the New Global Normal.”
George Mussalli conducted a lecture to the University of Oxford, Saïd Business School. View the video for the segment, “Harnessing the ...
George Mussalli conducted a lecture to the University of Oxford, Saïd Business School. View the video for the segment, “Sustainable Investing ...
George Mussalli conducted a lecture to the University of Oxford, Saïd Business School. Visit the link for the segment, “Case Study: ...
With the exception of the two world wars and the last major global pandemic, the Flu of 1918, there are few exogenous shocks ...
In this paper, we seek to provide an update on low volatility strategies and examine the underlying characteristics for what may seem ...
