Investment Insight
“How do you Generate Alpha in the Intangible Economy?”
As of December 2020, the world’s four largest companies, by market capitalization, are Apple, Microsoft, Amazon and Alphabet. They are representative of ...
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
Investment Insight
“When Balancing Strategic and Tactical Allocation, Beware of the Sirens’ Alluring Song”
Strategic asset allocation, we believe, is the single most important determinant of investment success. Brinson, et al., found that more than 90% of ...
Investment Insight
Incorporating ESG into a Low Volatility Solution
As ESG takes the investing world by storm, PanAgora’s Nick Alonso introduces low volatility equity + sustainable investing in his newly published ...
Educational Videos
Morgan Stanley’s Quantitative Finance Legends Series Featuring Eric Sorensen
Eric Sorensen was the featured guest at Morgan Stanley’s Quantitative Finance Legends Series, led by Marty Leibowitz. He shared in-depth knowledge ...
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 ...
Investment Insight
Overlooked No More: Underlying Opportunities in Microcaps
PanAgora believes its quantitative models are uniquely designed for certain idiosyncrasies of microcap investing. We have developed an in-house expertise analyzing the ...
Educational Videos
PanAgora Webinar: Demystifying Quant ESG
Four distinct perspectives come together to discuss ESG applications in a quantitative framework and considerations around strategy design, investment applications, measurement & ...
Investment Insight
Three Pitfalls in Investing in Emerging Markets
A core tenet of PanAgora’s Stock Selector Equity team’s philosophy is our belief in quantifying fundamental insights. Specifically, we seek ...
Journal Publication
Small-Cap Allocations: Timing the Entry
This article examines the behavior of the small-capitalization stock return cycle. The authors compare the period 1980-2020 with a study for the ...