Investment Insight
“The Quantitative Approach for Sustainable Investing”
In this paper from the Journal of Portfolio Management, the authors argue that quantitative methods have unique advantages for sustainable investing in ...
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.
Search Publications
Investment Insight
“Leverage – The Ultimate Endowment Gift”
In this paper, Edward Qian, and Bryan Belton, show that adding a levered U.S. Treasury position to Yale’s portfolio would ...
Investment Insight
“NLP for SDGs: Measuring Corporate Alignment with the Sustainable Development Goals“
When considering sustainable initiatives in asset allocation initiatives, investors often struggle with measuring the numerous Environmental, Social, and Governance (ESG) dimensions; however, ...
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 ...
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 ...
Market View
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 portfolios generally suffered one of their worst years, relative ...
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 ...