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 ...
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Saïd Business School
University of Oxford
Amir’s research examines the economic effects of financial and non-financial reporting …
This article examines the behavior of the small-capitalization stock return cycle. The authors compare the period 1980-2020 with a study for the ...
In this Investment Insight, we attempt to de-mystify the performance of low-volatility investing in the first half of 2020. Although the 33-day period ...
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: ...