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.
Four distinct perspectives come together to discuss ESG applications in a quantitative framework and considerations around strategy design, investment applications, measurement & ...
A core tenet of PanAgora’s Stock Selector Equity team’s philosophy is our belief in quantifying fundamental insights. Specifically, we seek ...
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 ...
