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.
PanAgora’s paper, “Teaching Machines to Understand Chinese Investment Slang,” is published in the Journal of Financial Data Science Winter 2020 issue. © [2020] PMR. ...
ESG investing is an area of active interest for both the investment and academic communities. Despite the intense interest, there currently is ...
ABSTRACT: Throughout the past 45 years, the crux of quantitative portfolio management has evolved through advances in three spheres: (1) domain expertise (market savvy), (2) ...
Kun Yang, Edward Qian and Bryan Belton’s paper, “Protecting the Downside of Trend When It Is Not Your Friend,” was published ...
With the recent decade’s acceptance of smart (alternative) beta, the CAPM constraint is dissipating: the focus is turning to transparent methods ...
The Harvard Law School Forum on Corporate Governance and Financial Regulation posted PanAgora’s...
Many investors that invest in minimum volatility strategies are inadvertently allowing unnecessary volatility in their minimum volatility allocations by ignoring the underlying ...
The low-volatility anomaly refers to the phenomenon in which low-volatility stocks outperform high-volatility stocks. This anomaly clearly contradicts the classical capital asset ...
In this article we focus on asset weighting and show that, holding all else equal, risk balancing yields the most efficient factor-exposure ...
