September 25, 2018
“ETFs now clearly cause mispricings in equities. The effect was not as noticeable earlier in the evolution of ETFs due to the popularity of market cap-weighted ETFs. But with the advent of smart beta and thematic ETFs, their influence can be seen much more clearly on the prices of underlying stocks”.
September 20, 2018
“We’re only interested in alpha signals, PanAgora has honed and refined its investment process over the last 20 years and that taking ESG into consideration is a natural evolution of that.”
August 20, 2018
George Mussalli was recently quoted in Risk.net on how big banks are tiptoeing forward with datasets for sale despite a host of internal obstacles.
August 17, 2018
Read more from George Mussalli and Sevinc Cukurova on why interim CEOs point to poor governance in the following P&I Article
August 3, 2018
Read more about PanAgora’s approach to improving asset allocation using defensive equity multi-factor.
July 6, 2018
Quants are building statistical toolkits to avoid the pitfalls of data mining.
June 28, 2018
Featured in EQDerivatives: Robert Job, CFA and Nick Alonso, CFA discuss the benefits of defensive risk premia products and PanAgora’s risk parity mindset to implementing these unique strategies in investors’ portfolios.
June 4, 2018
When stocks and bonds fell in tandem this year, it sparked a debate about whether a lasting regime shift could be predicted.
June 1, 2018
A set of legislative proposals in Europe aims to set new transparency standards for asset managers touting sustainable investment products and prevent them from “greenwashing” their products by trumping up their responsible investing bona fides.
May 30, 2018
The strategy made famous by Ray Dalio has attracted more and more assets. Managers say it’s still small and they’re not in lockstep; others aren’t so sure.