Demystifying Quant ESG
Four distinct perspectives come together to discuss ESG applications in a quantitative framework and considerations around strategy design, investment applications, measurement & ...
Oct. 29, 2020PanAgora offers two distinct Active Equity strategies designed to exploit the best of both quantitative and traditional fundamental approaches, while seeking to minimize any weaknesses of either stand-alone approach. These strategies were built on years of experience and continuous innovative research, including non-ESG and ESG alpha factors that have been integrated when found to add value.
A suite of quantitative, core, bottom-up, multi-factor Active Equity strategies that leverage a proprietary modeling approach called “Contextual” Alpha Modeling. The strategy is offered across Developed, Emerging Markets and China A, in both large and small cap segments, with capabilities in long-only, 130/30 and market-neutral style implementations.
An investment approach driven by fundamental insights and implemented through a rigorous quantitative process that differentiates itself by how it leverages unique sets of data to build portfolios.
Four distinct perspectives come together to discuss ESG applications in a quantitative framework and considerations around strategy design, investment applications, measurement & ...
Oct. 29, 2020A core tenet of PanAgora’s Stock Selector Equity team’s philosophy is our belief in quantifying fundamental insights. Specifically, we seek ...
Sep. 28, 2020This article examines the behavior of the small-capitalization stock return cycle. The authors compare the period 1980-2020 with a study for the ...
Aug. 27, 2020