A Fundamental Examination of Low Volatility Behavior
In this paper, we seek to provide an update on low volatility strategies and examine the underlying characteristics for what may seem ...
May 14, 2020PanAgora’s Defensive Equity strategies are constructed to target specific Equity factors, with the goal of generating stable returns while also seeking to provide downside protection, by balancing exposures across dimensions of Equity risk.
Differentiators
In this paper, we seek to provide an update on low volatility strategies and examine the underlying characteristics for what may seem ...
May 14, 2020With increasing investor interest in low-volatility equity strategies comes a need for greater scrutiny of different methodologies used to achieve low-volatility exposure. ...
July 7, 2020Active portfolio management is one of few professions for which worth is defined by a single phrase: risk-adjusted excess return. “Active” in ...
Feb. 1, 2022