Protecting the Downside of Trend When It Is Not Your Friend
Kun Yang, Edward Qian and Bryan Belton’s paper, “Protecting the Downside of Trend When It Is Not Your Friend,” was published ...
July 16, 2019Multi Asset
PanAgora’s Multi Asset strategies were founded on the basis of providing clients with globally diversified capabilities that implement thoughtful, risk-balanced portfolio construction. Today, the team manages Risk Parity, Diversified Factor Premia and Managed Futures strategies which all leverage our proprietary portfolio construction approach.
Investment Strategies
Risk Parity Multi Asset
Diversified Factor Premia
Managed Futures
A globally diversified asset allocation approach that balances risk across Equity, Fixed Income, and Commodity markets, in a manner designed to generate stable positive returns under varying environments of growth, contraction and inflation.
A strategy designed with thoughtful risk-balanced portfolio construction that seeks to efficiently capture and combine exposures to a suite of diversified sources of factor-based Risk Premia within a broad array of capital markets that are generally uncorrelated with traditional market premia.
A systematic, risk-balanced strategy that seeks to efficiently harvest trend premia in various markets, with the goal of generating attractive absolute returns that are generally uncorrelated with traditional asset classes, and potential to provide downside protection during market crises.
More About Multi Asset
Not All Factor Exposures Are Created Equal
With the recent decade’s acceptance of smart (alternative) beta, the CAPM constraint is dissipating: the focus is turning to transparent methods ...
Apr. 1, 2018The Low-Volatility Anomaly, Interest Rates, and the Canary in a Coal Mine
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 ...
June 1, 2017