Diversified Factor Premia
In this Insight, we focus on the foundation of our Diversified Global Factor Premia approach. This strategy is designed to efficiently capture ...Aug. 1, 2013
PanAgora’s Diversified Factor Premia strategy is designed to capture positive, absolute returns available through exposures to a suite of diversified sources of factor-based Risk Premia, such as Value, Momentum, Carry and Macroeconomic factors. Utilizing a thoughtful risk-balanced portfolio construction, portfolio risk exposures are balanced across sources of factor premia to pursue more stable returns that are generally uncorrelated with traditional sources of market Risk Premia.