PanAgora Asset Management
PanAgora Asset Management is a leading quantitative investment management firm headquartered in Boston, Massachusetts. Founded in 1989, the firm applies a data-driven, research-intensive approach to identify and capture market inefficiencies across asset classes and market cycles. PanAgora’s proprietary investment models are designed to deliver both relative and absolute returns through a diverse range of equity, multi-asset, and risk premia strategies. The firm’s investment philosophy combines deep fundamental insights with the discipline and scalability of advanced quantitative techniques, enabling innovative portfolio construction and dynamic risk management. PanAgora's long-standing expertise and culture of collaboration make it a trusted partner for institutional investors, pension funds, endowments, and sovereign wealth clients worldwide.
PanAgora Asset Management is a leading global quantitative investment firm headquartered in Boston, Massachusetts, serving institutional investors worldwide.
Founded on a foundation of empirical research and continuous innovation, PanAgora integrates behavioral finance, machine learning, and multi-factor modeling to generate alpha and manage downside risk across market environments.
The firm’s factor-based investment strategies leverage proprietary quantitative models focused on key factors such as value, momentum, quality, and low volatility.
Designed to systematically capture risk premia across asset classes, PanAgora’s investment process seeks to deliver consistent, risk-adjusted performance for long-term investors.
INVESTMENT STRATEGIES & SOLUTIONS
Active Equity Strategies – PanAgora’s active equity platform combines quantitative rigor with fundamental insight to identify high-conviction opportunities across U.S., global, international, and emerging markets. Its flagship strategies apply data-driven models to uncover alpha through disciplined, valuation-based investing.
Multi-Asset & Risk Premia Strategies – PanAgora's core offerings include the Risk Parity Multi-Asset strategy, which balances risk across equities, bonds, and commodities, and the Diversified Factor Premia strategy, designed to capture uncorrelated sources of return through systematic factor exposure.
Quantitative Research & ESG Integration – The firm’s research team leverages proprietary data, advanced analytics, and next-generation ESG alpha factors to refine portfolio construction, improve risk management, and align investment outcomes with evolving sustainability and performance goals.