Article
Not All Factor Exposures Are Created Equal
Eric Sorensen, Mark Barnes, Nick Alonso and Edward Qian
The Journal of Portfolio Management Quantitative Special Issue 2018, 44 (4) 39-45; DOI: https://doi.org/10.3905/jpm.2018.44.4.039
Eric Sorensen
is the chief executive officer and president of PanAgora Asset Management in Boston, MA
Mark Barnes
is director of the Multi Asset Group at PanAgora Asset Management in Boston, MA
Nick Alonso
is director of the Multi Asset Group at PanAgora Asset Management in Boston, MA
Edward Qian
is the chief investment officer of the Multi Asset Group at PanAgora Asset Management in Boston, MA
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In this issue
The Journal of Portfolio Management
Vol. 44, Issue 4
Quantitative Special Issue 2018
Not All Factor Exposures Are Created Equal
Eric Sorensen, Mark Barnes, Nick Alonso, Edward Qian
The Journal of Portfolio Management Mar 2018, 44 (4) 39-45; DOI: 10.3905/jpm.2018.44.4.039
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