Not All Factor Exposures Are Created Equal

Eric Sorensen; Mark Barnes; Nick Alonso; Edward Qian

doi:10.3905/jpm.2018.44.4.039

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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

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Mark Barnes

is director of the Multi Asset Group at PanAgora Asset Management in Boston, MA

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Nick Alonso

is director of the Multi Asset Group at PanAgora Asset Management in Boston, MA

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Edward Qian

is the chief investment officer of the Multi Asset Group at PanAgora Asset Management in Boston, MA

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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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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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