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Eric Sorensen

President and Chief Executive Officer of PanAgora, and a member of the firm’s Investment and Management Committees.  Prior to joining PanAgora, was the Chief Investment Officer of Structured Equity, and Director of Quantitative Research at Putnam Investments.

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Interview (Pensions & Investments)
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Q-Group spring 2007 seminar summaries are (almost) all about alpha

September 25th, 2007 | Filed under: CAPM / Alpha Theory

The storied "Q-Group" of quant rocket scientists has recently posted the summary from its spring 2007 meetings. We find that most of its 17 pages are dedicated to alpha-centric investing.Read More

Fundamental indexation comes under renewed attack

May 7th, 2007 | Filed under: CAPM / Alpha Theory

Rob Arnott isn’t afraid to go against the grain.  His “fundamental indexing” methodology ignores price and value-weighted indices and instead uses fundamental business metrics such as sales and revenue to construct investment benchmarks.  He says this avoids the propensity for indices to overweight temporarily overvalued stocks and underweight temporarily undervalued stocks. ButRead More

King of Quants

January 30th, 2007 | Filed under: Portable Alpha & Alpha/Beta Separation

By: Douglas Appell, Pensions & Investments Published: January 8, 2007 Any of you who have tried to read this article by PanAgora CEO, Eric Sorensen will understand clearly what he meant when he told P&I in a recent interview: “We’re academics. We do practical research, (at a) very high level, andRead More