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	<title>AllAboutAlpha.com &#187; Search Results  &#187;  sorensen</title>
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	<link>http://allaboutalpha.com/blog</link>
	<description>Hedge funds, portable alpha, 130/30 and alpha-centric investing</description>
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		<title>Eric Sorensen</title>
		<link>http://allaboutalpha.com/blog/2008/07/15/eric-sorensen/</link>
		<comments>http://allaboutalpha.com/blog/2008/07/15/eric-sorensen/#comments</comments>
		<pubDate>Tue, 15 Jul 2008 04:57:21 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Hall of Fame]]></category>
		<category><![CDATA[Practitioners]]></category>
		<category><![CDATA[Who's Who]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2316</guid>
		<description><![CDATA[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.
Bio (PanAgora)
PanAgora
Interview (Pensions &#38; Investments)
Relevant Postings (AllAboutAlpha.com)
]]></description>
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		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Q-Group spring 2007 seminar summaries are (almost) all about alpha</title>
		<link>http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/</link>
		<comments>http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/#comments</comments>
		<pubDate>Tue, 25 Sep 2007 06:44:27 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/09/25/q-group-spring-2007-seminar-summaries-are-almost-all-about-alpha/</guid>
		<description><![CDATA[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.]]></description>
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		<slash:comments>2</slash:comments>
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		<item>
		<title>Fundamental indexation comes under renewed attack</title>
		<link>http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/</link>
		<comments>http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/#comments</comments>
		<pubDate>Mon, 07 May 2007 22:40:03 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/05/07/fundamental-indexation-comes-under-renewed-attack/</guid>
		<description><![CDATA[Rob Arnott isn&#8217;t afraid to go against the grain.  His &#8220;fundamental indexing&#8221; 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.
But the idea has always had its [...]]]></description>
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		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>King of Quants</title>
		<link>http://allaboutalpha.com/blog/2007/01/30/king-of-quants/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/30/king-of-quants/#comments</comments>
		<pubDate>Wed, 31 Jan 2007 04:08:50 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[Portable Alpha & Alpha/Beta Separation]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/2007/01/30/king-of-quants/</guid>
		<description><![CDATA[By: Douglas Appell, Pensions &#38; 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&#38;I in a recent interview:
&#8220;We&#8217;re academics. We do practical research, (at a) very high level, and we love to do it. And oh, by [...]]]></description>
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		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Aspects of Constrained Long-Short Equity Portfolios</title>
		<link>http://allaboutalpha.com/blog/2007/01/26/aspects-of-constrained-long-short-equity-portfolios/</link>
		<comments>http://allaboutalpha.com/blog/2007/01/26/aspects-of-constrained-long-short-equity-portfolios/#comments</comments>
		<pubDate>Fri, 26 Jan 2007 12:47:57 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[130/30]]></category>
		<category><![CDATA[Dossier]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=2165</guid>
		<description><![CDATA[By: Eric Sorensen, Ronald Hua, Edward Qian
Published: Journal of Portfolio Management, Winter 2007
Abstract: Institutional investors today increasingly look for sources of consistent alpha in the quest for higher risk-adjusted reform. In the case of equity investment, this means two things: 1) Find more alpha where possible; and 2) undo the traditional coupling of alpha (pure [...]]]></description>
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		<slash:comments>1</slash:comments>
		</item>
		<item>
		<title>Multiple Alpha Sources and Active Management</title>
		<link>http://allaboutalpha.com/blog/2006/07/22/multiple-alpha-sources-and-active-management/</link>
		<comments>http://allaboutalpha.com/blog/2006/07/22/multiple-alpha-sources-and-active-management/#comments</comments>
		<pubDate>Sun, 23 Jul 2006 00:11:39 +0000</pubDate>
		<dc:creator>Alpha Male</dc:creator>
				<category><![CDATA[CAPM / Alpha Theory]]></category>

		<guid isPermaLink="false">http://allaboutalpha.com/blog/?p=109</guid>
		<description><![CDATA[By: Eric Sorensen, Ronald Hua, Edward Quin &#038; Robert Schoen, PanAgora Asset Management
Published: November 2004, Journal of Portfolio Management 
Excerpt:

&#8220;Modern portfolio management represents the search for the highest expected return, given a rigorous risk specification.  The tools of the modern manager include portfolio risk models, alpha models that forecast security returns and implementation techniques that preserve portfolio value [...]]]></description>
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		<slash:comments>0</slash:comments>
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