Mark A. Barnes

PanAgora Asset Management, Inc.

Director

470 Atlantic Avenue, 8th Floor

Boston, MA 02210

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

The Triumph of Mediocrity: A Case Study of 'Naïve Beta'

Journal of Portfolio Management, Forthcoming
Posted: 07 Apr 2015
Edward E. Qian, Nicholas Alonso and Mark A. Barnes
PanAgora Asset Management, PanAgora Asset Management and PanAgora Asset Management, Inc.

Abstract:

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Portfolio Theory, Naive Beta