Eric H. Sorensen

PanAgora Asset Management

260 Franklin Street

Boston, MA 02110

United States

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Contextual Fundamentals, Models, and Active Management

Number of pages: 44 Posted: 16 Mar 2005
Eric H. Sorensen, Ronald Hua and Edward E. Qian
PanAgora Asset Management, PanAgora Asset Management and PanAgora Asset Management
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Abstract:

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active management, contextual analysis, and equity alpha model