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Featuring Eric Sorensen

 

ABOUT ERIC SORENSEN

Dr. Sorensen is the President and Chief Executive Officer of PanAgora, and a member of the firm’s Board of Directors, Investment, Operating, Risk, Code of Conduct & Ethics, and Directors’ Committees. He is responsible for PanAgora’s business and investment activities.

He took over leadership of PanAgora in 2004 and established a new research and investment direction for the firm. Prior to joining PanAgora, Dr. Sorensen was Director of Quantitative Research at Putnam Investments, overseeing the activities of several quantitative teams including equity, fixed income, asset allocation and financial engineering. He was also Chief Investment Officer of Structured Equity, which managed institutional portfolios using advanced quantitative approaches.

Between 1986 and 2000 Dr. Sorensen was the Global Head of Quantitative Research at Salomon Brothers (now Citigroup). At the end of his 14 years on Wall Street, he led a group of 55 quantitative analysts comprising teams in New York, London, Singapore, Tokyo and Australia. During that time, he published extensively, and consulted with institutional investor clients around the world. His honors include many years on the Institutional Investor All American Research Team, and several Graham and Dodd awards for excellence in financial writing.

Prior to Wall Street, he was a professor with a productive academic career from 1974 to 1986. For a decade he was Professor of Finance and Department Head at the University of Arizona. He has published over 50 journal articles and served on the editorial boards of several academic Finance journals. He is also co-author of the recent book, Quantitative Equity Portfolio Management.

Between 1969 and 1974 he served the country as a United States Air Force Officer and jet pilot. His primary mission was instructor pilot in high-performance jet aircraft.

With over 45 years of quantitative research and investment experience, Dr. Sorensen is a leading expert in the industry. He continues to maintain affiliations in both the industry and academia.


ABOUT FRANK FABOZZI

Frank J. Fabozzi is a Professor of Finance at EDHEC Business School and a Senior Scientific Adviser at EDHEC-Risk Institute. He is a trustee of the BlackRock fixed-income fund complex. He is the editor of The Journal of Portfolio Management and co-founder and co-editor of The Journal of Financial Data Science. He is the CFA Institute’s 2007 recipient of the C. Stewart Sheppard Award and the CFA Institute’s 2015 recipient of the James R. Vertin Award.  He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. He received his BA and MA in economics in 1970 from The City College of New York where he was elected to Phi Beta Kappa  and a PhD in economics in 1972 from the City University of New York. He is earned the designations of CFA and CPA.

 

To find out more about sponsoring this series and see your company logo alongside these, please contact David Rowe on d.rowe@pm-research.com or 646 891 2157

 

*Interview first broadcast Tuesday, November 2nd 2021

 

 

 

 

 

 

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