SIVASUBRAMANIAN Sivagaminathan

Quantitative Research Analyst

Speciality : Finance

393, Promenade des Anglais - BP3116
06202 Nice Cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax: + 33 (0)4 93 83 08 10

Email : Sivagaminathan.Sivasubramanian@edhec.edu

Publications edhec

An important issue with smart beta strategies is that they typically entail higher replication costs than cap-weighted market indices. While this is...
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...
Journal of Portfolio Management, Volume 42, No.2, Winter 2016, pp64-76.
The Journal of Portfolio Management, Winter 2016, Vol. 42, No. 2, pp64-76.
While there is a consensus on the factors that are rewarded over the long term, it must be acknowledged that the implementation of factor investing,...

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