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The paper titled “Emerging market equity benchmarks for Japanese investors: countries, sectors or styles?” authored by Harsh Parikh, EDHEC PhD 2016 has just been published in the Journal of Asset…
Reading time :
12 Jul 2019

The paper titled “Emerging market equity benchmarks for Japanese investors: countries, sectors or styles?” authored by Harsh Parikh, EDHEC PhD 2016 has just been published in the Journal of Asset Management, July 2019, Volume 20, Issue 4, pp 289–300.

In this artiche, the author presents three alternative emerging market (EM) benchmarks that have provided better diversification, risk-adjusted returns and lower performance drawdowns for Japanese investors, compared to a traditional EM benchmark.

Abstract and online version are available at: https://link.springer.com/article/10.1057%2Fs41260-019-00123-7  

Harsh also has another paper "The Impact of Market Conditions on Active Equity Management", co authored with Karen McQuiston and Sujian Zhi,  published in The Journal of Portfolio Management (Winter 2018, 44 (3) 89-101), that takes a close look at the relationship between equity market conditions (defined by market returns, volatility, and dispersion) and active equity manager results. Abstract available at https://jpm.iijournals.com/content/44/3/89 

Based in the USA, Harsh Parikh is Principal at PGIM Institutional Advisory & Solutions, and is responsible for investment research and client advisory for institutional investors.

 

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