Sivagaminathan Sivasubramanian
SciBeta Analyst
Main contributions
Discipline:
Finance
Faculty:
Data Science, Economics & Finance
Expertise:
Publications of Sivagaminathan Sivasubramanian
01.07.2018 - Article in a peer reviewed journal
Multifactor Index Construction: A Skeptical Appraisal of Bottom-Up Approaches
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The Journal of Index Investing, July 2018
02.04.2018 - EDHEC publication
Assessing the investability of smart beta indices
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Other, Other study and expert report, May 2018
01.03.2018 - Article in a non peer reviewed journal
Assessing the Investability of Smart Beta Indexes
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Pensions & Investments/Research for Institutional Money Management, Volume 1, March 2018, Pages 11 - 14
01.12.2017 - Article in a non peer reviewed journal
Using Narrow Single Factor Indexes to Control Individual Factor Exposures
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Pensions & Investments/Research for Institutional Money Management, Volume 1, December 2017, Pages 26 - 30
01.12.2017 - Article in a non peer reviewed journal
A ‘Top-Down’ Approach for Better Diversification and More Stable Factor Exposures
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Pensions & Investments/Research for Institutional Money Management, Volume 1, December 2017, Pages 21 - 25