Sivagaminathan Sivasubramanian
SciBeta Analyst
Main contributions
Publications of Sivagaminathan Sivasubramanian
Adding supplements to a balanced diet: Using narrow high factor intensity indices for factor overlay: Using narrow high factor intensity indices for factor overlay
Other, Other study and expert report, October 2017
The merits of a ‘top-down’ approach to multi-factor investing
Other, Other study and expert report, October 2017
More flexible risk allocation through a ‘top-down’ approarch to multi-factor investing
Other, Other study and expert report, October 2017
Top-down versus bottom-up multi-factor approaches
Investment & Pensions Europe (I&PE), Volume Special Report on Factor Investing, May 2017, Pages ? - ?
Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control
Journal of Portfolio Management, Volume 43, May 2017, Pages 99 - 114