Sivagaminathan Sivasubramanian

SciBeta Analyst

Main contributions

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise:

Publications of Sivagaminathan Sivasubramanian

03.10.2016 - EDHEC publication

The evolution of multi-factor indices: smart factor indices, multi-beta indices and solutions

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2016


02.05.2016 - EDHEC publication

Comprehensive and Well-Diversified Access to Rewarded Equity Factors: a Six-Factor Smart Beta Strategy

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016


01.04.2016 - EDHEC publication

Diversified or concentrated factor tilts?

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Sivagaminathan Sivasubramanian
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2016


01.03.2016 - EDHEC publication

Concentrate or Diversify - What is the Best Way to Gain Factor Exposure?

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Sivagaminathan Sivasubramanian
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2016


01.02.2016 - EDHEC publication

Performance of Smart Factor Indexes: Long-Term and Live Track Records

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2016