Sivagaminathan Sivasubramanian

SciBeta Analyst

Main contributions

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

Publications of Sivagaminathan Sivasubramanian

02.11.2015 - EDHEC publication

The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indexes

Noël Amenc, Sivagaminathan Sivasubramanian
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EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2015


26.10.2015 - Working paper

The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices

Noël Amenc, Sivagaminathan Sivasubramanian
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October 2015


01.10.2015 - EDHEC publication

Live Performance and Long-Term Track Records of Smart Beta Indices

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
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EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015


01.10.2015 - EDHEC publication

General Principles of Smart Allocation Offerings

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
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EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015


01.10.2015 - EDHEC publication

Factor Diversification versus Factor Concentration

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian
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EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2015