Sivagaminathan Sivasubramanian

SciBeta Analyst

Main contributions

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

Publications of Sivagaminathan Sivasubramanian

01.09.2015 - EDHEC publication

Back to basics: why diversification matters when constructing factor indices

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


03.08.2015 - EDHEC publication

Live Performance and Long-Term Track Records of ERI Scientific Beta Indexes

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


03.08.2015 - EDHEC publication

Concentrated vs. Diversified Factors

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