Smart beta strategies theoretical vs real world alpha (CD) (Record no. 216107)

000 -LEADER
fixed length control field nmm a22 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 201117b2018 ||||| |||| 00| 0 eng d
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number SP2018/2429
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Agarwal, Arpit
245 ## - TITLE STATEMENT
Title Smart beta strategies theoretical vs real world alpha (CD)
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Ahmedabad
Name of publisher, distributor, etc Indian Institute of Management Ahmedabad
Date of publication, distribution, etc 2018
300 ## - PHYSICAL DESCRIPTION
Extent 35 p.: col. ill.
Other physical details includes references
500 ## - GENERAL NOTE
General note Submitted to Prof. Joshy Jacob<br/>Submitted by PGP 2017-2019 batch in 4th term
520 ## - SUMMARY, ETC.
Summary, etc There have been significant studies and evidence that Smart Beta strategies can outperform the market capitalization-based indices in the long run. Smart Beta investment offers the investors the benefits of passive strategy (not frequent rebalancing of portfolio) combined with the advantages of active approaches. In this study, we would be trying to use smart beta strategies to make portfolios to outperform the market capitalization-based indices. We will be focusing primarily on the Indian market and examine them from 2003 to 2017. In the first phase, we will be using factors like momentum, volatility, dividend yield, growth, etc. and identify whether we can outperform the Indian market indices. In the second phase, we will have tried to analyse impact cost and drawdown for different smart beta portfolios.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Smart Beta
9 (RLIN) 402654
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element India
9 (RLIN) 1695
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Alpha
9 (RLIN) 402655
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Drawdown
9 (RLIN) 402656
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Equity
9 (RLIN) 20151
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Garg, Pulkit
Relator term Co-author
9 (RLIN) 402573
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Nigam, Sarthak
Relator term Co-author
9 (RLIN) 402657
856 ## - ELECTRONIC LOCATION AND ACCESS
Materials specified e-Report
Uniform Resource Identifier <a href="http://vslir.iima.ac.in:8080/jspui/handle/11718/21732">http://vslir.iima.ac.in:8080/jspui/handle/11718/21732</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Item type Student Project
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Full call number Barcode Date last seen Koha item type
        Not for Issue Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library Audio Visual 17/11/2020 SP2018/2429 SP002429 17/11/2020 Student Project

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