Concepedia

Ashish Lodh

AL

Statistics

Publications

5

Citations

156

H-Index

5

Active since

2012

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

Ashish Lodh is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in asset allocation, quantitative finance, and business.

Top concepts

FinanceBusinessManagementMutual FundsFinancial RiskAsset AllocationFinancial EconomicsPortfolio ManagementQuantitative FinanceAsset Pricing

Publications per year

2012–2016

5

Publications

5

Diversifying the Diversifiers and Tracking the Tracking Error: <i>Outperforming Cap-Weighted Indices with Limited Risk of Underperformance</i>

Noël Amenc, Felix Goltz, Ashish Lodh et al. · The Journal of Portfolio Management · 2012 · 45 citations

Choose Your Betas: <i>Benchmarking Alternative</i><i>Equity Index Strategies</i>

Noël Amenc, Felix Goltz, Ashish Lodh · The Journal of Portfolio Management · 2012 · 43 citations

Performance Benchmarking, Asset Allocation, Portfolio Management +20

Towards Smart Equity Factor Indices: <i>Harvesting Risk Premia without Taking Unrewarded Risks</i>

Noël Amenc, Felix Goltz, Ashish Lodh et al. · The Journal of Portfolio Management · 2014 · 31 citations

Empirical Finance, Smart-factor Indices, Financial Risk Management +21

Diversified or Concentrated Factor Tilts?

Noël Amenc, Frédéric Ducoulombier, Felix Goltz et al. · The Journal of Portfolio Management · 2016 · 21 citations

Robustness of Smart Beta Strategies

Noël Amenc, Felix Goltz, Sivagaminathan Sivasubramanian et al. · The Journal of Index Investing · 2015 · 16 citations

Game Theory, Robustness Testing, Asset Allocation +25

1–5 of 5