Priscilla Luk

S&P Dow Jones Indices

Managing Director, Global Research & Design

55 Water Street

New York, NY 10041

United States

SCHOLARLY PAPERS

4

DOWNLOADS

778

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Quality: A Distinct Equity Factor?

Number of pages: 22 Posted: 27 Jul 2014
Daniel Ung, Daniel Ung, Priscilla Luk and Xiaowei Kang
CFA InstituteChartered Alternative Investment Analyst Association (CAIA), S&P Dow Jones Indices and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 428 (100,561)
Citation 1

Abstract:

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smart beta; alternative beta; advanced beta; tilts; value; size; momentum; low volatility; risk factors; equities; passive investments; indexing

2.

Introducing GIVI: The S&P Global Intrinsic Value Index

Number of pages: 38 Posted: 22 May 2012
Priscilla Luk, Xiaowei Kang and Frank Luo
S&P Dow Jones Indices, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Standard & Poor's
Downloads 240 (186,040)

Abstract:

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Low Volatility, Value Investing, Alternative Weighting, Index, Intrinsic Value

3.

How Smart Beta Strategies Work in the Hong Kong Market

Number of pages: 26 Posted: 20 Oct 2017
Liyu Zeng and Priscilla Luk
S&P Dow Jones Indices and S&P Dow Jones Indices
Downloads 110 (354,638)
Citation 1

Abstract:

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smart beta, macroeconomic, economic, risk premia, factor investing, quality, dividend, low volatility, size, small cap, momentum, value, economic regime

4.

What's in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Posted: 08 Jan 2016
Daniel Ung, Daniel Ung and Priscilla Luk
CFA InstituteChartered Alternative Investment Analyst Association (CAIA) and S&P Dow Jones Indices

Abstract:

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smart beta, macroeconomic, economic, risk premia, risk factors, quality, dividend, low volatility, size, growth, momentum, multi-factor, economic regime