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

666

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Quality: A Distinct Equity Factor?

Number of pages: 22 Posted: 27 Jul 2014
Daniel Ung, Priscilla Luk and Xiaowei Kang
CFA Institute, S&P Dow Jones Indices and Standard & Poor's
Downloads 372 (80,606)
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, Standard & Poor's and Standard & Poor's
Downloads 211 (146,887)

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 83 (303,800)

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 and Priscilla Luk
CFA Institute 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