Rajan Raju

Invespar Pte Ltd

Singapore

SCHOLARLY PAPERS

32

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21,771

SSRN CITATIONS

11

CROSSREF CITATIONS

1

Ideas:
“  Factor Investing, Long-only factor portfolios in Asian Markets, Retirement planning and retirement portfolios  ”

Scholarly Papers (32)

1.

Balancing Acts: Safe Withdrawal Rates in the Indian Context

Number of pages: 31 Posted: 05 Feb 2024
Rajan Raju and Ravi Saraogi
Invespar Pte Ltd and Samasthiti Advisors
Downloads 4,639 (3,987)
Citation 1

Abstract:

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Retirement planning, Safe withdrawal rate, Real returns, Inflation adjusted returns, India asset returns, Portfolio construction, Financial planning

2.

Implementing a Systematic Long-only Momentum Strategy: Evidence From India

Number of pages: 26 Posted: 08 Jan 2020
Rajan Raju and Abhijit Chandrasekaran
Invespar Pte Ltd and Invespar Pte Ltd
Downloads 2,196 (13,379)

Abstract:

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Momentum, Factors, India, Investing, Quantitative, Systematic

3.

'Long' Factors, not 'Short' Change : Long Only Factor Portfolios in India

Number of pages: 35 Posted: 11 Jan 2022
Rajan Raju and Anish Teli
Invespar Pte Ltd and QED Capital Advisors
Downloads 1,954 (16,008)
Citation 3

Abstract:

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Factors, Factor Investing, India

Asset Returns in India: A Historical Survey, 2023 Inflation's Shadow

Number of pages: 30 Posted: 01 Dec 2023
Rajan Raju and Mallika Raju
Invespar Pte Ltd and Invespar Pte Ltd
Downloads 726 (66,567)

Abstract:

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Real Asset Returns in India, Inflation Adjusted Investment Returns, India Asset Returns, Portfolio Construction, Risk and Return in Emerging Markets

Nominal and Inflation-Adjusted Asset Returns in India: A Historical Survey, 2022

Number of pages: 19 Posted: 08 Nov 2022
Rajan Raju
Invespar Pte Ltd
Downloads 313 (181,095)

Abstract:

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Real returns, Inflation adjusted returns, India asset returns, Portfolio Construction

Historical Nominal and Real Asset Returns in India

Number of pages: 17 Posted: 10 Nov 2021
Rajan Raju
Invespar Pte Ltd
Downloads 703 (69,084)

Abstract:

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Real returns, Inflation adjusted returns, India asset returns, Portfolio Construction

5.

smallcases Investment Performance: A Returns-Based Factor Analysis

Number of pages: 18 Posted: 01 Feb 2023
Rajan Raju
Invespar Pte Ltd
Downloads 1,574 (22,508)

Abstract:

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Factors, smallcases, Investment Strategy, Indian Equity

6.

The Conservative Formula: Evidence from India

Number of pages: 23 Posted: 18 Jul 2022
Rajan Raju and Anish Teli
Invespar Pte Ltd and QED Capital Advisors
Downloads 1,125 (36,824)

Abstract:

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Factors, Factor Investing, Conservative Formula, India

7.

Factor Indices in India: Factor Exposures and Style Analysis

Number of pages: 26 Posted: 17 Jun 2022
Rajan Raju and Harish Krishnan
Invespar Pte Ltd and Kotak Mahindra Asset Management Company Limited
Downloads 825 (56,761)

Abstract:

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Factors, smart beta, India

8.

The 52-Week High Effect and Momentum Investing: Evidence from India

Number of pages: 26 Posted: 18 Oct 2023
Rajan Raju
Invespar Pte Ltd
Downloads 740 (65,938)

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Factors, Portfolio Construction, 52 week high, Momentum, Indian Equity

9.

Timing the Tide: The Impact of Rebalancing Periods in Momentum Investing in Indian Equities

Number of pages: 25 Posted: 26 Jan 2024
Rajan Raju
Invespar Pte Ltd
Downloads 660 (76,193)

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Factors, Portfolio Construction, Momentum, Rebalancing, Indian Equity

10.
Downloads 618 (82,523)

Abstract:

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SIP, DCA, Dollar Cost Averaging, Rupee Cost Averaging, India

11.

Equity Portfolio Diversification: How Many Stocks Are Enough? Evidence From India

Number of pages: 19 Posted: 22 Feb 2021
Rajan Raju and Sobhesh Kumar Agarwalla
Invespar Pte Ltd and Indian Institute of Management (IIM) Ahmedabad
Downloads 570 (91,380)
Citation 4

Abstract:

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Portfolio Construction, Diversification, Time Series Standard Deviation

12.

Active versus Index Equity Investing - Early Evidence from India

Number of pages: 22 Posted: 29 May 2020
Rajan Raju and Ananya Mittal
Invespar Pte Ltd and Invespar Pte Ltd
Downloads 551 (95,374)
Citation 3

Abstract:

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Indian Mutual Funds, Closet Indexing, Factor Investing, Mutual Fund Performance

13.

Four and Five-Factor Models in the Indian Equities Market

Number of pages: 37 Posted: 22 Mar 2022
Rajan Raju
Invespar Pte Ltd
Downloads 545 (96,703)

Abstract:

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Factors, Four factors, Five factors, India, SMB, HML, RMW, CMA, WML

Shiller's CAPE and Forward Excess Returns in India

Number of pages: 21 Posted: 26 Jul 2023
Rajan Raju
Invespar Pte Ltd
Downloads 154 (356,300)

Abstract:

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Shiller-PE, cyclically adjusted PE, equity market returns, India

Shiller’s CAPE and Forward Excess Returns in India

Number of pages: 11 Posted: 11 Jul 2022
Rajan Raju
Invespar Pte Ltd
Downloads 159 (346,574)

Abstract:

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Shiller-PE, cyclically adjusted PE, equity market returns, India

Shiller's CAPE and Forward Real Returns in India

Number of pages: 11 Posted: 11 Oct 2021
Rajan Raju
Invespar Pte Ltd
Downloads 165 (335,741)

Abstract:

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Shiller-PE, cyclically adjusted PE, equity market returns, India

15.

Low-Risk Anomaly: Evidence from India

Number of pages: 29 Posted: 27 Mar 2023
Rajan Raju
Invespar Pte Ltd
Downloads 395 (141,659)

Abstract:

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Factors, Low Risk, Low Volatility, Indian Equity

16.

An Examination of Number of Holdings and Universe Size in Momentum Strategies: Evidence from India

Number of pages: 26 Posted: 23 May 2023 Last Revised: 24 May 2023
Rajan Raju
Invespar Pte Ltd
Downloads 348 (164,484)
Citation 2

Abstract:

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Factors, Portfolio Construction, Momentum, Indian Equity

17.

Diversification Within Large Cap Equity Mutual Funds in India

Number of pages: 18 Posted: 27 Jul 2020
Rajan Raju, Ananya Mittal and Rajiv Baruah
Invespar Pte Ltd, Invespar Pte Ltd and Invespar Pte Ltd
Downloads 306 (186,745)

Abstract:

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Portfolio Construction, Diversification, Active Share

18.

International Diversification in Equity Portfolios: An Indian Perspective

Number of pages: 36 Posted: 13 Jan 2023
Rajan Raju
Invespar Pte Ltd
Downloads 287 (200,483)

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Diversification, International Diversification, Global Diversification, Home Bias, Indian Equity

19.

Implementing a Systematic Long-only Quality Strategy in the Indian Market

Number of pages: 23 Posted: 26 Nov 2019 Last Revised: 27 Nov 2019
Rajan Raju
Invespar Pte Ltd
Downloads 254 (225,905)
Citation 1

Abstract:

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Accounting Variables, ESG, Factor Investing, India, Growth, Profitability, Quality, Safety, Systematic

20.

Factor Exposures and Alpha of Indian Equity Schemes

Number of pages: 24 Posted: 12 May 2022 Last Revised: 29 May 2022
Rajan Raju
Invespar Pte Ltd
Downloads 245 (233,974)

Abstract:

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Factors, Five factors, India, Alpha, Funds, Performance

21.

Watch Your Weight: Navigating Portfolio Weighting Schemes in Indian Momentum Strategies

Number of pages: 22 Posted: 07 Nov 2023
Rajan Raju
Invespar Pte Ltd
Downloads 236 (242,740)
Citation 1

Abstract:

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Factors, Portfolio Construction, Momentum, Indian Equity

22.

International Diversification: Much Ado About Nothing?

Number of pages: 4 Posted: 22 Feb 2021
Rajan Raju and Rajiv Baruah
Invespar Pte Ltd and Invespar Pte Ltd
Downloads 220 (259,435)

Abstract:

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Diversification, Portfolios, International Portfolios, Indian Equity

23.

A Five-Factor Asset Pricing Model: Preliminary Evidence from India

Number of pages: 33 Posted: 29 Aug 2022
Rajan Raju
Invespar Pte Ltd
Downloads 198 (285,910)

Abstract:

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Factors, Five factors, India, SMB, HML, RMW, CMA

24.

Alpha in Indian Large Cap Equity Funds - A Tale of Two Periods

Number of pages: 15 Posted: 28 Sep 2021
Rajan Raju
Invespar Pte Ltd
Downloads 183 (306,682)

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Returns based analysis, Large-Cap Equity Mutual Funds, India, Alpha, Fund Performance, Time series

25.
Downloads 169 (328,935)

Abstract:

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Accounting Variables, Factors, Dividends, Singapore, Investing, Profitability, Quality, Quantitative, Safety, Systematic

26.

Angels or Sinners? Exploring the Halo Effect in ESG Investing in Indian Equities

Number of pages: 28 Posted: 22 Nov 2023
Rajan Raju
Invespar Pte Ltd
Downloads 139 (386,376)

Abstract:

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ESG, ESG Investing, Factors, Portfolio Construction, Indian Equity

27.

Unbalanced Acts: Rethinking Naive Use of Historical Returns in Retirement Portfolio Strategies

Number of pages: 22 Posted: 01 May 2024 Last Revised: 02 May 2024
Rajan Raju
Invespar Pte Ltd
Downloads 115 (446,377)

Abstract:

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Retirement Planning, Volatility, Drawdown Assessment, Safe Withdrawal Rates, Portfolio Management, Indian Financial Market

28.

Implementing a Systematic Long-only Quality Strategy in the Hong Kong Market

Number of pages: 24 Posted: 04 Dec 2019
Rajan Raju
Invespar Pte Ltd
Downloads 108 (467,521)

Abstract:

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Accounting Variables, ESG, Factors, Growth, Hong Kong, Investing, Profitability, Quality, Quantitative, Safety, Systematic

29.

Decoding Active Management: Style Based Replication Strategies in Indian Equity Funds

Number of pages: 48 Posted: 06 Jun 2024
Rajan Raju
Invespar Pte Ltd
Downloads 104 (480,489)

Abstract:

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Style Based Investment, Mutual Funds, Investment Strategy, Indian Equity

30.

'Please Stop Talking About the VIX So Much' Revisited

Number of pages: 2 Posted: 27 Jul 2020
Rajan Raju
Invespar Pte Ltd
Downloads 98 (500,152)

Abstract:

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Portfolio Construction, VIX, Market Risk

31.

‘Please Stop Talking About the VIX So Much’: India Edition

Number of pages: 3 Posted: 15 Dec 2021
Rajan Raju
Invespar Pte Ltd
Downloads 87 (539,378)

Abstract:

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VIX, Market Risk, India

32.

Are Indian Large-Cap Equity Funds Well-Diversified?

Number of pages: 2 Posted: 23 Mar 2021
Rajan Raju and Rajiv Baruah
Invespar Pte Ltd and Invespar Pte Ltd
Downloads 62 (651,223)

Abstract:

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Large-Cap Equity Funds, Indian Mutual Funds, Effective Holdings, Diversification