Rajan Raju

Invespar Pte Ltd

Singapore

SCHOLARLY PAPERS

13

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

Scholarly Papers (13)

1.

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 437 (84,103)

Abstract:

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Momentum, Factors, India, Investing, Quantitative, Systematic

2.

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 310 (123,811)
Citation 1

Abstract:

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

3.

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 180 (209,848)

Abstract:

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Portfolio Construction, Diversification, Active Share

4.

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 130 (273,821)
Citation 1

Abstract:

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

5.

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 116 (299,425)

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Diversification, Portfolios, International Portfolios, Indian Equity

6.
Downloads 101 (327,280)

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

7.

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 90 (352,291)

Abstract:

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Portfolio Construction, Diversification, Time Series Standard Deviation

8.

'Please Stop Talking About the VIX So Much' Revisited

Number of pages: 2 Posted: 27 Jul 2020
Rajan Raju
Invespar Pte Ltd
Downloads 54 (463,546)

Abstract:

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Portfolio Construction, VIX, Market Risk

9.

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 53 (467,436)

Abstract:

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

10.

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

Number of pages: 23 Posted: 04 Dec 2019
Rajan Raju
Invespar Pte Ltd
Downloads 50 (479,536)
Citation 1

Abstract:

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

11.

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 37 (538,601)

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

12.

Shiller's CAPE and Forward Real Returns in India

Number of pages: 11 Posted: 11 Oct 2021
Rajan Raju
Invespar Pte Ltd
Downloads 32 (565,185)

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

13.

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 15 (678,631)

Abstract:

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