Srikant Dash

Standard & Poor's

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 17,051

SSRN RANKINGS

Top 17,051

in Total Papers Downloads

4,415

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (20)

1.

Equity Duration – Updated Duration of the S&P 500

Number of pages: 9 Posted: 18 Dec 2009
David M. Blitzer, Srikant Dash and Philip Murphy
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 726 (52,195)

Abstract:

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equity duration

2.

Equal Weight Indexing - Five Years Later

Number of pages: 17 Posted: 04 Jan 2009
Srikant Dash and Keith Loggie
Standard & Poor's and Standard & Poor's
Downloads 487 (86,347)
Citation 5

Abstract:

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equal weight indexing

3.

Equity Duration - Updated Duration of the S&P 500

Number of pages: 7 Posted: 04 Jan 2009
David M. Blitzer, Srikant Dash and Philip Murphy
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 475 (89,021)
Citation 1

Abstract:

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Equity Duration

4.

VIX Futures and the Hedging of Bond Portfolios

Number of pages: 20 Posted: 07 Jan 2012
Frank Luo and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 453 (94,368)
Citation 2

Abstract:

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Volatility, VIX Futures, Bond Portfolios, Portfolio Hedging, Tail Risk

5.

Equity Duration: Updated Duration of the S&P 500

Number of pages: 12 Posted: 14 Oct 2010
Aye M. Soe, David M. Blitzer and Srikant Dash
Standard & Poor's, Standard & Poor's - Index Committee and Standard & Poor's
Downloads 330 (134,592)

Abstract:

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equity duration,S&P 500, S&P 500 equity duration

6.

Equal Weight Indexing - Seven Years Later

Number of pages: 22 Posted: 14 Oct 2010
Srikant Dash and Liyu Zeng
Standard & Poor's and Standard & Poor's
Downloads 282 (158,384)
Citation 2

Abstract:

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S&P 500 Equal Weight Index, equal weighting, S&P 500

7.

Covered Calls Indices in Crude Oil Markets

Number of pages: 13 Posted: 06 May 2009
Berlinda Liu and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 242 (185,281)

Abstract:

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GSCI, covered call

8.

Benchmarking 130/30 Strategies

Number of pages: 10 Posted: 04 Jan 2009
Srikant Dash and Philip Murphy
Standard & Poor's and Standard & Poor's
Downloads 236 (189,046)

Abstract:

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130/30

9.

The Shrinking Index Effect: A Global Perspective

Number of pages: 14 Posted: 11 Mar 2010 Last Revised: 01 Sep 2010
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 180 (241,829)
Citation 1

Abstract:

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index effect

10.

Hedging Local Currency Risk: The S&P 500 Gold Hedged Index

Number of pages: 10 Posted: 18 Dec 2009
Berlinda Liu and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 163 (263,157)

Abstract:

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Gold Hedged

11.

Access to Volatility Via Listed Futures

Number of pages: 14 Posted: 14 Oct 2010
Srikant Dash and Berlinda Liu
Standard & Poor's and Standard & Poor's
Downloads 134 (307,605)

Abstract:

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S&P 500, VIX, S&P 500 options, S&P 500 VIX futures

12.

A Tale of Two Benchmarks

Number of pages: 12 Posted: 24 Jun 2009
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 127 (320,279)
Citation 3

Abstract:

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performance attribution

13.

It’s a Small World - Manager Dynamics in International Small Caps

Number of pages: 15 Posted: 01 Sep 2009
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 119 (335,724)

Abstract:

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small cap

14.

Do Past Mutual Fund Winners Repeat? The S&P Persistence Scorecard

Number of pages: 9 Posted: 31 Mar 2010
Srikant Dash
Standard & Poor's
Downloads 116 (343,913)

Abstract:

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SPIVA

15.

Standard & Poor’s Indices Versus Active Funds (SPIVA) Scorecard, Year-End 2009

Number of pages: 26 Posted: 31 Mar 2010
Srikant Dash and Dave Guarino
Standard & Poor's and affiliation not provided to SSRN
Downloads 107 (361,442)
Citation 3

Abstract:

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SPIVA

16.

Standard & Poor's Indices Versus Active Funds Scorecard, Mid Year 2008

Number of pages: 30 Posted: 08 Jan 2009
Srikant Dash and Rosanne Pane
Standard & Poor's and Standard & Poor's
Downloads 95 (390,562)

Abstract:

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SPIVA

17.

Index Versus Active Funds Scorecard for Canadian Funds Standard & Poor's Indices Versus Active Funds Scorecard, Year-End 2009

Number of pages: 18 Posted: 31 Mar 2010
Srikant Dash and Jasmit K. Bhandal
Standard & Poor's and affiliation not provided to SSRN
Downloads 72 (459,804)

Abstract:

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SPIVA

18.

Closed Funds & 12b-1 Fees

Number of pages: 8 Posted: 04 Jan 2009
Srikant Dash
Standard & Poor's
Downloads 71 (463,281)

Abstract:

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12b-1, closed fund, fund flows

19.

Capturing the Index Effect via Options

Posted: 21 May 2019
Srikant Dash and Berlinda Liu
Standard & Poor's and Standard & Poor's

Abstract:

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index effect, option

20.

Tracking an Index with Narrow Baskets: Efficiency, Costs and Tradeoffs Involved in Optimized Portfolios

Standard and Poor's Report
Posted: 13 Oct 2009
Standard & Poor's, Passau University, Munich Financial Systems Consulting and affiliation not provided to SSRN

Abstract:

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Portfolio Optimization, Index Tracking, Efficient Baskets, Stepwise Regression