Srikant Dash

Standard & Poor's

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 13,157

SSRN RANKINGS

Top 13,157

in Total Papers Downloads

3,705

SSRN CITATIONS
Rank 48,228

SSRN RANKINGS

Top 48,228

in Total Papers 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 573 (47,802)

Abstract:

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equity duration

2.

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 395 (75,617)
Citation 2

Abstract:

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

3.

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 394 (75,832)
Citation 5

Abstract:

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equal weight indexing

4.

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 389 (76,977)
Citation 1

Abstract:

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Equity Duration

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 302 (102,393)

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 244 (128,172)
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 210 (148,264)

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 193 (160,534)

Abstract:

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130/30

9.

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 155 (194,495)

Abstract:

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Gold Hedged

10.

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 124 (232,549)

Abstract:

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

11.

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 112 (250,512)

Abstract:

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index effect

12.

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 110 (253,799)

Abstract:

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SPIVA

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 110 (253,799)

Abstract:

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small cap

14.

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 109 (255,385)
Citation 3

Abstract:

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performance attribution

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 91 (288,117)
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 85 (300,723)

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 59 (367,688)

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 50 (396,910)

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