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Raman Aylur Subramanian

Raman Aylur Subramanian
Equity Applied Research

About the Contributor

As Head of Equity Applied Research for the Americas, Raman Aylur Subramanian conducts research on MSCI product applications, and presents the results in interactive sessions with clients. Raman joined MSCI in 1999, and has been working in a variety of research roles. Raman has established close relationships with clients and gained an in-depth understanding of their needs with respect to the MSCI indexes. Raman received a Bachelor of Technology in Petroleum Engineering from Indian School of Mines, India, and a Masters in International Management from Thunderbird School of Global Management, USA. Additionally, he is a CFA charter holder from the CFA Institute in Virginia.

Blog posts by Raman Aylur Subramanian

Showing 1 - 10 of 15 entries

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  1. Over the last five years, the risk and return profile of emerging markets has started to resemble that of developed markets. That leaves many large asset owners to ask how to structure mandates to take advantage of the variation in the behavior of emerging markets.

  2. U.S. equity investors in 2016 experienced a roller coaster ride. The U.K.’s vote to leave the European Union and the U.S. presidential election each resulted in sharp market moves. Together, the two events contributed to a shift in the underlying fabric of equity markets starting in the second half of the year.

  3. Pro-cyclical factors are in, defensive factors are out. That, in a nutshell, describes how the U.S. equity market has responded to the presidential election.

  4. Among the reasons that value firms sell at a discount to their intrinsic worth is that they tend to be more sensitive to shocks in gross domestic product compared with their growth counterparts. That may occur because of leverage, deployments of capital, risk-taking or something else that constrains value firms' abiliity to adapt to macroeconomic stresses.

  5. With the U.S. Federal Reserve expected to raise interest rates before the end of the year, institutional investors are focused on how an increase may impact their portfolios, including how different equity style and industry factors perform in different interest-rate regimes.

  6. Apart from a recent swoon spurred by fears that the U.S. Federal Reserve could raise rates, it has been a summer of love for investment in emerging markets.

  7. Investors who allocate to small-cap stocks can use either a benchmark weighted according to the market value of companies that constitute it or indexes that track the performance of factors such as size. But all small-cap indexes are not the same.

  8. Emerging-market equities revived in the first quarter after a rather dismal performance over the past five years. The pickup has left investors to wonder whether the gains might continue and to think anew about how to approach the segment.

  9. The size premium has been widely used in asset allocation and in risk models for decades. However, some academics and practitioners have refuted the validity of the size premium.

  10. Despite agreement on the principles of value investing, the investment community uses a number of different metrics to describe the value factor. Each metric (or descriptor) has its own advantages and pitfalls.

Showing 1 - 10 of 15 entries

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