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Saurabh Katiyar

Saurabh Katiyar
Vice President, Equity Solutions Research

About the Contributor

Saurabh focuses on research that supports new and existing indexes and risk models, including factor, ESG and economic exposure indexes, as well as performance and risk attribution. Previously, Saurabh was a Vice President in Nomura’s Quantitative Equity Strategy team. In this role, he carried out thematic research and financial modelling. He also published quantitative models which helped recommend portfolio allocation. Saurabh graduated from the Indian Institute of Technology with a B.Tech. in Chemical Engineering. He is a CFA charterholder.

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Blog posts by Saurabh Katiyar

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  1. BLOG

    Beware high dividend yield traps 

    Oct 25, 2019 Jean-Maurice Ladure , Ashish Lodh , Saurabh Katiyar

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    During low interest-rate, high-volatility environments, some investors have turned to high dividend-paying stocks. However, overly simplistic approaches to selecting dividend-paying securities exposed investors to potential “yield traps.” Could these traps have been avoided?

  2. BLOG

    Factor investing in Saudi Arabia: size matters 

    May 7, 2019 Saurabh Katiyar , Neeraj Dabake

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    Foreign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.

  3. BLOG

    Saudi Arabia inclusion and emerging markets 

    Mar 28, 2019 Saurabh Katiyar

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    Saudi Arabian stocks will be included in the MSCI Emerging Markets Index and the MSCI ACWI Index in a two-step process starting in June this year. With the first step of inclusion of the MSCI Saudi Arabian Index coming shortly, we ask how inclusion of this Middle Eastern market would have affected the MSCI EM Indexes.

  4. BLOG

    What does Saudi Arabia inclusion mean for EM investors? 

    Feb 5, 2019 Saurabh Katiyar

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  5. BLOG

    Equity valuations resist running with the bulls 

    Aug 23, 2018 Saurabh Katiyar

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    The U.S. bull market is now the longest in history, leading the way for strong global equity returns over the 10 years since the financial crisis. What does this mean for valuations? We found that while they are high, they have not reached extreme levels. What’s more, there are distinct valuation characteristics across regions, sectors and factors that may create potential investment opportunities.

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