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Subhajit Barman

Subhajit Barman
Vice President, MSCI Research

About the Contributor

Subhajit Barman’s research focuses on developing new strategic indexes, including indexes based on factor and ESG exposures, as well as providing solutions to clients to address their investment challenges. Before joining MSCI, he served as a quantitative strategist in portfolio management at ING Investment Management, where he helped develop factor-based model portfolios specific to each fund. Subhajit holds a postgraduate degree from the Indian Institute of Management Ahmedabad, as well as a bachelor’s degree in physics from the University of Mumbai.

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Blog posts by Subhajit Barman

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  1. BLOG

    How Portfolio-Weighting Schemes Affected Factor Exposures 

    Oct 15, 2020 Abhishek Gupta , Ashish Lodh , Subhajit Barman

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    Single-factor portfolios seek high exposure to a target factor and limited exposure to non-target ones. We assess the impact that common portfolio weighting schemes have on these exposures, as well as on portfolio efficiency, concentration and investability.

  2. BLOG

    How to Describe a Factor 

    Sep 10, 2020 Abhishek Gupta , Ashish Lodh , Subhajit Barman

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    How to define a factor? It’s a challenge for asset owners and wealth managers in evaluating how well factor products meet investment objectives. We found an improved and more robust measure can be formed by combining multiple descriptors. 

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