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Rohit Gupta

Rohit Gupta

Senior Associate, MSCI Research

Rohit Gupta is a Senior Associate within MSCI’s Factor and Derivatives Solutions Research team, focused on structured derivatives and factor-based quantitative solutions. Previously, Rohit worked as a client portfolio manager within the Quantitative Investment Strategies team at Goldman Sachs Asset Management. Rohit holds an MBA degree from Narsee Monjee Institute of Management (NMIMS), Mumbai and is a CFA® charterholder.

Research and Insights

Articles by Rohit Gupta

    How Have Hedge Funds Navigated the Recent Market Turmoil?

    2 mins read Quick Take | Jul 7, 2022 | Rohit Gupta , Dinank Chitkara

    With the MSCI World Index down 20.3% in the first half of 2022, equity hedge funds have not been immune to recent market volatility. We evaluate how equity hedge-fund exposure has changed in terms of sector and style factors.

    Carbon Markets: An Emerging Derivatives Class

    6 mins read Blog | Jun 28, 2022 | Hitendra D Varsani , Rohit Gupta

    Carbon markets can play a significant role in managing carbon risk within equity portfolios to hedge against price risks. Our research focuses on applications, carbon-risk management and correlations to other assets classes.

    Introducing the Carbon Market Age

    6 mins read Blog | Jun 8, 2022 | Hitendra D Varsani , Rohit Gupta

    The carbon market can play a significant role in the decarbonization of the global economy by putting a price on carbon and giving polluters an incentive to reduce their emissions.

    Risk Control with Maximum Exposure

    Research Report | Mar 7, 2022 | Rohit Gupta , Hitendra D Varsani

    Classic risk-control uses cash and/or U.S. Treasurys with a growth asset, typically referenced to an equity index, which has stabilized volatility, but not always allowed strategies to reach their full potential. We present new approaches for doing so.

    Active-Management Opportunities in a Disperse Market

    8 mins read Blog | Jul 13, 2021 | Hitendra D Varsani , Rohit Gupta

    Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.