Shubhangi Sharma is an Associate in the Core Equity Team at MSCI, working on quantitative strategies for portfolio construction. She has a Bachelor of Science in Chemical Engineering and a minor in Finance from Birla Institute of Technology and Science (BITS) Pilani in India. Shubhangi is currently studying towards CFA certification.
Research and Insights
Articles by Shubhangi Sharma
Growth’s recent outperformance was and wasn’t an anomalyBlog | Sep 20, 2019 |
Growth strategies have outperformed value strategies in recent years. Is growth’s recent performance an anomaly when we look at it in a long-term context? The answer: It depends on what you mean by a growth strategy.
A Defensive Approach to Factor PortfoliosResearch Report | Sep 10, 2019 |
Low-volatility indexes have been attractive to some investors, mainly due to their defensive and low-risk characteristics.
The Growth-Factor Premium: Seeking a Systematic Approach for Capturing ItResearch Report | Jun 5, 2019 |
While used extensively by active managers as part of their security-selection decisions, the growth factor has been largely left out of the factor-index investing landscape, at least in its simplest form. This paper explores why and offers a way to capture this factor with a systematic, rules-based approach.
The MSCI Minimum Volatility Indexes: 10 Years OnResearch Report | Dec 14, 2018 |
2018 marked the 10-year anniversary of the MSCI Minimum Volatility Indexes. Launching just prior to the global financial crisis, which caused sharp equity market falls, and the indexes’ behavior “out-of-sample” since launch have led to adoption by a large number of asset owners and the indexes’ serving as the basis for a wide range of ETFs that have gathered significant assets. Here, we contrast 10 years of live data with the previous 10 years of backtesting, investigating changes in the...