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Subhajit Barman

Subhajit Barman

Vice President, MSCI Research

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.

Research and Insights

Articles by Subhajit Barman

    How Portfolio-Weighting Schemes Affected Factor Exposures

    6 mins read Blog | Oct 15, 2020 | Abhishek Gupta , Ashish Lodh , Subhajit Barman

    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.

    How to Describe a Factor

    5 mins read Blog | Sep 10, 2020 | Abhishek Gupta , Ashish Lodh , Subhajit Barman

    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. 

    Flight to Quality: Understanding Factor Investing

    Research Report | Sep 21, 2015 | Subhajit Barman , Chin Ping Chia , Eugene Lim , Raphael Hung , Anand Muthukrishnan

    The quality factor has worked best in a "risk-off" market environment. Yet quality is not as well understood as other factors, despite being deeply embedded in Benjamin Graham’s value investing philosophy. In this Research Insight, we argue that the quality of a company can generally be evaluated along five key dimensions: Profitability, Earnings Quality, Financial Leverage, Asset Growth and Corporate Governance. Investors can replicate a variety of quality indexes, depending on their...