... and transparent alternative to traditional active management. Research limitations/implications This research highlights the practical applications of Smart Beta strategies in portfolio management. Professionals can use Smart Beta to enhance portfolio performance through strategic factor combinations...

... to the investment grade and high yield bond portfolio managers [3] . While the sustainable finance literature mostly focuses on equity investing, the investment universe of corporate bonds is markedly different with many private issuers and ultimate debt guarantors that can be different from the issuing entity...

... against beta Capital asset pricing model India Emerging markets Beta anomaly Micro- and macro-inefficiencies Portfolio management Smart beta Betting against beta G10 G11 G12 G14 The positive risk–return relationship postulated by the Capital Asset Pricing Model (CAPM) (Sharpe...

...; however, the future researchers can include both NSE and BSE companies. Practical implications The paper has important implications for portfolio managers and retail investors following a top-down approach of investing. The portfolio manager can strategically build up the portfolios to concentrate...

... Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Equity Portfolio management Fixed income Student-managed investment fund Table I Comparison of EFIF and EIF EIF EFIF Types of investments Common equity Fixed income Funds vs...

...Rashid Ameer; Radiah Othman Purpose The purpose of this paper is to examine the relationship between corporate social responsibility (CSR) performance communication and stocks’ performance using socially responsible investment (SRI) portfolio management approach. Design/methodology/approach...

... when the portfolio manager feels the stock is significantly undervalued. Four stock price measures are reported in Morningstar StockInvestor: 1. current price; 2. fair value estimate; 3. “consider buying” price; and 4. “consider selling” price. The last three...

... Portfolio management However, less is known about Japanese data samples. Jagannathan et al. (1998) and Kubota and Takehara (2003) have shown that the Fama and French three‐factor model is suitable for Japanese data, while Chou et al. (2007) have demonstrated the existence...

... percentiles. Market economy Market forces Market yield Marketing strategy Portfolio management Momentum investing has gained tremendous attention since the studies by Jegadeesh and Titman (1993) and Chan et al. (1996) . These authors conclude that, due to the sluggishness...

... run. Given MostSRF out performed the other two indices in this time line, a new paradigm for understanding the impact of SRI is revealed. © Emerald Group Publishing Limited 2005 social responsibility financial performance portfolio management Volume 30 Number 8 2005 33 Doing Well...