Ashish Lodh

Morgan Stanley (United Kingdom) — United Kingdom

Economics, Econometrics and Finance · Social Sciences

6h-index171citations13works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(12), Corporate Finance and Governance(3), Auditing, Earnings Management, Governance(3), Market Dynamics and Volatility(3), Stock Market Forecasting Methods(3)

Publications13 total

Divide and Conquer: Active Equity Portfolio Management with Concentrated Benchmarks
The Journal of Beta Investment Strategies·2026
Analyst Sentiment as a Factor Consideration
The Journal of Investing·2023
Mind the Gap: <i>On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies</i>
The Journal of Portfolio Management·2018· 2 cited
Practical Applications of Diversified or Concentrated Factor Tilts?
Practical Applications·2016
Smart Beta Is Not Monkey Business
The Journal of Index Investing·2016· 9 cited
Diversified or Concentrated Factor Tilts?
The Journal of Portfolio Management·2016· 21 cited
Practical Applications of Towards Smart Equity Factor Indices: <i>Harvesting Risk Premia without Taking Unrewarded Risks</i>
Practical Applications·2015
Robustness of Smart Beta Strategies
The Journal of Index Investing·2015· 16 cited
Designing Multi-Factor Equity Portfolios
Elsevier eBooks·2015· 4 cited
Towards Smart Equity Factor Indices: <i>Harvesting Risk Premia without Taking Unrewarded Risks</i>
The Journal of Portfolio Management·2014· 31 cited
Practical Applications of Choose Your Betas: <i>Benchmarking Alternative Equity Index Strategies</i>
Practical Applications·2013
Choose Your Betas: <i>Benchmarking Alternative</i><i>Equity Index Strategies</i>
The Journal of Portfolio Management·2012· 43 cited
Diversifying the Diversifiers and Tracking the Tracking Error: <i>Outperforming Cap-Weighted Indices with Limited Risk of Underperformance</i>
The Journal of Portfolio Management·2012· 44 cited

Frequent Co-authors

Noël Amenc(11), Felix Goltz(11), Lionel Martellini(4), Sivagaminathan Sivasubramanian(3), Frédéric Ducoulombier(2), Romain Deguest(1), Eric Shirbini(1), Waman Virgaonkar(1), Abhishek Gupta(1), Mehdi Alighanbari(1), S. H. Doole(1), Kumar Neeraj(1)