Performance of Factor Strategies in India

Quantpedia
Aug 31, 2023

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India is a big emerging market, actually the second biggest after China. We primarily look at developed markets, mostly the U.S. and Europe, and from Emerging Markets, China at most, and we are aware that we neglect this prospective country. We would like to correct this notion and give attention to a country that is (along with China) being cited as a new potential rising superpower and already looking to take the lead of Emerging Markets (EM) countries. Today, we would like to review the paper that analyzes the performance of main equity factors (with an emphasis on the Quality factor) and is a good starting point to understand the specifics of factor investing strategies in India.

https://quantpedia.com/performance-of-factor-strategies-in-india/

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Quantpedia
Quantpedia

Written by Quantpedia

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