Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Bhagawan, Srikrishna; Sathish Kumar, B. Title A name given to the resource Smart-Beta Strategies in India: Analysis of Performance and Exposure of BSE Strategy Indices Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2025 Source A related resource from which the described resource is derived Finance India;Volume;39;Issue;2;pp.409-426 Identifier An unambiguous reference to the resource within a given context <a href="https://www.scopus.com/pages/publications/105015584679?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105015584679?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Bhagawan S., CHRIST (Deemed-to-be-University), The Department of Commerce, Hosur Road, Bhavani Nagar, SG Palya, Bangalore, 560029, India; Sathish Kumar B., CHRIST (Deemed-to-be-University), The Department of Commerce, Hosur Road, Bhavani Nagar, SG Palya, Bangalore, 560029, India Description An account of the resource The study examines the performance and exposure of BSE strategy indices and also compares them between the pre and post-covid periods. Though the monthly returns of some of the indices were significant, no indices outperformed the Sensex across the sample periods. On the risk-adjusted terms, quality, momentum, and low-volatility indices offered a significant alpha in the pre-covid, but post covid, all indices failed. The indices, except momentum, performed better in post covid compared to pre-covid but are insignificant due to the post covid high volatility. Momentum and value indices offered a predominant performance in the pre and post covid periods respectively, while the dividend index failed in both periods. While the market factor is the prominent driver of return for the indices, the size effect on their performance is insignificant across the sample periods. The indices, irrespective of their pre-covid exposure, gained significant exposure to loser stocks post covid. Though the exposure varied between pre and post covid, the change in the exposure was not significant except for the quality and dividend indices. They offer limited intended factor exposure and some extent of unintended exposure, as in the case of the momentum index in the pre-covid period. Indian Institute of Finance.. Subject The topic of the resource BSE; COVID-19; Factor Exposure; India; Risk; Sensex; Smart Beta; Strategy Indices Publisher An entity responsible for making the resource available Indian Institute of Finance Relation A related resource ISSN: 9703772; Language A language of the resource English Type The nature or genre of the resource Article Rights Information about rights held in and over the resource Restricted Access; Hardcopy may be available in the library Format The file format, physical medium, or dimensions of the resource online