Ashish Lodh
Senior Quantitative Analyst
Accounting, Law, Finance and Economics Department
EDHEC Business School
France
Biography
2008-2011 Master in Management (Grande École), ESCP Europe, Paris Major: Finance 2004-2008 Bachelor of Engineering (BE), Indian Institute of Technology, India Major: Chemical Engineering. Research Include, Equity Benchmarks, Accounting, Law, Finance and Economics
Research Interest
Equity Benchmarks, Accounting, Law, Finance and Economics
Publications
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“A Long Horizon Perspective on the Cross-Sectional Risk-Return Relation in Equity Markets.†N. Amenc, F. Goltz, A. Lodh, and L. Martellini. EDHEC-Risk Institute working paper (2014)
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 “Managing Sovereign Credit Risk Exposure in a Global Equity Portfolio.†F. Goltz, A. Lodh, and F. Rachidy. Bankers, Markets & Investors (2013)
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“Diversifying the Diversifiers and Tracking the Tracking Error: Outperforming CapWeighted Indices with Limited Risk of Underperformance.†N. Amenc, F. Goltz, A. Lodh, and L. Martellini. The Journal of Portfolio Management, Vol. 38, No. 3
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“Choose Your Betas: Benchmarking Alternative Equity Index Strategies.†N. Amenc, F. Goltz, and A. Lodh. The Journal of Portfolio Management, Vol. 39, No. 1
