Indian Institute of Management Ahmedabad
IIM-A Team 1
Pandit Deendayal Energy University - PDEU
Team Brain
XLRI - Xavier School of Management, Jamshedpur
XLRI - Medallion
We are committed to spreading literacy regarding Factor Based Investing.
Explore the world of factor based investing on our website www.njmutualfund.com where you can access
resources such as NJ’s Factor Book, NJ Chartbook, The Factor Frontier, blogs, and other factor related information.
NJ Factor Olympiad: An Annual Factor Investing Challenge for India's Premier Business Schools.
This competition presents a remarkable opportunity for students to tackle real-world challenges encountered by investment managers. Our competition leverages factor investing, a well-established investment approach, globally that is quickly gaining ground in India for portfolio construction. We invite eligible B-School students to assemble teams of five and take part in this distinctive and demanding competition! Join the challenge now.
Participating in the competition gives you a unique edge in the world of factor investing. You will gain knowledge and experience in one of the fastest growing fields in asset management, providing you with skills that would be highly valued by any asset management firm.
NJ Smart Beta is a proprietary research platform developed by NJ AMC. The NJ Smart Beta platform allows researchers to use a wide range of factor parameters that have been rigorously tested for robustness and analyse present favourable risk and return characteristics.
One of the key features of the NJ Smart Beta platform is its ability to dynamically combine multiple factors, weighting methodologies, and select a suitable universe for constructing model portfolios. This flexibility allows researchers to tailor portfolios according to specific investment objectives and preferences.
To support the platform, we have curated a vast dataset covering data from over 1190 companies, spanning a period of 20 years. This rich and extensive dataset provides the foundation for sound research and informed decision-making, enhancing the reliability and accuracy of our investment strategies.
For the competition, we encourage participants to use the NJ Smart Beta platform to help solve the case study. It provides them with access to an institutional grade factor-based research platform. The use of NJ Smart Beta is NOT mandatory for solving the case study.
To learn more about the NJ Smart Beta platform and its capabilities, we would like to invite you to watch our informative video.
Watch VideoFactor investing is an investment strategy that focuses on selecting securities based on specific characteristics or factors believed to drive their returns.
These factors can include attributes such as value, size, momentum, quality, and volatility.
Learn more about how factors can help generate high risk adjusted returns.