Smita Chirputkar

Director, Global Research & Design
S&P Dow Jones Indices

Smita Chirputkar is Director, Global Research & Design, at S&P Dow Jones Indices (S&P DJI). Smita is responsible for conceptualization, research, and design covering global strategy and factor-based indices across different asset classes. She focuses on developing quantitative frameworks to generate historical back-tests for various index series.

Prior to joining S&P DJI in 2011, Smita was an associate within the hedge fund of funds department in the risk management group at Credit Suisse. She was responsible for the development of risk platforms and risk monitoring. Later, she was responsible for the development of hedge fund indices as a vice president at Credit Suisse within the hedge fund of fund index department.

Smita has a master’s degree in Financial Engineering from Cornell University and a master’s degree in Statistics from the University of Pune, India.

Author Archives: Smita Chirputkar

Indexing Canadian REITs: A Look at the S&P/TSX Capped REIT Income Index

In a previous blog post, Evolution of Canadian REITs, we outlined the evolution of the Canadian REITs market. In this post, we will explore in detail the S&P/TSX Capped REIT Income Index, which is designed to serve as an income-producing strategy. The index seeks to measure the performance of REIT companies in the S&P/TSX Composite, Read more […]

Evolution of Canadian REITS

The Canadian REITs industry will mark its 25th anniversary in June 2018. In light of this milestone event, it is worthwhile to review the evolution of the market as well as the characteristics of the asset class. Canadian REITs were born after the recessionary period in the late 1980s and early 1990s. There were five Read more […]