Karina Tjin

Analyst, Strategy & Volatility Indices
S&P Dow Jones Indices
Biography

Karina Tjin is Analyst, Strategy & Volatility Indices at S&P Dow Jones Indices (S&P DJI). Her field focuses on alternative beta strategies, including factor-based indices, dividends, and volatility, as well as quantitative, thematic, and asset-allocation strategies. In her role, Karina works closely with the sales, marketing, and Global Research & Design departments to bring new ideas to market.

Prior to her current role, she was an Associate in the Rotation Program at S&P DJI. Over the course of 15 months, she completed five three-month rotations in core business areas including: Index Development, Index Management & Production, Research & Design, Product Management, and Client Services.

She holds a bachelor’s degree from Carnegie Mellon University in business administration, with concentrations in finance and accounting.

Author Archives: Karina Tjin

S&P 500® Dividend Aristocrats®: Risk Decomposition and Sector Composition

Today we examine the impact of the members of the S&P 500 Dividend Aristocrats Class of 2019 on the index’s factor risk and sector composition. In our previous blog, we introduced these new constituents and discussed their quality ranking. Risk decomposition of the S&P 500 Dividend Aristocrats using Axioma’s US Fundamental Equity Risk Model MH4 Read more […]

Introducing the S&P GCC Factor Indices

The start of 2019 marks not only the 10th anniversary of S&P Dow Jones Indices in Dubai, but also the expansion of our single- and multi-factor index series into the Gulf Cooperation Council (GCC) region. Our current suite of single factor indices, including those covering low volatility, momentum, enhanced value, and quality factors, are now Read more […]

Performance Analysis of Liquidated Funds in Brazil

Since 2015, S&P Dow Jones Indices has been reporting on the performance of actively managed equity funds in Brazil through the S&P Indices Versus Active (SPIVA®) Latin America Scorecard. Aside from the performance of the funds, we observed that a significant number of Brazilian equity funds have liquidated or merged within the past five years. Read more […]