community towards new, alternative investments avenues like infrastructure companies and funds. This paper is an attempt at … identifying low volatility investment sectors in Indian market. Using data from the S&P CNX Nifty Index and the CNX Infrastructure … Index, it provides an analysis of the risk return performance of the infrastructure portfolio and the broader market …

The risk of infrastructure investments is driven by unique factors that cannot be well described by standard asset … class factor models. We thus create a nine-factor model based on infrastructure-specific risk exposure, i.e., market risk … our model on a large dataset of U.S. infrastructure stocks in different subsectors (utility, telecommunication, and …