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Active hedging Greeks of an options portfolio integrating churning and minimization of cost of hedging using quadratic & linear programming
Sinha, Pankaj; Gupta, Akshay; Mudgal, Hemant - In: The journal of prediction markets 4 (2010) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10008856708
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Active hedging Greeks of an options portfolio integrating churning and minimization of cost of hedging using quadratic & linear programming
Sinha, Pankaj; Gupta, Akshay; Mudgal, Hemant - In: The journal of prediction markets 4 (2010) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10009931747
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Determinants of foreign direct investment in India
Singhania, Monica; Gupta, Akshay - In: Journal of international trade law and policy : JITLP 10 (2011) 1, pp. 64-82
Persistent link: https://www.econbiz.de/10008990095
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Determinants of corporate dividend policy : a Tobit model approach
Singhania, Monica; Gupta, Akshay - In: Vision : the journal of business perspective 16 (2012) 3, pp. 153-162
Persistent link: https://www.econbiz.de/10009752861
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Determinants of foreign direct investment in India
Singhania, Monica; Gupta, Akshay - In: Journal of international trade law and policy : JITLP 10 (2011) 1, pp. 64-82
Persistent link: https://www.econbiz.de/10009956272
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Determinants of corporate dividend policy : a Tobit model approach
Singhania, Monica; Gupta, Akshay - In: Vision : the journal of business perspective 16 (2012) 3, pp. 153-162
Persistent link: https://www.econbiz.de/10010146907
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Determinants of foreign direct investment in India
Singhania, Monica; Gupta, Akshay - In: Journal of International Trade Law and Policy 10 (2011) 1, pp. 64-82
Purpose – The purpose of this paper is to examine the determinants of foreign direct investment (FDI) in India. Design/methodology/approach – Using macroeconomic variables – GDP, inflation rate, interest rate, patents, money growth and foreign trade – the authors tried to find the best...
Persistent link: https://www.econbiz.de/10014879196
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Operational risk : impact assessment of the revised standardized approach on Indian banks
Sinha, Pankaj - In: The journal of operational risk 11 (2016) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10011600206
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Determinants, persistence and value implications of liquidity creation : an evidence from Indian banks
Grover, Naina; Sinha, Pankaj - In: Journal of Asia Business Studies 15 (2021) 2, pp. 384-400
Purpose: The purpose of this paper is to explore the micro and macro factors affecting liquidity creation by scheduled commercial banks (excluding Regional Rural Bank) in India from 2005 to 2018. Design/methodology/approach: Two measures of liquidity creation, the broad and narrow measures, are...
Persistent link: https://www.econbiz.de/10012540496
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Hierarchical bayes prediction for the 2008 US presidential election
Sinha, Pankaj; Bansal, Ashok K. - In: The journal of prediction markets 2 (2008) 3, pp. 47-60
Persistent link: https://www.econbiz.de/10003824163