Similar Search Results

A network approach to unravel asset price comovement using minimal dependence structure

Carvalho, Pablo José Campos de; Gupta, Aparna - In: Journal of banking & finance 91 (2018), pp. 119-132

Persistent link: https://www.econbiz.de/10011963651

Asset liability management for providers in spectrum markets

Carvalho, Pablo José Campos de; Gupta, Aparna; Kar, Koushik - In: International journal of financial engineering 4 (2017) 4, pp. 1-29

Persistent link: https://www.econbiz.de/10011807097

The cost of shorting, asymmetric performance reaction and the price response to economic shocks

Ornelas, José Renato Haas; Carvalho, Pablo José Campos de - 2015

Persistent link: https://www.econbiz.de/10011303587

The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks

Ornelas, José Renato Haas; Carvalho, Pablo José Campos de - Central Bank of Brazil, Research Department - 2015

We propose and test a model that combines of performance-based arbitrage, short-sale constraints and costly arbitrage. In the model, after an unexpected good earning surprise, short covering causes a price overshooting for highly shorted stocks. However, this price reaction is limited by...

Persistent link: https://www.econbiz.de/10011252644

Integrating optimal annuity planning with consumption-investment selections in retirement planning

Gupta, Aparna; Li, Zhisheng - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 96-110

Persistent link: https://www.econbiz.de/10003755679

Design and pricing of derivative contracts in a spectrum market

Gupta, Aparna; Kar, Koushik; Muthuswamy, Praveen K. - In: Journal of financial engineering 2 (2015) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010528388

Developing service operations strategy for optimal delivery of long-term service agreements using an integrated risk framework

Gupta, Aparna; Lawsirirat, Chaipat - In: International journal of information systems in the … 5 (2013) 1, pp. 33-67

Persistent link: https://www.econbiz.de/10009747866

Risk assessment based on the analysis of the impact of contagion flow

Edirisinghe, Chanaka; Gupta, Aparna; Roth, Wendy - In: Journal of banking & finance 60 (2015), pp. 209-223

Persistent link: https://www.econbiz.de/10011544999

Minimizing the risk of shortfall in cash flow for long-term service agreements provision

Gupta, Aparna; Lawsirirat, Chaipat - In: International journal of information systems in the … 5 (2013) 4, pp. 72-92

Persistent link: https://www.econbiz.de/10010470251

Impact of compensation structure and managerial incentives on bank risk taking

Francis, Bill B.; Gupta, Aparna; Hasan, Iftekhar - In: European journal of operational research : EJOR 242 (2015) 2, pp. 651-676

Persistent link: https://www.econbiz.de/10010491635