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Strategic information systems: discussing current trends
(Indian Institute of Management Ahmedabad, 2006)
Examining the lead lag relationship between cash markets and the derivatives based on them
(Indian Institute of Management Ahmedabad, 2006)
Inefficient capital markets, it is generally believed that the underlying stock prices have an impact on the price of the derivatives as governed by the Black schools model. For example, if the underlying stock appreciates ...
Portfolio optimization using genetic algorithm technique in utility maximization framework
(Indian Institute of Management Ahmedabad, 2006)
Markowitz famous formulation of reward-risk ratio to capture the most efficient portfolio allocation presupposes that risk is captured by the standard deviation of stock returns, the reward is captured by expected stock ...
Medical tourism in India: market potential and growth strategy
(Indian Institute of Management Ahmedabad, 2006)
Medical tourism is a concept wherein people instead of traveling for seeing places, travel overseas for satisfying their medical and relaxation needs. Medical tourism provides additional benefits of combining holidaying ...
Issues in valuation of banks
(Indian Institute of Management Ahmedabad, 2006)
There has been much talk of mergers and acquisition in the banking space of late in India.The key reason is the RBI roadmap (for 2009) which spells out clearly the process of entry of foreign banks in India in a way that ...
Diversification and its impact on share prices: a study of Indian companies for evidence of 'diversification discount'
(Indian Institute of Management Ahmedabad, 2006)
Analyzing the corporate response to economic reforms in India
(Indian Institute of Management Ahmedabad, 2006)
In this paper, we analyze the changes in the corporate sector resulting from the India’s move from the first generation reforms to second generation reforms over a 15 year period from 1991 to 2005 – and try to establish ...
Application of customer relationship management in Indian banking industry
(Indian Institute of Management Ahmedabad, 2006)
Indian ITES industry: evolution and the road ahead
(Indian Institute of Management Ahmedabad, 2006)
Daily volatility forecasting methodologies: application and extensions
(Indian Institute of Management Ahmedabad, 2006)
Abstract
Volatility plays a crucial role in portfolio management as well as derivatives pricing Reliable estimates of volatility are essential for trading strategies and Value at Risk calculations . Moreover even in ...