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Now showing items 31-39 of 39
Narasimham committee report: some further ramifications and suggestions
(2010-03-31)
This paper while agreeing with the general thrust of the Narasimham Committee Report,
calls attention to some logical corollaries of the Report and analyses some possible
fallout from implementing the Report.
We agree ...
Comments on SEBI's draft takeover code
(2010-03-31)
In this paper an attempt has been made to comment on the contents of the Draft
Regulation for `Substantial Acquisition of Shares in Listed Companies’ of SEBI
(Consultative Paper 1). The authors broadly concur with the ...
Financial literacy among working young in urban India
(2013-11-26)
The paper reports investigation of a study on the influence of various socio-demographic factors on
different dimensions of financial literacy among the working young in urban India. While the influence of
several factors ...
Betting against beta in the Indian market
(Indian Institute of Management, Ahmedabad, 2014)
Recent empirical evidence from diff erent markets suggests that the security market line is flatter than posited by CAPM. This flatness implies that a portfolio long in low-beta assets and short in high-beta assets would ...
Time resolution of the St. Petersburg paradox: a rebuttal
(2013-11-26)
eters (2011) claims to provide a resolution of the three century old St Petersburg paradox by using
time averages and thereby avoiding the use of utility theory completely. Peters also claims to have found
an error in ...
High frequency manipulation at futures Expiry: the case of cash settled Indian single stock futures
(Indian Institute of Management , Ahmedabad, 2014)
Futures markets are known to be vulnerable to manipulation, and despite the presence of a variety of mechanisms to prevent such manipulation, instances of market manipulation have been found in some of the largest and most ...
Shiny alternative for finance in the classroom
(Indian Institute of Management Ahmedabad, 2017-03-31)
Despite the popularity of open-source languages like R and Python in modern empirical research and the data-science industry, spreadsheet programs like Microsoft Excel remain the data analysis software of choice in much ...
Derivatives pricing using QuantLib: an introduction
(Indian Institute of Management Ahmedabad, 2015)
Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large fi- nancial institutions typically have their own team of ...
Real estate and infrastructure resolution
(2019-09-19)
We propose a mechanism that uses the financial markets to mobilize the resources of a large population of investors, to revive the impaired assets in the real sector in India today. This should also allow the economy to ...