Details about Pankaj Sinha

Access statistics for papers by Pankaj Sinha.

Last updated 2013-05-15. Update your information in the RePEc Author Service.

Short-id: psi282

Working Papers

2013

1. FDI in Retail in India: An Empirical Analysis
   MPRA Paper, University Library of Munich, Germany
2. Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables
   MPRA Paper, University Library of Munich, Germany

2012

3. A note on Corporate Governance in Public Sector Undertakings in India
   MPRA Paper, University Library of Munich, Germany
4. Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation
   MPRA Paper, University Library of Munich, Germany
5. Algorithm for construction of portfolio of stocks using Treynor’s ratio
   MPRA Paper, University Library of Munich, Germany
6. Economic scenario of United States of America before and after 2012 U.S. Presidential Election
   MPRA Paper, University Library of Munich, Germany
7. Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques
   MPRA Paper, University Library of Munich, Germany
8. Evolution of Financing Needs in Indian Infrastructure
   MPRA Paper, University Library of Munich, Germany
9. Evolution of security transaction tax in India
   MPRA Paper, University Library of Munich, Germany View citations (1)
10. Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models
    MPRA Paper, University Library of Munich, Germany
11. Prediction for the 2012 United States Presidential Election using Multiple Regression Model
    MPRA Paper, University Library of Munich, Germany View citations (2)
12. Securities transaction tax and the stock market– an Indian experience
    MPRA Paper, University Library of Munich, Germany
13. Valuation of 2G spectrum in India- A real option approach
    MPRA Paper, University Library of Munich, Germany

2011

14. Algorithms for merging tick data and data analysis for Indian financial market
    MPRA Paper, University Library of Munich, Germany
15. Analysis of WIMAX/BWA Licensing in India: A real option approach
    MPRA Paper, University Library of Munich, Germany
16. Determinants of Public Debt for middle income and high income group countries using Panel Data regression
    MPRA Paper, University Library of Munich, Germany
17. Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector
    MPRA Paper, University Library of Munich, Germany
18. Modelling profitability of Indian banks
    MPRA Paper, University Library of Munich, Germany
19. Valuation of 3G spectrum license in India: A real option approach
    MPRA Paper, University Library of Munich, Germany View citations (1)

2010

20. Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of Prediction Markets (2010)
21. Hedging Greeks for a portfolio of options using linear and quadratic programming
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Journal of Prediction Markets (2010)
22. Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of Applied Economic Sciences (2011)
23. Myopic investment view of the Indian mutual fund industry
    MPRA Paper, University Library of Munich, Germany
24. Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors
    MPRA Paper, University Library of Munich, Germany
25. Volatility Spillover in India, USA and Japan Investigation of Recession Effects
    MPRA Paper, University Library of Munich, Germany

2009

26. Algorithm for payoff calculation for option trading strategies using vector terminology
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of Applied Economic Sciences (2009)
27. Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions
    MPRA Paper, University Library of Munich, Germany
28. Evaluation of riskiness of Indian Banks and probability of book value insolvency
    MPRA Paper, University Library of Munich, Germany
29. Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions
    MPRA Paper, University Library of Munich, Germany

2008

30. Hierarchical Bayes prediction for the 2008 US Presidential election
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Journal of Prediction Markets (2008)

Journal Articles

2011

1. MODELING & FORECASTING OF MACRO-ECONOMIC VARIABLES OF INDIA: BEFORE, DURING & AFTER RECESSION
   Journal of Applied Economic Sciences, 2011, 6, (1(15)/ Spring 2011), 43-60
   See also Working Paper (2010)

2010

2. Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing
   Journal of Prediction Markets, 2010, 4, (2), 1-14
   See also Working Paper (2010)
3. Hedging Greeks for a Portfolio of Options Using Linear and Quadratic Programming
   Journal of Prediction Markets, 2010, 4, (1), 17-26 View citations (1)
   See also Working Paper (2010)

2009

4. ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY
   Journal of Applied Economic Sciences, 2009, 4, (2(8)_ Summer 2009)
   See also Working Paper (2009)

2008

5. Bayesian optimization analysis with ML-II ε-contaminated prior
   Journal of Applied Statistics, 2008, 35, (2), 203-211 View citations (2)
6. Hierarchical Bayes Prediction for the 2008 US Presidential Election
   Journal of Prediction Markets, 2008, 2, (3), 47-59 View citations (1)
   See also Working Paper (2008)