A5110277158- Financial Markets and Investment Strategies
- Glass properties and applications
- Market Dynamics and Volatility
- Chalcogenide Semiconductor Thin Films
- Electrostatics and Colloid Interactions
- Atmospheric aerosols and clouds
- Monetary Policy and Economic Impact
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Soil Geostatistics and Mapping
- Thermal Radiation and Cooling Technologies
- Optical Polarization and Ellipsometry
- Spectroscopy and Chemometric Analyses
- Coagulation and Flocculation Studies
- Gold and Silver Nanoparticles Synthesis and Applications
- Perovskite Materials and Applications
- Advanced Thermoelectric Materials and Devices
- Iron oxide chemistry and applications
Purdue University West Lafayette
2003-2025
Sri Sathya Sai Institute of Higher Learning
2015
Sardar Vallabhbhai National Institute of Technology Surat
1974-1979
In this paper we implement an algorithm for the optimal selection of a portfolio stock and risk-free asset under stochastic volatility (SV) model with discrete observation trading. The SV extends classical Black-Scholes (1973) by allowing noise intensity (volatility) to be random. main assumption is that manager has access continuous-time prices; as consequence not observed directly. partial information situation, one cannot hope arbitrarily accurate estimate volatility. Using instead new...
An exchange-traded fund (ETF) is a financial asset that tracks chosen index and trades continuously throughout the day. The price differential between market net value (NAV) of ETF creates risk-free arbitrage opportunities. This article captures pricing efficiency discovery process using autoregressive analysis model vector error correction (VECM). study concludes Indian displays lack efficiency. Except for two ETFs, NAV has been lead indicator ETFs. <b>TOPICS:</b>Exchange-traded funds...
A polydisperse sample can be statistically represented by a log-normal distribution having two parameters, viz., geometrical standard deviation sigma(g) and modal size parameter X(m). In an earlier paper method to determine from the shift in angular position of maximum Itheta(2) vs theta plot was discussed. The present describes determining other X(m) polarization measurement forward direction. This achieved comparing maxima P (degree polarization) with that similar curve single particle....