Articles written by me

  1. Solving non-convex optimization problems
  2. What is so great about Black & Scholes (B-S) pricing formula? Why is it so popular?
  3. Sample Research Proposal: Real Effects of SPACs intervention on the economy
  4. Sample Literature Review: Literature Review on Money Market Mutual Funds
  5. Sample Referee Report: Referee Report on "Do Index Funds Monitor - Heath, Macciocchi, Michaely, Riggenberg (RFS, 2022)"
  6. Volatility Spillovers in Indian Commodity Markets (2016)
  7. Evolutionary Algorithms based (non-linear) approach to Multi-Objective Portfolio Optimization (Masters Thesis, 2016)

Research Papers discussed by me

  1. Pricing the term structure with linear regressions - Adrian, Crump, Moench (JFE, 2013)
  2. Taming the Factor Zoo - Feng, Giglio, Xiu (JF, 2020)
  3. Banks Response to Government Aid - Duchin, Sosyura (JFE, 2014)
  4. Economic Significance in Corporate Finance Research - Mitton (RCFS, 2022)
  5. Asset Pricing Replication of 3 papers - Campbell and Ammer (JF, 1993) - Campbell and Shiller (RES, 1991) - Fama and Bliss (AER, 1987)
  6. Asset Pricing Replication of 4 papers - DeMiguel, Garlappi, Uppal (RFS, 2009) - Fama and French (JF, 1992) - Balduzzi and Robotti (JBES, 2008) - Hansen and Jagannathan (JF, 1997)

More to follow soon