Dr. Pankaj Sinha is a Professor at  the Faculty of Management Studies.  He received his Ph.D. degree in Bayesian Econometrics from the University of Delhi. He received professional training in business case teaching from Harvard Business School, Boston. Dr. Sinha’s research, professional and teaching interests revolve around the areas of Bayesian econometrics, financial forecasting, financial engineering, financial mathematics, financial risk management,  investment analysis and computational finance. He has published papers in leading academic international journals as well as in international conferences. He reviews articles for reputed international journals in the area of Finance, Investments, Financial Risk Management and Economics published by Springer, Elsevier, Sage and Emerald.

He teaches security analysis, portfolio management, financial modeling, forecasting, financial derivatives, financial engineering, quantitative analysis of financial decisions, financial risk management, algorithemic trading  and Statistics to students of MBA at Faculty of Management Studies. He taught Quantitative Economics to probationers of Indian Economics Service at Institute of Economic Growth since 2004 to 2016. Ten students have received Ph.D. degree under his guidance and supervision at FMS, University of Delhi.His Ph.D. students worked on various topics in the area of Finance, Banking,Risk Management, Capital Structure,Capital Markets, Commodity Markets, Derivatives and Microfinance Institutions.

Over the years, he has delivered lectures on financial econometrics, computational finance, advanced quantitative methods, financial modeling, financial risk management, investments, algorithmic trading and advanced forecasting in India, USA and Europe. He has been regularly invited as a key speaker at IIMs, IITs, MDI, Gurgaon, National Labour Institute, National Academy of Customs Excise & Narcotics, National Academy of Direct Taxes, GAIL and National Institute of Criminology and Forensic Science. Dr. Sinha also has expertise in the area of Bayesian evaluation of forensic evidence and Probability of guilt. He is associated with the various training programmes for higher judicial officers, forensic scientists and police officers conducted by NICFSc, Ministry of Home affairs.

Dr. Sinha has rich administrative experience at the University of Delhi, he  worked as  Dean (Planning), Dean (Works), Chairman of Delhi University Sports Council, Chairman of Shaheed Sukhdev College of Business Studies and Chairman & member of various high-level administrative committees related to Planning, Budgeting, Auditing, Recruitment, Promotions, and Admissions at the University of Delhi, IIFT, IIMS, IITS, BITS Pilani, AICTE, NBA, ICSSR, IEG, and Central Universities. 


http://econpapers.repec.org/RAS/psi282.htm

https://scholar.google.co.in/citations?user=sRptgSAAAAAJ&hl=en&authuser=1

Courses taught by Dr. Sinha:

Security Analysis, Portfolio Management, Financial Modeling, Forecasting  Quantitative Analysis of Financial Decisions and Agorithmic Trading  to MBA (II year) students.

Financial Derivatives and Financial Engineering to MBA (II year) students.

 Probability Theory and Statistical Methods to MBA (I year) students.

Financial Risk Management to MBA (II year) students

Econometrics and Research Methodology to Ph.D. students.

Quantitative Economics, Statistical Decision Making and Forecasting to Probationers of Indian Economics Service at Institute of Economic Growth.

  Number of Ph.Ds Produced at FMS: "TEN"

Ph.D. in Bayesian Econometrics (1986-1992): University of Delhi
Thesis title: Robustness of Statistical Prediction to Non Normal Prior Distributions
Thesis Advisors: Prof. Ashok k Bansal
Thesis Examiners: Prof. Seymour Geisser, University of Minnesota; Prof. Arjun Gupta, Bowling Green State University; Prof. S. K. Bhattacharya, University of Allahabad.
M.Sc. (1982-84) in Statistics: Department of Mathematics and Statistics, University of Gorakhpur, specialization in Econometrics and Mathematical Economics.
First Position in the University.
Qualified UGC(NET) JRF Examination 1987 in Econometrics. First rank in the test.
Computational proficiency in C-programming, Matlab,EViewes, Stata, SPSS, SAS and WinBUGS.

Bayesian econometrics, forecasting, financial econometrics, financial engineering, financial markets, financial mathematics, computational finance, financial risk management and investment analysis.

Participated in Case Writing and Course Development Seminar organized by Harvard Business School at Mumbai, March 12-15, 2012 Mumbai, India

Participated in Harvard Business School's Global Colloquium on Participant-Centered Learning (GCPCL) held at Harvard Business School, Boston, July 24- July31, 2011, Boston USA.

Sinha, Pankaj,(2010), Hedging Greeks for a portfolio of options using linear and quadratic programming. Paper presented at the International Symposium of Forecasting, June 19 - 23, 2010, San Diego, California.

Sinha, Pankaj,(2007), Hierarchical Bayes prediction in Ray Fair’s Presidential Vote Model. Paper presented at the International Symposium of Forecasting,, June 24-27, 2007, New York.

Sinha, Pankaj,(2007),Hierarchical Bayes Approach to Prediction in a Regression Model. Paper presented at the 43rd Annual Conference of the Indian Econometric society, January 5-7, 2007, IIT Bombay.

Sinha, Pankaj,(2006),Hierarchical Bayes Approach to Prediction. Paper presented at the International Symposium on Economic Theory, Policy and Applications, August 21-23, 2006, Athens, Greece.

Sinha, Pankaj, (1996), Bayes Estimates for Inverse Gaussian Distribution with Truncated Edgeworth Prior. Paper presented at the National Seminar on Bayesian Statistics and its Applications, April 6- 8, 1996, B.H.U., Varansi.

Sinha, Pankaj,(1991),Sensitivity of Optimum Treatment Allocation To a Non-Normal Prior. Paper presented at the Fourth Valencia International Meeting on Bayesian Statistics, April 15-20, 1991, Peniscola, Spain.

Memberships of Professional Bodies:
International Institute of Forecasters, New York
Indian Society of Probability and Statistics
Indian Econometrics Society

1. Sinha Pankaj and Grover Naina (2021), Interrelationship Among Competition, Diversification and Liquidity Creation: Evidence from Indian Banks, Margin—The Journal of Applied Economic Research, Vol 15: 2 (2021): 183–204.

2. Sinha Pankaj and Sawaliya Priya (2021), Financial Constraints, Stock Returns and R&D in Indian Stock Market, Vision- The Journal of Business Perspective, Volume: 25 issue: 2, 192-200.

3. Sinha Pankaj, Navin Nitin (2020), Performance of Self-help Groups in India, Economic Political Weekly, March 31, 2020 vol LVI No 5, 36-43.

4. Sinha Pankaj and Sawaliya Priya (2020), Behaviour of Asset Pricing in pre and post Crisis Period: an evidence from India, Finance India, Vol XXXIV NO.3, 919- 942.

5. Navin Nitin and Sinha Pankaj (2019), Market Structure and Competition in the Indian Microfinance Sector, VIKALPA The Journal for Decision Makers 44(4), 167–181.

6. Navin Nitin and Sinha Pankaj (2019), Competition and Market Power of Microfinance institution in India, The Microfinance Review, Volume X I(2),1–17.

7. Sinha Pankaj, Sharma Sakshi (2018), Dynamics of Competition in the Indian Banking Sector, Economic Political Weekly, March 31, 2018 vol LIII No 13, pp 144-152.

8. Sinha, Pankaj and Sharma, Sakshi, (2018), Relationship between Financial Stability, Concentration and Competition in Indian Banking Sector, Journal of Business Studies Vol.10, p03-14.

8. Sinha Pankaj, Srinivas Sandeep (2018), Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model, The Journal of Prediction Markets, Vol 12, No 1 pp 20-42.

9. Sinha, Pankaj and Agnihotri, Shalini. (2018). Bayesian and EVT Value-At-Risk Estimates of India’s Non-Financial Firms, Journal of International Business and Economy, 19(1): 50-75.

10. Sinha, Pankaj and Agnihotri, Shalini. (2017). Does Brownian Risk Matter in Debt or Equity Issuance and Repurchase Decision in Indian Non-financial companies, Journal of International Business and Economy, 18(1): 49-69

11. Sinha Pankaj, Agnihotri Shalini, (2016), Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivariate GJR-GARCH”, Global Business Review, 17(5) 1–17.

12. Sinha, Pankaj & Sharma, Sakshi, 2016. "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," Journal of System Assurance Engineering and Management, DOI 10.1007/s13198-015-0388-9. (Springer)

13. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, (2016), "Market Valuation and Risk Assessment of Indian Banks using Black-Scholes -Merton Model”, Finance India Vol. XXX No 1, 65-84.

14. Sinha Pankaj & Sharma Sakshi, (2016). “Operational risk: Impact Assessment of the revised standardized approach on Indian Banks, Journal of Operational Risk, vol. 11, No 2, 1-12.

15. Vardhan, Harsh & Sinha, Pankaj, (2016). “Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models”, Journal of Emerging Market Finance 15(1) 1–35.

16. Sinha Pankaj, Agnihotri Shalini, 2015. "Impact of non-normal return and market capitalization on estimation of VaR", Journal of Indian Business Research, Vol. 7 Issue: 3, pp.222 – 242.

17. Sinha, Pankaj & Mathur, Kritika, 2015. "Price, Return and Volatility Linkages of Base Metal Futures traded in India," International Research Journal of Finance and Economics, Issue 130. April 2015, 35-54.

18. Vardhan, Harsh, Sinha, Pankaj, and Vij, Madhu. 2015. Behavior of Indian sectoral stock price indices in the post-subprime crisis period”, Journal of Advances in Management Research, Vol. 12 Issue 1 pp. 15 – 29.

19. Sinha, Pankaj & Kohli, Deepti. 2015, "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variable, A. Global Business Review. PP 1-15.

20. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay. 2015. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm,” International Journal of System Assurance Engineering and Management, vol6, issue 4, 447-465.

21. Sinha, Pankaj & Mathur, Kritika, (2014). "Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System," 'Agricultural Situation in India' Vol. LXXI No 8, 1-1

22. Sinha, Pankaj & Mathur, Kritika (2013) Securities Transaction Tax and Stock Market - An Indian Experience " Finance India, Vol. xxvii, No 2, pp 441-452

23. Sinha, Pankaj & Bansal, Vishakha (2013) Capital structure puzzle: the interrelationship between leverage, taxes and other microeconomic factors, International Research Journal of Finance and Economics, Issue 116 32-48.

24. Sinha, Pankaj & Bansal, Vishakha (2013), “Role of personal taxes in capital structure decisions: Evidence from India”, Business and Economic Horizons, Volume 9 (3), November, 41-55.

25. Sinha, Pankaj & Mathur, Kritika (2012), Evolution of Security Transaction Tax in India, International Journal of Intelligent Technologies and Applied Statistics, Vol.5, No.4, pp..405-422.

26. Sinha, Pankaj, Sharma, Aastha & Singh, Harsh Vardhan (2012), Prediction for the 2012 United States Presidential election using multiple regression model, The Journal of Prediction Market, Vol 6 (2), 78-98.

27. Sinha, Pankaj & Goel, Lavleen (2012) Algorithm for construction of portfolio of stocks using Treynor’s ratio, Journal of Applied Research in Finance, Volume IV, Issue 1(7), 56-63.

28. Sinha Pankaj, Gupta Sushant & Randev Nakul, (2011), Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession, Journal of Applied Economic Sciences, 6(1(15)/ Sp), pages 43-60.

29. Sinha, Pankaj & Dutta, Dipanwita, 2011. "Modelling profitability of Indian banks," Research Journal of Social Sciences and Management, vol. 1. Number 4, 1-14.

30. Sinha Pankaj, Gupta Akshay & Mudgal Hemant, (2010), Active Hedging Greeks of an Options Portfolio Integrating Churning and Minimization of Cost of Hedging Using Quadratic & Linear Programing, Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 1-14.

31. Sinha, Pankaj and Johar, Archit, (2010), Hedging Greeks for a portfolio of options using linear and quadratic programming, Journal of Prediction Markets, 4(1), p;17-26.

32. Sinha, Pankaj and Prabha, Jayaraman,(2010), Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II -contaminated class of prior distributions, Defence Science Journal,60(4),21-29.

33. Manjrekar, R. and Sinha, Pankaj, (2010), Myopic investment view of the Indian mutual fund industry, Economic and Political Weekly, XLV (26&27),13-17.

34. Sinha, Pankaj, V Singh, and V Gothi,(2010), Evaluation of riskiness of Indian Banks and probability of book value insolvency, International Research Journal of Finance and Economics, (38), p7-12.

35. Sinha, Pankaj and Johar, Archit, (2009), Algorithm for payoff calculation for option trading strategies using vector terminology, Journal of Applied Economic Sciences, 4(2)p;273-281.

36. Sinha, Pankaj and Bansal, Ashok, (2008), Bayesian Optimization Analysis with MLII -Contaminated Prior, Journal of Applied Statistics,35(3), p;203-211.

37. Sinha, Pankaj and Bansal, Ashok, (2008), Hierarchical Bayes Prediction for the 2008 US Presidential Election, Journal of Prediction Markets,2(3), p 47-59.

38. Bansal, Ashok and Sinha, Pankaj, (1993), Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for the Mean, Journal of the Korean Statistical Society,22(2), p235-247.

39. Bansal, Ashok and Sinha, Pankaj, (1992), Sensitivity of Bayesian Sampling Inspection Schemes to a Non-Normal Prior Distribution, Journal of Applied Statistics, 19(1), p103-109.

40. Bansal, Ashok and Sinha, Pankaj, (1992), Sensitivity of Bayes Estimates of Reliability and Reliable Life to a Non-Standard Prior, Defence Science Journal,42(2), p121-125.

Working Papers:

1. Sinha, Pankaj & Grover, Naina, 2019. "Estimation of liquidity created by banks in India, "MPRA Paper 92563, University Library of Munich, Germany.

2. Grover, Naina & Sinha, Pankaj, 2019. "Determinants, Persistence and value implications of liquidity creation: An evidence from Indian Banks," MPRA Paper 94280, University Library of Munich, Germany.

3. Vodwal, Sandeep & Bansal, Vishakha & Sinha, Pankaj, 2019. "Impact of Financial Crisis on Determinants of Capital Structure of Indian Non-financial Firms: Estimating Dynamic Panel Data Model using Two-Step System GMM," MPRA Paper 95482, University Library of Munich, Germany.

4. Sawaliya, Priya & Sinha, Pankaj, 2018. "Behaviour of asset pricing models in pre and post-recession period: an evidence from India," MPRA Paper 93084, University Library of Munich, Germany, revised 22 Jan 2019.

5. Sinha, Pankaj & Navin, Nitin, 2018. "Indian Microfinance Sector: An Overview," MPRA Paper90478, University Library of Munich, Germany.

6. Sinha, Pankaj & Mathur, Kritika, 2016. "Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India," MPRA Paper 72966, University Library of Munich, Germany.

7. Sinha, Pankaj & Sharma, Sakshi, 2016. "Relationship of financial stability and risk with market structure and competition: evidence from Indian banking sector," MPRA Paper 72247, University Library of Munich, Germany.

8. Sinha, Pankaj & Mathur, Kritika, 2016. "Empirical Analysis of Developments in the Day Ahead Electricity Markets in India," MPRA Paper 72969, University Library of Munich, Germany.

9. Sinha, Pankaj & Nagarnaik, Ankit & Raj, Kislay & Suman, Vineeta, 2016. "Forecasting United States Presidential election 2016 using multiple regression models," MPRA Paper 74641, University Library of Munich, Germany, revised 17 Oct 2016.

10. Sinha, Pankaj & Sharma, Sakshi, 2016. "Derivative use and its impact on Systematic Risk of Indian Banks: Evidence using Tobit model," MPRA Paper 72251, University Library of Munich, Germany.

11. Sinha, Pankaj & Mathur, Kritika, 2016. "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper72967, University Library of Munich, Germany.

12. Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan, 2016. "Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model," MPRA Paper 74618, University Library of Munich, Germany, revised 17 Oct 2016.

13. Vardhan, Harsh & Sinha, Pankaj, 2015. "Influence of Macroeconomic Variable on Indian Stock Movement: Cointegration Approach," MPRA Paper 64369, University Library of Munich, Germany, revised 10 May 2015.

14. Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.

15. Sinha, Pankaj & Agnihotri, Shalini, 2015. "Macroeconomic risk and firms financing decision: An empirical panel data investigation using system GMM," MPRA Paper 67088, University Library of Munich, Germany, revised 30 Sep 2015.

16. Sinha, Pankaj & Sharma, Sakshi & Ghosh, Sayan, 2015. "An empirical analysis of competition in the Indian Banking Sector in dynamic panel framework," MPRA Paper 68556, University Library of Munich, Germany, revised 28 Dec 2015.

17. Mathur, Kritika & Sinha, Pankaj, 2014. "Dynamics of Day-Ahead Trading of Electricity in India," MPRA Paper 59934, University Library of Munich, Germany.

18. Vardhan, Harsh & Sinha, Pankaj, 2014. "Influence of Foreign Institutional Investments (FIIs) on the Indian stock market," MPRA Paper 53611, University Library of Munich, Germany.

19. Sinha, Pankaj & Bansal, Vishakha, 2014. "Interrelationship between taxes, capital structure decisions and value of the firm: A panel data study on Indian manufacturing firms," MPRA Paper 58310, University Library of Munich, Germany, revised 30 Jul 2014.

20. Sinha, Pankaj & Sharma, Sakshi, 2014. "Determinants of bank profits and its persistence in Indian Banks: A study in a dynamic panel data framework," MPRA Paper 61379, University Library of Munich, Germany, revised 16 Jan 2015.

21. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.

22. Sinha, Pankaj & Mathur, Kritika, 2014. "Efficient Indian Commodity Markets – Need for Comprehensive Warehousing System," MPRA Paper 59930, University Library of Munich, Germany.

23. Sinha, Pankaj & Agnihotri, Shalini, 2014. "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper 58303, University Library of Munich, Germany.

24. Kohli, Deepti & Sinha, Pankaj, 2014. "A Review Paper on Carbon Trading," MPRA Paper 69455, University Library of Munich, Germany, revised 30 Jan 2016.

25. Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013. "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper 47442, University Library of Munich, Germany.

26. Sinha, Pankaj & Kohli, Deepti, 2013. "Modeling exchange rate dynamics in India using stock market indices and macroeconomic variables," MPRA Paper 45816, University Library of Munich, Germany.

27. Sinha, Pankaj & Singhal, Anushree, 2013. "FDI in Retail in India: An Empirical Analysis, "MPRA Paper 46833, University Library of Munich, Germany.

28. Sinha, Pankaj & Mathur, Kritika, 2013. "International Linkages of Agri-Processed and Energy commodities traded in India," MPRA Paper 50214, University Library of Munich, Germany, revised 26 Sep 2013.

29. Vardhan, Harsh & Vij, Madhu & Sinha, Pankaj, 2013. "Insight of Indian sector indices for the post subprime crisis period: a vector error correction model approach," MPRA Paper 49962, University Library of Munich, Germany.

30. Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.

31. Sinha, Pankaj & Mathur, Kritika, 2013. "Price, Return and Volatility Linkages of Base Metal Futures traded in India," MPRA Paper 47864, University Library of Munich, Germany.

32. Sinha, Pankaj & Mathur, Kritika, 2013. "A study on the Price Behavior of Base Metals traded in India," MPRA Paper 47028, University Library of Munich, Germany.

33. Sinha, Pankaj & Bansal, Vishakha, 2013. "Capital structure puzzle: the interrelationship between leverage, taxes and other microeconomic factors," MPRA Paper 49878, University Library of Munich, Germany, revised 17 Sep 2013.

34. Sinha, Pankaj & Jayaraman, Prabha, 2012. "Empirical analysis of the forecast error impact of classical and Bayesian beta adjustment techniques," MPRA Paper 37662, University Library of Munich, Germany.

35. Sinha, Pankaj & Mathur, Kritika, 2012. "Evolution of security transaction tax in India," MPRA Paper 40165, University Library of Munich, Germany.

36. Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun, 2012. "Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models," MPRA Paper 42062, University Library of Munich, Germany.

37. Sinha, Pankaj & Singhal, Anushree & Sondhi, Kriti, 2012. "Economic scenario of United States of America before and after 2012 U.S. Presidential Election," MPRA Paper 41886, University Library of Munich, Germany.

38. Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.

39. Sinha, Pankaj & Singhal, Anushree, 2012. "A note on Corporate Governance in Public Sector Undertakings in India," MPRA Paper 41038, University Library of Munich, Germany.

40. Sinha, Pankaj & Sathiyanarayanan, Nataraj, 2012. "Valuation of 2G spectrum in India- A real option approach," MPRA Paper 40470, University Library of Munich, Germany.

41. Sinha, Pankaj & Goyal, Lavleen, 2012. "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper 40134, University Library of Munich, Germany.

42. Sinha, Pankaj & Bansal, Vishakha, 2012. "Algorithm for calculating corporate marginal tax rate using Monte Carlo simulation," MPRA Paper 40811, University Library of Munich, Germany.

43. Sinha, Pankaj & Sharma, Aastha & Singh, Harsh Vardhan, 2012. "Prediction for the 2012 United States Presidential Election using Multiple Regression Model," MPRA Paper 41486, University Library of Munich, Germany.

44. Sinha, Pankaj & Arya, Deepshikha & Singh, Shuchi, 2012. "Evolution of Financing Needs in Indian Infrastructure," MPRA Paper 38741, University Library of Munich, Germany.

45. Sinha, Pankaj & Sharma, Gopalakrishna & Shah, Akash & Singh, Abhijeet, 2011. "Algorithms for merging tick data and data analysis for Indian financial market," MPRA Paper 32058, University Library of Munich, Germany.

46. Sinha, Pankaj & Dutta, Dipanwita, 2011. "Modelling profitability of Indian banks," MPRA Paper 31156, University Library of Munich, Germany.

47. Sinha, Pankaj & Gupta, Sushant, 2011. "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper 31253, University Library of Munich, Germany.

48. Sinha, Pankaj & Arora, Varun & Bansal, Vishakha, 2011. "Determinants of Public Debt for middle income and high-income group countries using Panel Data regression," MPRA Paper32079, University Library of Munich, Germany.

49. Sinha, Pankaj & Mudgal, Hemant, 2011. "Valuation of 3G spectrum license in India: A real option approach," MPRA Paper 31281, University Library of Munich, Germany.

50. Sinha, Pankaj & Gupta, Akshay, 2011. "Analysis of WIMAX/BWA Licensing in India: A real option approach," MPRA Paper 31280, University Library of Munich, Germany.

51. Manjrekar, Rajesh & Sinha, Pankaj, 2010. "Myopic investment view of the Indian mutual fund industry," MPRA Paper 22458, University Library of Munich, Germany.

52. Sinha, Pankaj & Johar, Archit, 2010. "Hedging Greeks for a portfolio of options using linear and quadratic programming," MPRA Paper 20834, University Library of Munich, Germany.

53. Sinha, Pankaj & Gupta, Akshay & Mudgal, Hemant, 2010. "Active Hedging Greeks of an Options Portfolio integrating churning and minimization of cost of hedging using Quadratic & Linear Programing," MPRA Paper 25707, University Library of Munich, Germany.

54. Sinha, Pankaj & Sinha, Gyanesh, 2010. "Volatility Spillover in India, USA and Japan Investigation of Recession Effects," MPRA Paper 21873, University Library of Munich, Germany.

55. Sinha, Pankaj & Gupta, Sushant & Randev, Nakul, 2010. "Modeling & Forecasting of Macro-Economic Variables of India: Before, During & After Recession," MPRA Paper 26539, University Library of Munich, Germany.

56. Sinha, Pankaj & Taneja, Varundeep Singh & Gothi, Vineet, 2009. "Evaluation of riskiness of Indian Banks and probability of book value insolvency," MPRA Paper 15251, University Library of Munich, Germany.

57. Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.

58. Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.

59. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions," MPRA Paper 15396, University Library of Munich, Germany.

60. Sinha, Pankaj & Jayaraman, Prabha, 2009. "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions, "MPRA Paper 16528, University Library of Munich, Germany.

61. Sinha, Pankaj & Bansal, Ashok, 2008. "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper 10470, University Library of Munich, Germany.

Projects Supervised

Name of Student Course Title of Project

Pooja Kapoor, MBA(FT), Exchange rate modeling and forecasting: a perspective on emerging economies of Brazil, India and China.

Nikhil Bhiwapurkar, MBA(FT), Equity Research on Banking sector stocks in India.

Deepika Karpurapu, MBA(FT), Modeling and forecasting the spot prices of the commodity natural gas in the Indian context

Seema Rao, MBA(FT), Modeling and forecasting interest rates in India

Amrit Pal Singh, MBA(FT),To analyze the impact of India’s trade liberalization policy on the manufacturing sector through improvements in productivity.

Arvind Padmanabhan, MBA(FT), Carbon Trading: Industry analysis and trends.

Dhruv Gadh, MBA(FT), Modeling and forecasting of stock market volatility: a comparative study of the BRIC economies.

Ahana Namburi, MBA(FT), Forecasting Oil price volatility.

Aditi Jasia, MBA(FT), To assess the relationship between FDI inflow and GDP of Indian economy.

Rishi Gadia, MBA(FT), The misconceptions, approaches and methodologies used in the valuation

Vishal Gupta, MBA(FT),Valuation of Companies in the emerging market.

Nikhil Burange, MBA(FT), Style analysis of Indian mutual funds.

Anuk Manchanda, MBA(FT), Volatility: forecasting, application and mitigation

Ritika Rana, MBA(FT), The best way to mitigate volatility

Aniket Deshkar, MBA(FT), List parameters for portfolio construction and construct a portfolio of Indian stocks

Nimisha Srivastava, MBA(FT),Modeling and forecasting stock market volatility of S&P CNX Nifty index and informational Efficiency of the options market.

Karan Achpal, MBA(FT), A study of the impact of macro-economic variables on Indian stock index returns
Shubha Acharya, MBA(FT),Futures trading- comparison of portfolio hedging effectiveness using Nifty and individual stock futures

Shashi Shankar, MBA(FT),Interest rate modelling

Nikhil Aggarwal, MBA(FT), Evaluating technical analysis as a successful tool for equity investment

Presnjit Paik, MBA(FT), Valuation of stocks and bonds

Prashant Maheshwari, MBA(FT), Modelling the relationship between crude oil spot and future prices

Kaushik Kishore, MBA(FT),Impact of crude oil prices on S&P CNX 500 index

Vartika Nijhawan, MBA(FT), Relationship between exchange rate and stock prices in India

Barnali Saha, MBA(FT), Hedging effectiveness of currency futures

Pooja Makhija, MBA(FT), (1)Yield curve forecasting (2) Stock market and exchange rate correlation in India

Binay Kumar Singh, MBA(PT), Merger and Acquisition in telecom industry: a financial perspective

Pulak Neog, MBA(PT), A Study of a techno-economic model for hydrocarbon exploration investments opportunities evaluation and exploration project portfolio optimization

Vimal kumar Malviya, MBA(PT), A study of feasibility of public private partnership (PPP) projects

Yeshwant Andurkar, MBA(PT), Modelling and forecasting rupee-dollar exchange rate time series, with reference to inflation indices in India and USA

Gyanesh Sinha, MBA(FT), "Volatility Spillover in India, USA and Japan Investigation of Recession Effects”

Namrata Saigal, MBA(FT),“Performance Evaluation Research and Risk Analysis of Indian Banks”

Sushil Pasricha, MBA(FT),“Analysis and testing of multi factor models on Indian stock markets”

Arup Kumar Das, MBA(FT), Analyzing the risk-taking behavior of the hedge fund industry in relation with financial derivatives

Rahul Kallepalli, MBA(FT),“Real options Valuation for Strategic Decision Analysis”

Min Hyuk Lim, MBA(FT), “The impact of Macroeconomic variables on Stock market Indices in Korea”

Vidhi Srivastav, MBA(FT),“India in the great recession – Study of impact on macroeconomic variables and indications for the future”

Poonam Bhat, MBA(FT), “Impact of inflation on stock market volatility in India”

Madhukar Jha, MBA(FT), "Modeling and Forecasting Interest rate of India and China”

Sougata Roy, MBA(FT), “Credit Derivatives – Trend opportunities and challenges in India”
Siddharth Singh, MBA(FT), “Quantitative Analysis of Merger and Acquisition Deals “

Rajeev Kumar Singh, MBA(PT), “Project Finance Structuring and Feasibility for a Renewable power plant (Wind Energy) to be set up under a Public Private Partnership framework”

Amit Jain, MBA(PT), "Forecasting of Interurban Travel Demand”

Anokha Sharma, MBA(PT), “Study of Effects of Macro Economic Variables on Stock Markets in India”

Prem Prakash, MBA(PT), “Financial restructuring and revenue modeling of downstream power companies”