Ravi Agarwal

O.P. Jindal Global University (JGU)

Professor and Vice Dean

Sonipat Narela Road

Near Jagdishpur Village

Sonipat, Haryana 131 001

India

http://www.jgbs.edu.in/content/ravi-agarwal

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

1.

Banking Risk Management in India and RBI Supervision

Number of pages: 26 Posted: 14 Sep 2009
Diksha Arora and Ravi Agarwal
BIMTECH and O.P. Jindal Global University (JGU)
Downloads 2,534 (4,713)

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Banking supervision, Bank risks, Risk management

2.

Impact of Derivatives on Stock Market

Indian Finance Summit, January 2009
Number of pages: 18 Posted: 12 Nov 2009 Last Revised: 13 Nov 2009
O.P. Jindal Global University (JGU), Birla Institute of Management Technology (BIMTECH), Deloitte Touche Tohmatsu India and affiliation not provided to SSRN
Downloads 1,857 (7,985)

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derivatives, volatility, impact, spot prices, derivatives and spot market, GARCH

3.

Determination of Swap Ratio in Merger: Case of Reliance Natural Resources Ltd. and Reliance Power Ltd. Merger

Number of pages: 14 Posted: 31 Jul 2010
Ravi Agarwal and Vignesh Ramakrishnan
O.P. Jindal Global University (JGU) and Birla Institute of Management Technology
Downloads 1,029 (20,231)

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Merger, Swap Ratio, Exchange Ratio, DCF, Indian Big Company

4.

Critical Analysis of Stock Selection Strategies of Growth Mutual Funds in India: Application of Sharpe Optimization Technique

Number of pages: 18 Posted: 16 Jan 2010 Last Revised: 15 Feb 2010
Ravi Agarwal and Wasif Mukhtar
O.P. Jindal Global University (JGU) and Deloitte Touche Tohmatsu India
Downloads 475 (57,947)

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Mutual Funds Performance, Portfolio, Sharpe Optimization

5.

Improvising Portfolio Value at Risk Using Filtered Historical Simulation

Number of pages: 16 Posted: 17 Jan 2010
Nataraj K., Malvika Gupta, Sone Kanwar and Ravi Agarwal
Birla Institute of Management Technology (BIMTECH), Birla Institute of Management Technology (BIMTECH), Birla Institute of Mangement Technology and O.P. Jindal Global University (JGU)
Downloads 377 (76,405)

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Value at Risk, GARCH, Historical Simulation, Filtered Historical Simulation

6.

Mispricing in Indian Derivatives Markets: An Analytical Study of Options Contracts

Number of pages: 26 Posted: 14 Sep 2009
Neelam Mundhra and Ravi Agarwal
BIMTECH and O.P. Jindal Global University (JGU)
Downloads 340 (86,173)

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Derivatives, Option pricing, BSOPM, Volatility

7.

Epanechnikov Kernel Estimation of Value at Risk

Number of pages: 20 Posted: 18 Jan 2010 Last Revised: 19 Feb 2010
Ravi Agarwal and Vignesh Ramakrishnan
O.P. Jindal Global University (JGU) and Birla Institute of Management Technology
Downloads 301 (98,525)

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Value at Risk, Kernel estimation, Risk Management

8.

Options Mispricing in Indian Derivative Markets: A Multiple Models Application Framework

Number of pages: 21 Posted: 18 Jan 2010 Last Revised: 20 Feb 2010
O.P. Jindal Global University (JGU), Deloitte Touche Tohmatsu India, Birla Institute of Management Technology (BIMTECH), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 231 (129,870)

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Derivatives, BSOPM, Implied Volatility

9.

Phased Investment Planning: Applying Real Options Valuation to a Small Manufacturing Firm

Number of pages: 27 Posted: 22 Oct 2009 Last Revised: 28 Oct 2009
Wasif Mukhtar and Ravi Agarwal
Deloitte Touche Tohmatsu India and O.P. Jindal Global University (JGU)
Downloads 200 (148,972)

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valuation, real options, DCF

10.

A Comprehensive Analysis and Optimization of the HRA and Procurement of Property

Number of pages: 23 Posted: 31 Jul 2010
Ravi Agarwal and Vignesh Ramakrishnan
O.P. Jindal Global University (JGU) and Birla Institute of Management Technology
Downloads 53 (371,364)

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House Rent Allowance, Income Tax, Property, Taxation, Optimization