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Saravanan A

Pondicherry University, Quantitative Finance, Dept of statistics

Faculty

India

  • Pondicherry University, Quantitative Finance, Dept of statistics

SCHOLARLY PAPERS

7

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1,258

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0

Scholarly Papers (7)

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1.

Optimal Portfolio Construction with Nifty Stocks (An Analytical Prescription for Investors)

Advances In Management, Vol. 5 (8) Aug. (2012)
Number of pages: 7 Posted: 22 Mar 2018
Saravanan A and P Natarajan
Pondicherry University, Quantitative Finance, Dept of statistics and Pondicherry University
Downloads 431 (172,704)

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Portfolio Construction, Single Index Model, Optimal Portfolio, Risk and Return Trade Off, Diversification, Nifty, Share Market Investment

2.

Relationship between Spot and Futures Markets of Selected Agricultural Commodities: An Efficiency and Causation Analysis

Journal of Business & Financial Affairs, Vol. 5(1), January 2016
Number of pages: 19 Posted: 04 Jul 2017
Velmurugan Palaniappan Shanmugam, Raghavendra R. H. Raghu and Saravanan A
Central University of Tamilnadu, Pondicherry University, School of Management, Students and Pondicherry University, Quantitative Finance, Dept of statistics
Downloads 213 (366,366)

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Agriculture, Price Discovery, Regression Model, Futures, Cointegration

3.

Lead - Lag Relationship between Spot and Futures Market of Indian Metal Commodity Market

The IASMS Journal of Business Spectrum, Forthcoming
Number of pages: 17 Posted: 04 Jul 2017
Velmurugan Palaniappan Shanmugam, Saravanan A and Raghavendra R. H. Raghu
Central University of Tamilnadu, Pondicherry University, Quantitative Finance, Dept of statistics and Pondicherry University, School of Management, Students
Downloads 174 (433,279)

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Co-Integration, Causality, Aluminium, Copper, Lead, Nickel and Zinc

4.

A Comparative Study on Investing in Gold Related Assets

ELK ASIA PACIFIC JOURNAL OF FINANCE AND RISK MANAGEMENT, 2013
Number of pages: 9 Posted: 30 Jun 2017
Velmurugan Palaniappan Shanmugam, Saravanan A and Raghavendra R. H. Raghu
Central University of Tamilnadu, Pondicherry University, Quantitative Finance, Dept of statistics and Pondicherry University, School of Management, Students
Downloads 160 (477,517)

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Gold investment, Gold ETF, Gold MFs

5.

Cointegration between Spot and Future Prices of Major Currencies Traded in India

ELK Asia Pacific Journal of Finance & Risk Management, Forthcoming
Number of pages: 10 Posted: 03 Jul 2017
Velmurugan Palaniappan Shanmugam, Saravanan A and Raghavendra R. H. Raghu
Central University of Tamilnadu, Pondicherry University, Quantitative Finance, Dept of statistics and Pondicherry University, School of Management, Students
Downloads 122 (588,531)

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Cointegration, Currency Futures, Relationship between Spot and Future Market

6.

Efficiency in Agricultural Spice Commodities Futures Markets in India

Number of pages: 23 Posted: 30 Jun 2017
Velmurugan Palaniappan Shanmugam, Raghavendra R. H. Raghu and Saravanan A
Central University of Tamilnadu, Pondicherry University, School of Management, Students and Pondicherry University, Quantitative Finance, Dept of statistics
Downloads 110 (640,165)

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Agri Commodity market, Granger Causality test, Futures Market, Spices market

7.

An Empirical Analysis of Efficiency in Asian Pacific Public Debt Market

Number of pages: 19 Posted: 30 Jun 2017
Velmurugan Palaniappan Shanmugam, Saravanan A and B. Treemurutulu
Central University of Tamilnadu, Pondicherry University, Quantitative Finance, Dept of statistics and Pondicherry University, School of Management, Students
Downloads 48 (1,086,013)

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Sovereign bond yields, Causality, Co-integration, Public Debt