Vaibhav Lalwani

XLRI – Xavier School of Management

Jhajjar, Haryana

India

http://www.vaibhavfin.com

SCHOLARLY PAPERS

12

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Rank 81,878

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Top 81,878

in Total Papers Downloads

1,202

TOTAL CITATIONS

4

Ideas:
“  I am currently working on factor investing, climate risks in asset prices, and methodological uncertainty in asset pricing.  ”

Scholarly Papers (12)

1.

Empirical Asset Pricing via Machine Learning: The Role of Methodological Choices

Number of pages: 46 Posted: 22 May 2024 Last Revised: 16 Nov 2024
Vaibhav Lalwani, Vedprakash Meshram and Varun Jindal
XLRI – Xavier School of Management, Independent and Indian Institute of Management (IIMB), Bangalore
Downloads 270 (245,719)
Citation 1

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Asset Pricing, Machine Learning, Methodological Choices, Non-Standard Errors, Transaction Costs

2.

Mean-Variance Optimization of Factors and the Cross-Section of Stock Returns

Number of pages: 32 Posted: 18 Mar 2024 Last Revised: 09 Apr 2025
Vaibhav Lalwani
XLRI – Xavier School of Management
Downloads 249 (265,643)

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Mean-Variance Optimization, out-of-sample, optimal factor, asset-pricing

3.

Multi-factor Asset Pricing Models in Emerging and Developed Markets

Lalwani, V., & Chakraborty, M. (2020). Multi-factor asset pricing models in emerging and developed markets. Managerial Finance, 46(3), 360-380.
Number of pages: 25 Posted: 10 Apr 2024
Vaibhav Lalwani and Madhumita Chakraborty
XLRI – Xavier School of Management and Indian Institute of Management Lucknow
Downloads 107 (550,743)
Citation 1

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asset pricing, five factor model, empirical finance, quality factor, multifactor models

4.

The Value Relevance of Earnings for Factor Investors

Lalwani, V., & Chakraborty, M. (2024). Value Relevance of Earnings for Factor Investors. IUP Journal of Accounting Research & Audit Practices, 23(1).
Number of pages: 11 Posted: 10 Apr 2024
Vaibhav Lalwani and Madhumita Chakraborty
XLRI – Xavier School of Management and Indian Institute of Management Lucknow
Downloads 100 (578,417)

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aggregate earnings, factor investing, asset pricing, value relevance

5.

Incorporating Green Assets in Equity Portfolios

Finance Research Letters, Vol. 59, No. 104815, 2024
Number of pages: 16 Posted: 11 Mar 2024
Vaibhav Lalwani
XLRI – Xavier School of Management
Downloads 99 (582,459)
Citation 1

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Sustainable finance,Green investments,Portfolio choice,Portfolio optimisation,Transaction costs

6.

Are factor investing strategies successful out-of sample: evidence from the nifty indices

Applied Finance Letters 11, 94-108
Number of pages: 15 Posted: 08 Mar 2024
Vaibhav Lalwani
XLRI – Xavier School of Management
Downloads 94 (602,237)

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factor investing, anomalies, asset-pricing

7.

Predicting Intraday cryptocurrency returns–A Sparse Signals approach

Lalwani, Vaibhav, and Vedprakash Meshram. "Predicting Intraday cryptocurrency returns–A Sparse Signals approach." The Journal of Prediction Markets 15.1 (2021).
Number of pages: 11 Posted: 05 Apr 2024
Vaibhav Lalwani and Vedprakash Meshram
XLRI – Xavier School of Management and Independent
Downloads 73 (699,594)

Abstract:

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8.

Climate risks, corporate bonds, and economic uncertainty

Economics Letters, volume 244, 2024[10.1016/j.econlet.2024.111984]
Number of pages: 13 Posted: 22 Nov 2024
Vaibhav Lalwani
XLRI – Xavier School of Management
Downloads 56 (803,941)

Abstract:

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asset-pricing, global warming, climate risk, corporate bonds

9.

Forecasting Equity Returns with Oil Prices: Addressing Model Choice Uncertainty

Number of pages: 37 Posted: 03 Jan 2025
Vaibhav Lalwani and Udayan Sharma
XLRI – Xavier School of Management and Indian Institute of Management (IIM), Indore
Downloads 48 (865,180)

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JEL Codes: G17, G15 Forecasting, Extreme-bounds analysis, Oil prices, Stock returns

10.

Inflation Hedging via Tracking Portfolios in the BRICS Markets

Number of pages: 33 Posted: 07 Jan 2025
Vaibhav Lalwani and Vedprakash Meshram
XLRI – Xavier School of Management and Independent
Downloads 38 (965,502)

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Inflation hedging, tracking portfolios, inflation, out-of-sample, BRICS, emerging markets, inflation uncertainty JEL Codes: G11, G12: G17 Inflation hedging, tracking portfolios, inflation, out-of-sample, BRICS, emerging markets, inflation uncertainty JEL Codes: G11, G12, G17

11.

Asset Pricing Factors and Future Economic Growth

Economics Letters, Forthcoming
Number of pages: 9 Posted: 05 Apr 2024
Vaibhav Lalwani and Madhumita Chakraborty
XLRI – Xavier School of Management and Indian Institute of Management Lucknow
Downloads 38 (955,640)

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asset pricing, risk factors, economic growth

12.

Aggregate Earnings and Gross Domestic Product: International Evidence

Lalwani, V., & Chakraborty, M. (2020). Aggregate earnings and gross domestic product: International evidence. Applied Economics, 52(1), 68-84.
Number of pages: 46 Posted: 10 Apr 2024
Vaibhav Lalwani and Madhumita Chakraborty
XLRI – Xavier School of Management and Indian Institute of Management Lucknow
Downloads 30 (1,039,380)
Citation 1

Abstract:

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Aggregate earnings, economic growth, economic forecasts, leading indicator