Sanghamitra Bhattacharyya

Indian Institute of Technology (IIT), Madras

Sardar Patel Road

Guindy

Chennai, TN Tamil Nadu 600036

India

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Asset Pricing and Optimal Portfolio Choice in the Presence of Human Capital

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 11 Posted: 16 Feb 2007
Shijin S., G. ArunKumar and Sanghamitra Bhattacharyya
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT), Madras
Downloads 267 (112,185)

Abstract:

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Capital Asset Pricing Model (CAPM), Intertemporal Capital Asset Pricing (ICAPM), Equilibrium Multifactor model, Human capital, VAR estimates, Granger Causality/Block Exogeneity Wald Tests, Seemingly Unrelated Regression Estimation (SURE), Impulse Response Functions (IRF)

2.

Human Capital and Predictable Stock Returns: A Dynamic Asset Pricing Approach

Number of pages: 19 Posted: 27 Aug 2007
Shijin S., G. ArunKumar and Sanghamitra Bhattacharyya
Indian Institute of Technology (IIT), Madras, Indian Institute of Technology (IIT), Madras and Indian Institute of Technology (IIT), Madras
Downloads 138 (205,664)

Abstract:

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Human Capital, Asset Prising, Size, Value, Market Risk