User profiles for B. G. Arshanapalli

Bala G. Arshanapalli

Indiana University Northwest
Verified email at iu.edu
Cited by 2872

[BOOK][B] The basics of financial econometrics: Tools, concepts, and asset management applications

FJ Fabozzi, SM Focardi, ST Rachev, BG Arshanapalli - 2014 - books.google.com
An accessible guide to the growing field of financial econometrics As finance and financial
products have become more complex, financial econometrics has emerged as a fast-growing …

Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes

BG Arshanapalli, LN Switzer, K Panju - Journal of Asset Management, 2007 - Springer
Researchers and practitioners have devoted considerable attention to devising market-timing
strategies as potential value-enhancement tools. The success of such active or tactical …

Estimating the demand for risky assets via the indirect expected utility function

AJ Dalal, BG Arshanapalli - Journal of Risk and Uncertainty, 1993 - Springer
This article obtains demand functions for risky assets without making a priori assumptions
about the form of the utility function. In a simple portfolio model, the envelope theorem is …

Optimal hedging under output price uncertainty

BG Arshanapalli, OK Gupta - European Journal of Operational Research, 1996 - Elsevier
This paper provides a theoretical and empirical analysis of optimal hedging under output
price uncertainty. The theoretical analysis is facilitated by exploiting the duality between …

Are size, value, and momentum related to recession risk?

BG Arshanapalli, EL D'Ouville… - The Journal of Investing, 2004 - pm-research.com
The purpose of this study is to demonstrate that a good risk model should account for ever-changing
macroeconomic risks. An increase in the time-varying variances of HML and UMD …

[PDF][PDF] Effects of expected cash and futures prices on hedging and production: Comments and extensions

AJ Dalal, BG Arshanapalli - Journal of Futures Markets, 1989 - academia.edu
Arshanapalli is an Assistant Professor in the Department of Economics and Finance at the
University of Bridgeport. … DALAL AND ARSHANAPALLI … DALAL AND ARSHANAPALLI

Yes Virginia, diversification is still a free lunch

BG Arshanapalli, WB Nelson - The Journal of Wealth …, 2010 - search.proquest.com
Recent financial market turbulence led many analysts to question the efficacy of diversification.
This article uses changing correlations to show that diversification is still the tool that …

Simulation-Based Spending Rules for Investment Funds: Revision and Comparison to Other Methods

BG Arshanapalli, EL D'Ouville… - The Journal of Wealth …, 2002 - jwm.pm-research.com
The authors focus on the problem of determining the most appropriate cash withdrawal plan
from an investment portfolio and investigate different methodologies. They note that …

A New Endowment Distribution Plan

BG Arshanapalli, EL D'Ouville… - The Journal of Wealth …, 2004 - pm-research.com
The management of an endowment fund poses unique investment challenges. Obviously
there is the choice concerning the allocation of the endowment corpus between riskier …

[CITATION][C] Appendix E: model selection criterion: AIC and BIC

…, ST Rachev, BG Arshanapalli… - The basics of …, 2014 - John Wiley & Sons, Inc. Hoboken …