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Volatility and stock prices: implications from a production model of asset pricing

Basu, Parantap; Samanta, Prodyot - In: Economics Letters 70 (2001) 2, pp. 229-235

Persistent link: https://www.econbiz.de/10005095312

A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements.

Basu, Parantap; Samanta, Prodyot

Persistent link: https://www.econbiz.de/10005611845

Volatility and stock prices: implications from a production model of asset pricing

Basu, Parantap; Samanta, Prodyot - In: Economics letters 70 (2001) 2, pp. 229-235

Persistent link: https://www.econbiz.de/10001537987

A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements

Basu, Parantap; Samanta, Prodyot - 1999

Persistent link: https://www.econbiz.de/10000950387

ERM: a strategic tool for hedging performance disruptions

Samanta, Prodyot - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 232-237

Persistent link: https://www.econbiz.de/10009883642

ERM: a strategic tool for hedging performance disruptions

Samanta, Prodyot - In: Journal of risk management in financial institutions 2 (2008/2009) 3, pp. 232-237

Persistent link: https://www.econbiz.de/10003865050

S-and-P indices and call option values under a CEV diffusion process

Samanta, Prodyot - 1995 - [Mikrofiche-Ausg.]

Persistent link: https://www.econbiz.de/10004351742

Basel disclosure by private and public sector banks in India: assessment and implications

Samanta, Prodyot; Dugal, Mohinder - In: Journal of Financial Regulation and Compliance 24 (2016) 4, pp. 453-472

Purpose The aim of this paper is to assess the nature and characteristics of regulatory risk management reporting by private and public sector banks in India. Design/methodology/approach Using a sample of 38 banks, a content analysis of their Basel II disclosure reports for the year 2012-2013 is...

Persistent link: https://www.econbiz.de/10014870887

S&P type indices and call option values under a CEV diffusion process

Samanta, Prodyot - 1995

Persistent link: https://www.econbiz.de/10001389994

Enterprise Risk Management - Independence, Control, Respect, and Communication: Best Practices in ERM

Azarchs, Tanya; Samanta, Prodyot - In: The RMA-journal 88 (2005) 1, pp. 36-41

Persistent link: https://www.econbiz.de/10007148300