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Pricing of a bank's portfolio through a dynamic game

Majumder, Debasish - In: Journal of quantitative economics : journal of the … 7 (2009) 1, pp. 119-143

Persistent link: https://www.econbiz.de/10009927468

Pricing of a bank's portfolio through a dynamic game

Majumder, Debasish - In: Journal of quantitative economics : official journal of … 7 (2009) 1, pp. 119-143

Persistent link: https://www.econbiz.de/10009153690

Asset pricing when market sentiments regulate asset-returns : evidences from emerging markets

Majumder, Debasish - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 89-117

Persistent link: https://www.econbiz.de/10010337919

When the market becomes inefficient : comparing BRIC markets with markets in the USA

Majumder, Debasish - In: International review of financial analysis 24 (2012), pp. 84-92

Persistent link: https://www.econbiz.de/10009688164

Towards an efficient stock market : empirical evidence from the Indian market

Majumder, Debasish - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 4, pp. 572-587

Persistent link: https://www.econbiz.de/10010127340

Asset pricing for inefficient markets : evidence from China and India

Majumder, Debasish - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 282-291

Persistent link: https://www.econbiz.de/10010467331

Inefficient markets and credit risk modeling: Why Merton's model failed

Majumder, Debasish - In: Journal of policy modeling : JPMOD ; a social science … 28 (2006) 3, pp. 307-318

Persistent link: https://www.econbiz.de/10003307107

Value-at-risk based on time-varying risk tolerance level

Majumder, Debasish - In: Theoretical economics letters 8 (2018) 1, pp. 111-118

Persistent link: https://www.econbiz.de/10011842096

Inefficient markets and credit risk modeling: Why Merton's model failed

Majumder, Debasish - In: Journal of Policy Modeling 28 (2006) 3, pp. 307-318

Persistent link: https://www.econbiz.de/10005502860

Asset pricing for inefficient markets: Evidence from China and India

Majumder, Debasish - In: The Quarterly Review of Economics and Finance 54 (2014) 2, pp. 282-291

Over last four decades, evidence of market inefficiencies has been widely documented by several scholars for all major stock markets in the globe. Chinese and Indian markets are not exempt. Inefficiencies in these markets are described by many authors as roots of all mispricing. Mispricing might...

Persistent link: https://www.econbiz.de/10010776549