Vasant Naik

Economics, Econometrics and Finance · Social Sciences

9h-index1.3kcitations14works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(6), Stochastic processes and financial applications(6), Capital Investment and Risk Analysis(6), Monetary Policy and Economic Impact(5), Private Equity and Venture Capital(3)

Publications14 total

Asset Allocation with Macroeconomic Foundations: The Risk Factor Approach (a summary)
2015
The stock–bond correlation
The Journal of Investment Strategies·2014· 20 cited
Valuation and Return Dynamics of New Ventures
Review of Financial Studies·2003· 330 cited
Optimal Portfolios of Foreign Currencies
The Journal of Portfolio Management·2001· 34 cited
Portfolio Selection with Multiple Assets and Capital Gains Taxes
SSRN Electronic Journal·2001· 29 citedOpen Access
Leverage Constraints and the Optimal Hedging of Stock and Bond Options
SSRN Electronic Journal·1998· 3 citedOpen Access
Valuation and Return Dynamics of New Ventures
1998· 105 citedOpen Access
Optimal Investment, Growth Options, and Security Returns
The Journal of Finance·1998· 328 citedOpen Access
Optimal Investment, Growth Options, and Security Returns
SSRN Electronic Journal·1998· 428 citedOpen Access
Asset Prices in Dynamic Production Economies with Time Varying Risk
SSRN Electronic Journal·1998· 3 citedOpen Access
Valuation and Return Dynamics of Research and Development Ventures
SSRN Electronic Journal·1998· 4 citedOpen Access
Valuation and Return Dynamics of Research and Development Ventures
RePEc: Research Papers in Economics·1997· 5 cited
Chapter 2 Finite state securities market models and arbitrage
Handbooks in operations research and management science·1995· 14 cited
The Yield Curve and Bond Option Prices with Discrete Shifts in Economic Regimes
SSRN Electronic Journal·1994· 33 citedOpen Access

Frequent Co-authors

Jonathan Berk(6), Richard C. Green(4), Richard Green(2), Jamil Baz(1), Francis Breedon(1), Joël Peress(1), Moon Lee(1), Lorenzo Garlappi(1), Joshua Slive(1), Nic Johnson(1), Sébastien Page(1), Niels Pedersen(1), Steve Sapra(1), Raman Uppal(1)