Dr. Srikant MARAKANI

Research Output

  1. 2015
  2. Published

    Price-Dividend Ratio Factor Proxies for Long-Run Risks

    Jagannathan, R. & Marakani, S., 1 Jun 2015, In : REVIEW OF ASSET PRICING STUDIES. 5, 1, p. 1-47

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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  3. 2012
  4. Published

    Long Run Risks and Price/Dividend Ratios Factors

    Jagannathan, R. & MARAKANI, S., 6 Jun 2012.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)Not applicablepeer-review

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  5. Published

    Calendar cycles, infrequent decisions, and the cross section of stock returns

    Jagannathan, R., Marakani, S., Takehara, H. & Wang, Y., Mar 2012, In : Management Science. 58, 3, p. 507-522

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 6
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  6. 2011
  7. Published

    Long run risks, the factor structure of price dividend ratios and the cross section of returns

    MARAKANI, S. & Jagannathan, R., 19 Jun 2011.

    Research output: Conference Papers (RGC: 31A, 31B, 32, 33)32_Refereed conference paper (no ISBN/ISSN)Not applicablepeer-review

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  8. 2004
  9. Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations

    Baaquie, B. E., Corianò, C. & Srikant, M., 15 Mar 2004, In : Physica A: Statistical Mechanics and its Applications. 334, 3-4, p. 531-557

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 15
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  10. Comparison of field theory models of interest rates with market data

    Baaquie, B. E. & Srikant, M., Mar 2004, In : Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 69, 3 2, 36129.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)22_Publication in policy or professional journalNot applicable

    Scopus citations: 8
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  11. Finite hedging in field theory models of interest rates

    Baaquie, B. E. & Srikant, M., Mar 2004, In : Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 69, 3 2, 36130.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)22_Publication in policy or professional journalNot applicable

    Scopus citations: 1
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  12. 2003
  13. A quantum field theory term structure model applied to hedging

    Baaquie, B. E., Srikant, M. & Warachka, M. C., Aug 2003, In : International Journal of Theoretical and Applied Finance. 6, 5, p. 443-467

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

    Scopus citations: 5
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