Ravi Kashyap

Publications

• Kashyap, R. (2020). The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines. B.E. Journal of Economic Analysis and Policy, 20(2), 20190044.
• Kashyap, R. (2020). David vs Goliath (You against the Markets), A dynamic programming approach to separate the impact and timing of trading costs. Physica A: Statistical Mechanics and its Applications, 545, 122848.
• Kashyap, R. (2020). The Universal Language, Mathematics or Music. Journal for Multicultural Education. Accepted and Forthcoming.
• Kashyap, R. (2019). The perfect marriage and much more: Combining dimension reduction, distance measures and covariance. Physica A: Statistical Mechanics and its Applications, 536, 120938.
• Kashyap, R. (2019). Concepts, Components and Collections of Trading Strategies and Market Color. Journal of Wealth Management, 22(3), 115-128.
• Kashyap, R. (2019). Michael Milken: The Junk Dealer. Journal of Private Equity, 23(1), 39-54.
• Kashyap, R. (2019). For Whom the Bell (Curve) Tolls: Trade Your Grade Based on the Net Present Value of Friendships with Financial Incentives. Journal of Private Equity, 22(3), 64-81.
• Kashyap, R. (2018). Auction Theory Adaptations for Real Life Applications. Research in Economics, 72(4), 452-481.
• Kashyap, R. (2018). Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. The Journal of Private Equity, 21(2), 45-63.
• Kashyap, R. (2017). Fighting Uncertainty with Uncertainty: A Baby Step. Theoretical Economics Letters, 7(5), 1431-1452.
• Kashyap, R. (2017). Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information. The Journal of Trading, 12(2), 5-27.
• Kashyap, R. (2017). Solving Society's Big Ills, A Small Step. Asian Social Science, 13(4), 175-191.
• Kashyap, R. (2016). Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. The Journal of Trading, 11(3), 81-134.
• Kashyap, R. (2015). A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. The Journal of Trading, 10(4), 51-95.
• Kashyap, R. (2015). Financial Services, Economic Growth and Well-Being: A Four-Pronged Study. Indian Journal of Finance, 9(1), 9-22.
• Kashyap, R. (2014). Dynamic Multi-Factor Bid–Offer Adjustment Model: A Feedback Mechanism for Dealers (Market Makers) to Deal (Grapple) with the Uncertainty Principle of the Social Sciences. The Journal of Trading, 9(3), 42-55.
• Kashyap, R. (2014). The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle ... International Journal of Economics and Finance, 6(5), 244-263.

Research Interests

• Non-Finance Topics
  • Artificial Intelligence and Machine Learning
  • Human Mind and Behaviour
  • Ecology and Evolution
  • The Question of Well-Being
• Finance Topics
  
  • Investment Hypothesis Formulation
  • Portfolio Security Selection
  • Risk Management
  • Transaction Cost Analysis

Conference Presentations

• September 2020. Uncertainty, Unintended Consequences and Everything Else: Study of Recent APAC Financial Market Events. Seminar on Financial Evolution: AI, Machine Learning and Sentiment Analysis, UNICOM Seminars.
• August 2020. Beating Benchmarks by Bundling Bouncy Baskets. Global Conference on Business Management and Social Sciences. Academy of Business Management Conferences.
• August 2019. David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. Korea Economic Review International Conference. Seoul, South Korea.
• June 2019. Securities Lending Strategies, Valuation of Term Loans using Option Theory Asian Meeting of the Econometric Society. Xiamen, China.
• June 2019. Securities Lending Strategies, Valuation of Term Loans using Option Theory. China Meeting of the Econometric Society, Guangzhou, China.
• March 2019. Fighting Uncertainty with Uncertainty. Western Economic Association, 15th International Conference Tokyo, Japan.
• July 2018. Securities Lending Strategies, Valuation of Term Loans using Option Theory. International Conference on Finance, Banking and Financial Stability. Bali, Indonesia.
• June 2018. David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. Asian Meeting of the Econometric Society, Seoul, South Korea.
• June 2018. (Session Chair). Fighting Uncertainty with Uncertainty. China Meeting of the Econometric Society, Shanghai, China.
• May 2018. Hong Kong - Shanghai Connect/Hong Kong - Beijing Disconnect. Scaling the Great Wall of Chinese.
• Securities Trading Costs. The Transformation of Asian Economic Institutions: Understanding Local Changes and Global Impacts on Business and Society. Budapest, Hungary.
• July 2017. Securities Lending Strategies, Valuation of Term Loans using Option Theory. World Finance Conference, Cagliari, Italy.
• June 2017. Combining Dimension Reduction, Distance Measures and Covariance. China Meeting of the Econometric Society, Wuhan, China.
• June 2017. Combining Dimension Reduction, Distance Measures and Covariance. Asian Meeting of the Econometric Society, Hong Kong, China.
• May 2017. (Session Chair). David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. International Trade and Finance Association Conference themed, Leading Issues in International Trade and Finance, Poznan, Poland.
• April 2017. Solving Society's Big Ills, A Small Step. 75th Annual Midwest Political Science Association Conference, Chicago, Illinois, USA.
• March 2017. Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information. Seminar on AI, Machine Learning and Sentiment Analysis Applied to Finance, UNICOM Seminars, Hong Kong.
• December 2016. A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. Auckland Finance Meeting, Auckland, New Zealand.
• November 2016. Securities Lending Strategies, Valuation of Term Loans using Option Theory. Vietnam Symposium on Banking and Finance, Hanoi, Vietnam.
• October 2016. Uncertainty, Unintended Consequences and Everything Else: Study of Recent APAC Market Microstructure Events. Trade Tech Asia, Singapore.
• October 2016. Oxford Style Debate: Securities Trading in 2020 – Is the Asset Manager a Dying Breed? Trade Tech Asia, Singapore.
• August 2014. Use of Transaction Cost Analysis in a Multi-Market Environment. FIX Trading Community, Melbourne, Australia.

Editorial and Reviewer Activities

• Editorial Board Member: Indian Journal of Finance
• Reviewer: Computational Economics, International Review of Economics and Finance, Finance Research Letters, Journal of Big Data, Financial Innovation, Journal of Intellectual Capital, Studies in Economics and Finance, British Journal of Mathematical and Statistical Psychology, Journal of Sociology, International Journal of Organizational Analysis, Journal of Small Business and Enterprise Development, Journal of Financial Services Marketing, Journal of Investing, Journal of Wealth Management, etc.