25 citations · 164 across the 28 of their papers we have counts for
28 papers
The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
Ravi Kashyap
We have developed a novel risk management measure called the concentration risk indicator (CRI). The CRI has been created to address drawbacks with prevailing methodologies and to…
To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies
Ravi Kashyap
We have designed an innovative portfolio rebalancing mechanism termed the Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size and number o…
DeFi Security: Turning The Weakest Link Into The Strongest Attraction
Ravi Kashyap
The primary innovation we pioneer -- focused on blockchain information security -- is called the Safe-House. The Safe-House is badly needed since there are many ongoing hacks and s…
Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm
Ravi Kashyap
We consider the problem of being a cross-chain wealth management platform with deposits, redemptions and investment assets across multiple networks. We discuss the need for blockch…
A Tale of Two Currencies: Cash and Crypto
Ravi Kashyap
We discuss numerous justifications for why crypto-currencies would be highly conducive for the smooth functioning of today's society. We provide several comparisons between cryptoc…
Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies
Ravi Kashyap
We provide a justification for why, and when, endogeneity will not cause bias in the interpretation of the coefficients in a regression model. This technique can be a viable altern…
Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets
Ravi Kashyap
We consider in detail an investment strategy, titled "The Bounce Basket", designed for someone to express a bullish view on the market by allowing them to take long positions on se…
Seven Survival Senses: Evolutionary Training makes Discerning Differences more Natural than Spotting Similarities
Ravi Kashyap
We discuss preliminary results from two experiments and put forth the notion that the development of sensory systems might be more geared towards discerning differences rather than…
Imitation in the Imitation Game
Ravi Kashyap
We discuss the objectives of automation equipped with non-trivial decision making, or creating artificial intelligence, in the financial markets and provide a possible alternative.…
Michael Milken: The Junk Dealer
Ravi Kashyap
We take a closer look at the life and legacy of Micheal Milken. We discuss why Michael Milken, also know as the Junk Bond King, was not just any other King or run-of-the-mill Junk…
Concepts, Components and Collections of Trading Strategies and Market Color
Ravi Kashyap
This paper acts as a collection of various trading strategies and useful pieces of market information that might help to implement such strategies. This list is meant to be compreh…
The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance
Ravi Kashyap
We formulate one methodology to put a value or price on knowledge using well accepted techniques from finance. We provide justifications for these finance principles based on the l…
Artificial Intelligence: A Child's Play
Ravi Kashyap
We discuss the objectives of any endeavor in creating artificial intelligence, AI, and provide a possible alternative. Intelligence might be an unintended consequence of curiosity…
For Whom the Bell (Curve) Tolls: A to F, Trade Your Grade Based on the Net Present Value of Friendships with Financial Incentives
Ravi Kashyap
We discuss a possible solution to an unintended consequence of having grades, certificates, rankings and other diversions in the act of transferring knowledge; and zoom in specific…
Auction Theory Adaptations for Real Life Applications
Ravi Kashyap
We develop extensions to auction theory results that are useful in real life scenarios. 1. Since valuations are generally positive we first develop approximations using the log-nor…
Microstructure under the Microscope: Tools to Survive and Thrive in The Age of (Too Much) Information
Ravi Kashyap
Market Microstructure is the investigation of the process and protocols that govern the exchange of assets with the objective of reducing frictions that can impede the transfer. In…
Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory
Ravi Kashyap
Models to price long term loans in the securities lending business are developed. These longer horizon deals can be viewed as contracts with optionality embedded in them. This insi…
Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything
Ravi Kashyap
The equity risk premium puzzle is that the return on equities has far exceeded the average return on short-term risk-free debt and cannot be explained by conventional representativ…
The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle...
Ravi Kashyap
We will look at the entire cycle of the investment process relating to all aspects of, formulating an investment hypothesis, constructing a portfolio based on that, executing the t…
The Perfect Marriage and Much More: Combining Dimension Reduction, Distance Measures and Covariance
Ravi Kashyap
We develop a novel methodology based on the marriage between the Bhattacharyya distance, a measure of similarity across distributions of random variables, and the Johnson-Lindenstr…
Solving Society's Big Ills, A Small Step
Ravi Kashyap
We look at a collection of conjectures with the unifying message that smaller social systems, tend to be less complex and can be aligned better, towards fulfilling their intended o…
Hong Kong -- Shanghai Connect / Hong Kong -- Beijing Disconnect (?): Scaling the Great Wall of Chinese Securities Trading Costs
Ravi Kashyap
We utilize a fundamentally different model of trading costs to look at the effect of the opening of the Hong Kong Shanghai Connect that links the stock exchanges in the two cities,…
Financial Services, Economic Growth and Well-Being: A Four-Pronged Study
Ravi Kashyap
A four-pronged approach to dealing with Social Science Phenomenon is outlined. This methodology is applied to Financial Services, Economic Growth and Well-Being. The four prongs ar…
Securities Lending Strategies: Exclusive Valuations and Auction Bids
Ravi Kashyap
We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the t…