Publications Include

Strategic Trading Behavour and Price Distortion in a Manipulated Market: Anatomy of a Squeeze (with J Merrick and P Yadav), journal of Financial Economics (2004 forthcoming); Risk and Portfolio Decisions Involving Hedge Funds (with V Agarwal), Review of Financial Studies (2004); Do Dealer Firms Manage Inventory on a Stock-by-Stock Basis or a Portfolio Basis? (with P Yadav), Journal of Financial Economics (2003); Risk Management with Derivatives by Dealers and Market Quality in Government Bond Market (with P Yadav), Journal of Finance (2003); Preferencing, Internationalization, Best Execution and Dealer Profits, Journal of Finance (1999).

Research interest

Hedge funds, investment management, performance measurement, portfolio selection, risk, capital markets, market microstructure.

Other activities

Consultant to the World Bank and several private corporations and investment banks

Formerly

Project Manager, The Taj Group of Hotels, India