Inventi Rapid - Microfinance & Banking
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Journal Scope:
Quarterly published in print and online ‘Inventi Rapid/Impact: Microfinance & Banking’ publishes high quality unpublished as well as high impact pre-published research and reviews catering to the needs of researchers and professionals. The journal welcomes papers in all the areas of banking and finance with particular emphasis on alternative investments, banking efficiency, banking regulation, bank solvency and capital structure, behavioural finance, corporate finance, credit rating, empirical finance, financial applications of decision theory or game theory, financial economics, financial engineering, financial forecasting, financial risk management and analysis etc.
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THE EFFECT OF CONSUMPTION ON AN INVESTOR’S STRATEGY UNDER ORNSTEIN-UHLENBECK MODEL: THE CASE OF NON-CORRELATING BROWNIAN MOTIONS
An investor’s portfolio is considered to comprise two assets-a risk-free asset governed by stochastic interest rate of return and a risky asset that has its price process driven by the geometric Brownian motion in a financial market where consumption, taxes, transaction costs and dividends are charged and paid. The goal is to find the effect of consumption on an investor’s trading strategy und...
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AN ANALYSIS OF PREMIUM CURRENCIES VOLATILITY IN INDIA AND ITS APPLICATION IN STRATEGIC DECISION MAKING
The currency exchanges rates volatility is the most examined and analyzed economic measures. The recent political change and demonetization effects had seen the currency fluctuations in economy. A number of models are developed to get the accurate estimate volatility such as Conditional Heteroskedastic models. The objective of the paper was to apply the GARCH model for checking the volatility of t...
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DYNAMIC OPTIMIZATION OF AN INSURER'S AND A REINSURER'S INVESTMENT RETURNS UNDER PROPORTIONAL REINSURANCE
This work assumed that an insurer’s and a reinsurer’s surplus processes were approximated by Brownian motion with drift and the insurer can purchase proportional reinsurance from the reinsurer and tackled their optimal portfolio selection problem. It was further assumed that the risk reserves of the insurer and the reinsurer followed Brownian motion with drift. Both the insurer and the reinsur...
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A STUDY ON IMPACT OF NPA ON PROFITABILITY AND LIQUIDITY IN PUBLIC SECTOR BANKS
The level of NPA act as an indicator viewing the bankers credit risks and competence of allocation of resource. Non-performing Asset is an important factor in the analysis of financial performance of a bank as it results in decreasing boundary and higher provisioning requirement for doubtful debts. This paper deals with the concept of NPA assets, its magnitude and impact on profitability and liqui...
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REINVESTIGATION OF VARIOUS MODELS AND STRATEGIES USED IN OPTION AND FUTURE TRADING – A OVERVIEW IN INDIAN CONTEXT
Aim: To find various modalities involved in strategic thinking involved in Option and Future Trading as a tool in Finance Management. The sole purpose is to reinvestigate the various models involved in it. Method: The primary data used for the study in mainly the analytical view used by the researcher and secondary data is various forms available such as Research articles, Books, Company records e...
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