Vaibhav
Tagline:
Research Interests
- Asset Pricing
- AI/ML in investment strategies
Publications
Forecasting equity returns with oil prices: addressing model choice uncertainty
Journal ArticlePublisher:Applied EconomicsDate:2025Authors:Vaibhav LalwaniUdayan SharmaInflation hedging via tracking portfolios in the BRICS markets
Journal ArticlePublisher:Cogent Economics & FinanceDate:2024Authors:Vedprakash MeshramVaibhav LalwaniIncorporating green assets in equity portfolios
Journal ArticlePublisher:Finance Research LettersDate:2024Authors:Vaibhav LalwaniValue Relevance of Earnings for Factor Investors.
Journal ArticlePublisher:IUP Journal of Accounting Research & Audit PracticesDate:2024Authors:Vaibhav LalwaniMadhumita ChakrabortyAre factor investing strategies successful out-of sample: evidence from the nifty indices
Journal ArticlePublisher:Applied Finance LettersDate:2024Authors:Vaibhav LalwaniClimate risks, corporate bonds, and economic uncertainty
Journal ArticlePublisher:Economics LettersDate:2024Authors:Vaibhav LalwaniThe cross-section of Indian stock returns: evidence using machine learning
Journal ArticlePublisher:Applied EconomicsDate:2022Authors:Vaibhav LalwaniVedprakash Vasantrao MeshramPredicting Intraday cryptocurrency returns–A Sparse Signals approach
Journal ArticlePublisher:The Journal of Prediction MarketsDate:2021Authors:Vaibhav LalwaniVedprakash MeshramAggregate earnings and gross domestic product: International evidence
Journal ArticlePublisher:Applied EconomicsDate:2020Authors:Vaibhav LalwaniMadhumita ChakrabortyMulti-factor asset pricing models in emerging and developed markets
Journal ArticlePublisher:Managerial FinanceDate:2020Authors:Vaibhav LalwaniMadhumita Chakraborty