Sanjay Srivastava
Carnegie Mellon University
55 Papers
1.1K Citations
Sanjay Srivastava is an academic researcher from Carnegie Mellon University. The author has contributed to research in topics: Nash equilibrium & Risk premium. The author has an hindex of 23, co-authored 54 publications. Previous affiliations of Sanjay Srivastava include Texas A&M University & J. Mack Robinson College of Business.
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Papers
On Repeated Moral Hazard with Discounting
TL;DR: In this article, the optimal contracts in an infinitely repeated agency model with both the principal and the agent discounting the future were analyzed using standard variational techniques, and a stationary representation of the optimal contract when the agent's conditional discounted expected utility was used as a state variable was obtained.
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An Investigation of Risk and Return in Forward Foreign Exchange
TL;DR: In this paper, the authors examined the determination of risk premiums in foreign exchange markets and found that there is evidence for heteroskedasticity and that the conditional expectation of the risk premium is a nonlinear function of the forward premium.
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An Investigation of Risk and Return in Forward Foreign Exchange
TL;DR: In this article, the authors examined the determination of risk premiums in foreign exchange markets and found that the conditional expectation of the risk premium is a nonlinear function of the forward premium.
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The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
TL;DR: In this article, the authors employ three statistical techniques that do not suffer from a potential bias in Fama's analysis, but nevertheless confirm his findings and show that the results are not necessarily at variance with the predictions of a theoretical model of the risk premium.
224
The Covariation of Risk Premiums and Expected Future Spot Exchange Rates
TL;DR: In this article, the authors employ three statistical techniques that do not suffer from a potential bias in Fama's analysis, but nevertheless conffirms his findings and show that risk premiums have larger variancies than expected rates of depreciation.
194