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Home > Faculty > Rohit-malhotra >

Dr. Rohit Malhotra

(Ph.D., MBA, SAS Certified, UGC-NET)



Brief Bio : More than 20 years of work experience in Business Education domain, served as core faculty at various institutions in India in the past namely MAII New Delhi, ISBF New Delhi, IMS Noida, Auro University Surat, NL Dalmia Institute of Management Studies & Research Mumbai, Soil School of Management Gurugram and also empaneled Trainer at Indogulf organics, Mumbai and Dahej. Member of Systems society of India.

Areas of Teaching interests :

Corporate Finance, Business Statistics, Financial Econometrics, Derivatives risk and pricing, Empirical Asset pricing, Financial Statement Analysis, Portfolio Risk analytics

Area of Research interests:

Complex & multiplex networks, Risk analytics, Time-series econometrics, Theology, Accounting anthropology, Particle physics, Quantum science and Heterodox economics

Awards and Recognitions

  • Best Competitive Paper Award in AIB-India Chapter Conference 2020

List of Publication, Book Chapters and Conference Presentations (Last updated 20th November 2020)

 

PAPERS UNDER REVIEW

  • "Empirical Illustration of cyclical behaviour of Fertility and Exchange rates ” sent for review at reputed Indian Journal
  • "How South-Asian Economies managed their Trade-risks collaboratively?” sent for review at ABDC ‘C’ category Journal.

PAPERS TO BE PRESENTED/PUBLISHED IN CONFERENCE/JOURNAL

 

  • "Asymmetric export volatility shock behavior of Lower Middle Income (LMI) countries in South East Asia during COVID pandemic- An empirical investigation” sent for International Conference
  • "Measuring early impact of Covid-pandemic across Lower middle income economies in South Asia using volatility spillover convergence model with n-phase approach” sent for an International Conference
  • "Can we secure longer shelf-life of Digital assets through "Right Pricing” strategies? A SPSDA Matrix approach” sent for International conferenc

PAPER/ARTICLE UNDER CONSTRUCTION (LITERATURE REVIEW)

 

  • "Recurring Conditional moments analysis” using Covid epidemic Data and Stock Indexes for analyzing India’s performance among other Top Six GDP contributors”

RESEARCH PAPER PUBLICATIONS

 

  • Malhotra,R. (2018). Sustainable risk management of financial institution investments: a "CBSPRCV*-at-risk capital framework”. Innovision Journal of Management Research. 2(2). ISSN- 2457-0893
  • Motwani,A. And Malhotra,R. (2018).Measuring spill-over effects between GDP, Bond Prices and Inflation rates of BRICS nations- A multi-frequency analysis”. International Journal of Social and Allied Research. 7 (1). 1-8 (UGC Approved)
  • R (2018). A Firm level robust credit rating migration modeling framework : A small sample methodology. Indian Journal of Research in Capital Markets. (UGC approved) Vol 5(2). 47-58
  • Malhotra, R. (2018). Dynamic Illiquid Asset Pricing using low frequency accounting information for understanding size-effect anomaly Indian Journal of Economics and Business, Vol 17 (1). pp. 123-138. ISSN 0972-5784 (ABDC-C)
  • Malhotra,R. (2018). Dynamic Firm-level risk methodology a statistical approach towards focusing on "Deglobalization”. JBIMS Spectrum(A Journal of Jamnalal Bajaj Institute of Management Studies, Mumbai. Vol. 6.(1). 129-143 ISSN 2320-7272
  • Malhotra,R. & Bhatia, P. (July-September 2017). "Hedging opportunities between weather and other financial instruments using pair-wise trading technique for non-exchange markets”. NLDIMSR Innovision Journal of Management Research. Vol. 1.(2)., 30-38, ISSN 2457-0893
  • Malhotra,R. (2017). Measuring idiosyncratic risk absorbing capacity of companies –A welfare optimization approach. Global Journal of Research in Management. (7). 62-81 ISSN 2319-8915
  • http://www.publishingindia.com/gjrim/40/measuring-idiosyncratic-risk-absorbing-capacity-of-companies-a-welfare-optimization-approach/731/5092/ (UGC  approved Journal-Old list)
  • Malhotra, R. (2017). Demystifying optimal welfare weights controversy from a social strategist perspective, Journal of social and economic statistics. University of Bucharest, Romania. 5(2). 33-48. (REPEC listed)
  • Malhotra,R. (2015). Risky residuals/Risky portfolios-A sector specific perspective. International Journal of economic and social sciences. 5(6). 101-111
  • Malhotra, R. (2015). Temperature-at-risk and index-at-risk comparisons : A weather-risk hedging perspective. SS Journal of business and management research. 5(2).21-28
  • Malhotra, R. & Kapadia, J. (2015). Testing financial growth rates for optimum regressors selection. Global Journal of commerce & management perspective. 4(5). 4-8.
  • Malhotra, R. Kapadia, J. (2015). Comparing net-profit forecasts of Indian banks using OLS and GARCH (1,1) framework. Scholedge international journal of management & development. ISSN 2394-2128. 2(8). 31-36
  • Malhotra, R. (2015). Can firm-specific idiosyncratic financial data provide a solution to the macro-economic factor-risk optimization problem?. IOSR journal of economics and finance. 6(6). 65-70
  • Malhotra, ( Jan, 2014). "Measuring Index-at-risk using Lag optimization with stressed scenarios”. International Journal of Economics, Commerce and Management”. Vol II, Issue 1, 2014. ISSN 2348 0386. http://ijecm.co.uk
  • Malhotra, R. (2014). "Analysis of pure weather portfolios using parametric, non-parametric, and conditional VaR in relation to bank's risk capital”. Indian Journal of Finance. Vol 8(5).19-26, ISSN 0973-8711 Impact factor 0.4210 (UGC Approved)-Scopus Indexed (ABDC -C)
  • Malhortra, R. (2014). Leveraging Asset price differential techniques for healthcare investment portfolio risk minimization. GE-International Journal of Management Research. 2 (11). 169-184
  • Malhotra,R. (2013). "Risk Analysis of Temperature-related data series in India using EWMA and GARCH 1,1 framework”. SAJOSPS (South Asian Journal of Socio-Political Studies). X1V N0.1. (July-Sept 2013). 77-79. ISSN 0972-4613. (UGC approved)
  • Malhotra, R. (2012). Dirty Backtesting and portfolio analysis of Energy (Trading) stock prices-A VaR based approach”. ACUMEN. 5(2). December 2012. 75-84.
  • Malhotra, R. (2012). "Global Warming and Rising Temperature: A Hedging opportunity” in FIIB Business Review. Vol 1. (2). Jan-March 2012, 46-53 (SAGE Indexed)
  • Malhotra, R. (Dec 2012). Comparative analysis of Pure Temperature and Pure Index Based Tailed Portfolio Risk Capital estimates”. FIIB BUSINESS REVIEW. Spl Issue. 70-75. (SAGE Indexed)
  • Malhotra, R., Singh,N. (2011), "Forecasting Spot Prices using the future prices listed on the National stock exchange: An analytical study” in ‘SYNERGY: I.T.S. Journal of I.T. and Management. 9 (1). 20-26.
  • Malhotra, R. & Prasad, S. (2003).” Utilization of Buyback concept as an Internal Financial Restructuring tool” –A case study approach.” SAJOSPS an International Journal in Social and Political Science (UGC approved)

 

SEMINARS AND CONFERENCES PRESENTATIONS

  • Presented and Awarded on paper titled "How South-Asian Economies managed their Trade-risks collaboratively? An empirical enquiry” at Academy of International Business (AIB) Michigan State University and IIM Vizag International Conference held on 20th and 21st December 2020
  • Attended and presented paper titled "Limited market participation puzzle (LMPP) and its contextual implication” at Second National Finance Seminar organised jointly by BSE Broker’s forum and Auro University, Surat on 12th-13th April 2019.
  • Measuring Conditional volatility using GARCH (2, 2) model from empirical standpoint” presented at the International Conference on Management : Past, Present and Future. Organised by BV Patel Institute of Management & Shrimad Rajchandra Institute of Management & Computer Application, Uka Tarsadia University, Surat, Gujarat on 23-24 February 2019.
  • Presented paper titled "Identifying trend of cyclical behaviour using filtered multivariate OLS applied on VAR-estimated Fertility and Inflation Rates” at Dayalbagh Educational Institute, Deemed University, Agra 3rd Multidisciplinary National Conference on Pre-Doctoral Research (MDNCPDR-2018 on September 6-7, 2018
  • Presented paper Malhotra,R. (2018). Dynamic Firm-level risk methodology a statistical approach towards focusing on "Deglobalization”. JBIMS Spectrum. Vol. 6.(1). 129-143 ISSN 2320-72in the International Research Conference 2018 on Inclusive Growth vis-à-vis Globalization and Reverse Globalization organized by JBIMS at Trident, Nariman Point, Mumbai on 8th and 9th March 2018.
  • Presented paper on the topic "A Firm level Idiosyncratic Dynamic system and robust credit rating migration modeling framework”in an International conference on Strategies in Volatile and Uncertain Environment for Emerging markets at Department of Management Studies, IIT-Delhi, New Delhi on July 14th-15th,2017.
  • Presented paper titled "Analyzing monthly prices using Index Prices and their differential with GARCH Framework” at an International Conference on Creative Entrepreneurship : A Sustainable Approach for Economic Growth (IC16 VESIM) organized by Vivekanand Education Society Institute of Management , Mumbai on Feburary 12-14, 2016
  • Presented paper (in Absentia) titled "Demystifying Welfare weights Controversy from a social strategist perspective” at Conference on Emerging Themes in Strategy organized by Management Development Institute (MDI), Gurgaon, India on Feb 25-26, 2016.
  • Presented paper titled "Reduced aggregate matrix information for minimum welfare weight shift index” at National Seminar on "Role of statistics in Current Scenario” organized by Department of Statistics, VNSGU, Surat on 27th March 2016.
  • Presented paper on the topic "Sustainable risk management of financial institutions investments : A CBSPRCV at-risk capital framework”in an International conference on Corporate Finance, Governance & Sustainability at DSB, New Delhi (Jointly organized by ESCP Europe, University Sains Malaysia, Malaysia and UOM Trust, University of Mauritius) on Oct 21st-23rd ,2016
  • Presented paper titled "Conceptual understanding of Model risk issues in banking sector”. Global Conference on Service Management organized by Auro University, Surat and Manning School of Business, UMass, Lowell, USA on JAN 4th and 5th, 2014. ISBN 13:978-81-928189-1-7
  • Presented paper titled "Back testing VaR using Temperature Data-A financial sustainability option against abnormal temperature variations” at an International Conference on Business Sustainability: Challenges and Issues” organized by FORE School of Management, New Delhi on November 28-30, 2012.
  • Presented paper titled "Analysis of Pure Weather Portfolios using Parametric, Non-Parametric and Conditional VaR in relation to Banks Risk Capital” at an International Conference on Banking and Finance BFSCON organized by International Management Institute , New Delhi on December 13-15, 2012
  • "VaR model as a tool of Portfolio Analysis for a Non-Financial Product Portfolio A Case Study of Hypermarket model” at PRIM 2011 in February 2011 organized by Dayalbagh Educational Institute, Agra.
  • Presented the paper titled " Global Warming and rising temperature A Hedging opportunity”   in International conference on Economics and Business: Analysis and Application (EBAA 2011) , November 12-13, 2011 at DEI, Deemed University, Agra
  • Presented the paper entitled, "Transformation of Equity Valuation Patterns" (A Cross Industry Analysis)” has been accepted by the Review Committee for presentation in the Ninth International Conference on "Management of Transformation" scheduled to be organized on January 3 – 5, 2008 at National Academy of Agricultural Sciences (NAAS), New Delhi – 110 012.
  • Presented the paper titled "Emerging Economies And The Valuation Of Indian Equity Stocks- An Industry Wide Analysis” at the NATIONAL CONFERENCE ON"MANAGEMENT CHALLENGES IN EMERGING ECONOMIES” PAST PRESENT AND FUTURE” organized by Jaipuria Institute of Management , Noida in February 2007
  • Presented the paper titled "A Cross Industry Analysis of Components of the Weighted Costs of Capital in relation to Indian Companies” at the Business Optimization Research Wave – 2007 on 15 to 17 February 2007, Mumbai” organized by NIITE ,Mumbai.
  • Participated and presented the paper titled "Corruption :Global Problem, Local Solutions (An Anatomical Study)” in the 12th Asia Pacific Researchers In Organizational Studies (APROS) International Colloquium organized at Management Development Institute, Gurgaon from December 9 to 12 , 2007.
  • Presented paper in an International Conference at Gurukula Kangri University, Haridwar on February 22-24, 2002 entitled "Utilization of Buyback concept as an Internal Financial restructuring tool” –A case study approach.

BOOK CHAPTERS/ABSTRACT

  • Malhotra,R. (2020). Chapter titled : Limited market participation puzzle (LMPP) and its contextual implication” in the Edited book titled Contemporary issues in Indian Financial Markets in section Emerging issues in Finance. ISBN 978-93-5396-183-1
  • Malhotra, R. (2017). Chapter 17: Analyzing monthly volatilities using Index prices and their differential with GARCH framework. (Edition 2017, pp. 209-216) In Creative Entrepreneurship-A sustainable approach for economic growth. New Academic Publisher: New Delhi. ISBN 9788186772911
  • Malhotra (2016). Abstract : Demystifying Welfare weights Controversy from a social strategist perspective (pp. 216, 1st ). In Emerging Themes in Strategy. New Delhi : McGrawHill Publication Ltd ISBN 978-93-85965807
  • Malhotra, R. (2015). Chapter 7 : Backtesting VaR using temperature data: a financial sustainability option against abnormal temperature variations. (Edition 1, pp. 138). In Title "Business Sustainability Challenges and Issues : Bloomsbury India : New Delhi ISBN 978-93-84052-10-2

FULL PAPERS IN CONFERENCE PROCEEDINGS

  • Malhotra, R. ( June 2014). Dimensionality optimization using Solveralgorithms for a continuous casting process (RAM 2014). JUNE 26th and 28th 2014, Department of Mechanical Engineering, SVNIT, Surat ISBN 978-93-5156-755-4
  • Malhotra, R. (2014). Conceptual understanding of Model risk issues in banking sector "Global Conference on Service Management organized by Auro University, Surat and Manning School of Business, UMass, Lowell, USA on JAN 4th and 5th, 2014. ISBN 13:978-81-928189-1-7
  • Malhotra, R. (2013). Banks Regulatory risk mechanism and Emission-at-risk modeling framework. National Conference of Law and Justice (NCLJ 2013). Sept 14th and 15th 2013, Auro University, Surat. ISBN 13 : 978-81-928189-0-0
  • Malhotra, R (2013). "Stressed Carbon emissions at risk capital estimation as a measure to control Carbon emissions”. at 2nd International Conference on Industrial Engineering (ICIE 2013) on Nov 20-23, 2013 at Sarbar Vallabhbhai National Institute of Technology, Surat, Gujarat ISBN 978-93-83083-37-4
  • Malhotra, R. (2013) "Consumer Protection Initiatives post financial crisis 2008-An analytical note” and published in the Seminar Proceedings of National Seminar on Globalization, Market and Consumer Protection organized by Auro University, Surat and Department of Consumer Affairs, Ministry of Consumer Affairs, Food and Public Distribution , GOI on Nov023-24, 2013. ISBN 13:978-81-928189-1-7

TRAINING CONDUCTED AND PARTICIPATED:

  • Conducted 2-day training on Business analytics with Tata Power employees.
  • Attended and completed comprehensive training program in "DSGE Modeling for Emerging Economies” at IGIDR, Mumbai from August 6-7, 2018.
  • Conducted 35 hours of module-based training on risk analytics with Data Panacea Pvt Ltd
  • Conducted training on Financial Analytics with Edupristine, Mumbai center.
  • Conducted modular-based training with Indofil Organics, Bharuch on Business Research Methods at Bharuch Management Association

WORKSHOPS CONDUCTED

  • A one-day workshop was conducted on Portfolio management using financial and non-financial data; it was organized for students of Finance from different business schools in Delhi.
  • A one day Seminar on International Financial crisis conducted at Indian School of Business and Finance in the year 2012.
  • A one-day workshop organized for Portfolio modeling at FIIB, New Delhi
  • A one-day workshop organized as Portfolio Optimization at Auro University, Surat in 2013

WORKSHOP/CONFERENCE/FDP/MDP ASSISTED/PARTICIPATED

  • Participated in 5-day online FDP on evaluation from online to offline teaching” organised by YCM Open University, Mumbai regional centre and Microsoft from 30th May 2020 to 3rd June 2020
  • Certification of completion of Journal Reviewer program from Elsevier Research Academy in 2020
  • Co-chaired the session on Intellectual Property Rights on 10th October 2015 at Third In National Conference on Law and Justice at Auro University, Surat
  • Participated in 5-Day Research Methodology workshop organized by Auro Uiversity, from 19th May 2015 to 23rd May 2015.
  • Participated in 5-Day Faculty Development Program on ‘Philosophy of Science and Spiritual Cosmology’ organized by AURO UNIVERSITY, Surat on 12th December 2014

GUEST/PANEL SPEAKER

  1. Was invited as Panel speaker on the topic "Robotic Process Automation in Stock Markets-A Global `Scenario” at Second National Finance Seminar organised jointly by BSE Broker’s forum and Auro University, Surat on 12th-13th April 2019.
  2. Was invited at various institutes for Guest lectures : NDIM, JIIMS, Bhartiya Vudyapeth New Delhi, Jaipuria Institute andFIIB, New Delhi.

ARTICLES PUBLISHED IN NEWSPAPER

1.An article on Wealth Management as Profession published in The PIONEER, on Wednesday, 26th October 2011,

Statistical package (Working knowledge):

EViews, Gretl, SAS, SPSS-25, Bloomberg, MS Excel, JMulti, and SmartPLS, Cytoscape, R-studio

           
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