Abhinav Anand is an economist whose research interests span the fields of financial economics and game theory. His current research focuses on systemic risk, fat tails, financial market interconnections and principal-agent problems. Prior to joining IIMB, he worked as a postdoctoral research fellow at University College Dublin.
His research interests are in Quantitative Finance, Financial Econometrics and Non-cooperative Games.
1. Anand, A., Li, T., Kurosaki, T., and Kim, Y. S. (2016). The Equity Risk Posed by the Too-Big-to-Fail
Banks: A Foster-Hart Estimation. Annals of Operations Research, 246, 1-21.
2. Anand, A., Li, T., Kurosaki, T., and Kim, Y. S. (2016). Foster-Hart optimal portfolios. Journal of
Banking & Finance, 68, 117-130.
1. ‘Integration Among US Banks: Trends and Determinants’ (with John Cotter)
2. ‘Bankruptcy Risk Measures’ (with Sandro Brusco)
3. ‘Spillovers From Financial to Real Markets’ (with Mark Hallam and John Cotter)
4. ‘Who Does Affirmative Action Better: China or India?’
Reviewer: Quantitative Finance
- PhD, Economics, SUNY Stony Brook, USA (2009-2014)
- MS, Applied Mathematics and Statistics, SUNY Stony Brook, USA (2007-2009)
- B Tech, Chemical Engineering, NIT Karnataka, Surathkal, India (2003-2007)