PhD Thesis
PORTFOLIO THEORY WITH LOWER PARTIAL MOMENTS: ASSET PRICING AND PERFORMANCE ANALYSIS
Published Papers
Mondal, D., Selvaraju, N. (2022). Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework, OR Spectrum
Mondal, D. and Chakrabarty, SP. (2022). Progression of COVID-19 Outbreak in India, from Pre-lockdown to Post-lockdown: A Data-Driven Statistical Analysis, Nonlinear Dynamics and Applications.
Mondal, D. and Selvaraju, N. (2020) Upside beta ratio: A performance measure for potential-seeking investors. International Journal of Theoretical and Applied Finance.
Mondal, D., Selvaraju, N. (2019). A note on a mean-lower partial moment CAPM without risk-free asset. Operations Research Letters 47, 264-269.
Mondal, D. and Selvaraju, N. (2018). Asset pricing through capital market curve, Book Chapter, Logistics, Supply Chain and Financial Predictive Analytics: Theory and Practices. Asset Analytics. Springer Singapore, 2018, ISBN 9811308713, 9789811308710.
Preprints
(2026) A General Theory of Sustainable Investment (https://dx.doi.org/10.2139/ssrn.6482518)
(2026) Theory of Pure Active Investment Risk (http://dx.doi.org/10.2139/ssrn.6622678)
Ongoing
(2026) An Analytical Framework for Sustainable Portfolio Selection
(2026) Theory of Natural Asset Pricing
(2026) Drought at Risk: A Localized Drought Forecasting Model (https://drive.google.com/file/d/1Y6HkeZyEXhNrFBEUq0vIbTmZinGTyhMd/view?usp=sharing)