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Subjects taught in PGP program in last four years:

Corporate Finance-1 & 2 in PGP(FT), Investment analysis & portfolio management in PGP(FT), Financial Derivatives in PGP(FT), Fixed income securities in PGP(FT), Business Valuation in PGP(Ex)

 and Financial Analytics in PGP (FT).

FPM/ Ph.D. Courses Taught

Research methods in finance

During her Ph.D. she worked on market risk modelling techniques for trading desk risk management of Indian companies and broad market indices.

• Sinha, P., & Agnihotri, S. (2015). Impact of non-normal return and market capitalization on estimation of VaR. Journal of Indian Business Research, 7(3), 222-242 (ABDC listed).
• Sinha, P., & Agnihotri, S. (2016). Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivariate GJR-GARCH. Global Business Review, 17(5), 1145-1161. (Sage publication) (ABDC listed)
• Sinha, P., & Agnihotri, S. (2017). Do foreign exchange risk and interest rate risk matter in debt or equity issuance and repurchase decision in Indian non-financial companies? Journal of International Business and Economy. [Accepted for Publication] (ABDC listed) 
• Sinha, P., & Agnihotri, S. (2018). Bayesian And EVT Value-At-Risk Estimates of India’s Non-Financial Firms Journal of International Business and Economy 19(1): 50-75. (ABDC listed) 
• Bedi, P., Shankar, D., Agnihotri, S., & Kalra, J. K., (2018) Comparison of VaR Methods: The Case of Indian Equities. Indian Journal of Finance, 12(1), 24-36. (SRCC Journal).
• Agnihotri, S., & Nagpal, A. (2019). The Impact of High-Frequency Trading on Market Quality: Testimony from Indian Equity Derivatives Market. IUP Journal of Applied Finance, 25(3).

Working Papers

• Agnihotri, S. & Mittal, M(2020). Modelling tail risk in Indian commodity markets using conditional EVT-VaR and their systemic linkage to Stock Market.
• Agnihotri, S. (2020) Conditional-EVT VaR estimation of Indian commodity futures: Towards a planned margin system.
• Agnihotri, S. (2021) Re-accessing safe- haven property of precious metals during COVID-19 pandemic using CVaR portfolio optimization method in G7 countries.

Articles in Newspaper

• Banks for unbanked’- Hindu Business line- dated 6/06/2019
• Reality check on FinTech revolution- The Pioneer, dated 11/06/2019
• Digital Footprints: The new route to credit scoring? Hindu Business line- dated 20/08/2019

Reviewer in peer reviewed journals

• Journal of Forecasting
• Journal of International Business and Economy
• Journal of Banking, Accounting and Finance
• European Accounting review
• Journal of Indian Business Research
• Applied Economics

  FDP Conducted

• Resource person for conducting workshop on Dynamic panel data models at Faculty of Management Studies, University of Delhi on 3rd August 2018.
• Resource person for conducting workshop on Dynamic panel data models using GMM at DMS, IIT-Delhi on 28th December 2019.
• Resource person for conducting workshop on Financial Modelling at Maharaja Agrasen college, 10th October 2018.

• Co-ordinator Finance Lab – LBSIM -Delhi (2017-2019)