Vipul K. Bansal, Ph.D.

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Professor
Economics
The Peter J. Tobin College of Business
PhD, Finance, University of MississippiMBA, Finance, University of DelhiBA, Economics, Jiwaji University
Dr. Vipul K. Bansal is a Professor in the Department of Economics and Finance at the Peter J. Tobin College of Business, St. John’s University. He holds a Ph.D. in Finance from the University of Mississippi, an MBA in Finance from the University of Delhi, and a BA in Economics from Jiwaji University. He is also a Chartered Financial Analyst (CFA) and a Certified Financial Risk Manager (FRM).

Dr. Bansal is the co-author of Financial Engineering: The Complete Guide to Financial Innovation, translated into Chinese and Russian, and Measuring Market Risk with Value at Risk, translated into Chinese. His scholarly work spans a broad range of topics, with articles published in top-tier academic and practitioner journals including the Financial Review, Journal of Applied Corporate Finance, Global Finance Journal, Financial Analysts Journal, and The Journal of Derivatives.

He served as Associate Director and Treasurer of the International Association of Financial Engineers from 1992 to 1998. At St. John’s, he has been recognized for both teaching and research excellence, receiving the “Best Teacher of the Year” award by the Student Government and the “Outstanding Research Contribution of the Year” from the Business Research Institute.

Teaching Interests

Corporate Finance, Investment Management, Derivatives and Financial Engineering.

Research Interests

Equity Analysis, Financial Engineering, Risk Management and Personal Finance.

Courses Taught

FIN
607
FINANCIAL MANAGEMENT
FIN
2310
FOUNDATIONS OF FINANCE
FIN
2310H
FOUNDATIONS OF FINANCE (HON)

Select Publications

Journal Articles

Bansal, V. K., and Russon, M. (2016). An Improved Methodology to Assess Value-Revance of Earnings and Book Values on Corporate Equity Securities. North American Business Press: Journal of Accounting and Finance. vol. 16, pp. 117-128.

Bansal, V. K., and Marshall, J. F. (2015). Tracking Error Decomposition and Return Attribution for Leveraged Exchange Traded Funds. Elsevier: Global Finance Journal. vol. 28, pp. 84-94.

Bansal, V. K., and Marshall, J. F. (2015). A Tracking Error Approach to Leveraged ETFs: Are They Really That Bad?. Global Finance Journal, Elsevier Inc.. vol. 26, pp. 47-63.

Bansal, V. K., and Somani, A. (2002). Exchange Traded Funds Challenges: to Traditional Mutual Funds. Review Of Business. vol. 23, pp. 40-43.

Bansal, V., Marshall, J. F., and Yuyuenyongwatana, R. P. (1995). Macroeconomic Derivatives: More Viable Than First Thought!. Global Finance Journal. vol. 6, pp. 101-110.

Bansal, V., Marshall, J. F., and Yuyuenyongwatana, R. P. (1994). Hedging Business Cycle Risk with Macroeconomic Swaps: Some Preliminary Evidence. New York, NY: The Journal of Derivatives/Institutional Investor, Inc. . vol. 1, pp. 50-58.

Bansal, V., Chen, A., Bicksler, J., and Marshall, J. (1993). Gains from Synthetic Financing with Interest Rate Swaps: Fact or Fancy?. New York, NY: Journal of Applied Corporate Finance / Stern Stewart Management Services, Inc.. vol. 6, pp. 91-94.

Bansal, V., Ellis, M., and Marshall, J. (1993). The Pricing of Short-dated & Forward Interest Rate Swaps. Charlottesville, VA: Financial Analysts Journal/The Association for Investment Management and Research . vol. 49, pp. 82-87.

Bansal, V. K., Tucker, A., Herbst, A., and Marshall, J. F. (1992). Hedging Quantity Risk with Macro Swaps and Macro Options. New York, NY: Journal of Applied Corporate Finance / Stern Stewart Management Services Inc.. vol. 4, pp. 103-108.

Bansal, V., Pruitt, S. W., and Wei, K. J. (1989). An Empirical Investigation of the Impact of CBOE Option Initiation on the Volatility and Trading Volume of the Underlying Stocks: 1973-1986. Financial Review. vol. 24, pp. 19-30.

Books

Penza, P., and Bansal, V. K. (2001). Measuring Market Risk with Value at Risk. John Wiley & Sons, Inc.. pp. 302.

Marshall, J. F., and Bansal, V. K. (1992). Financial Engineering: The Complete Guide to Financial Innovation. 2 Broadway, New York, NY 10004-2207: The New York Institute of Finance (a Simon & Schuster Company). pp. 728.

Books Chapters

Bansal, V. K., Ellis, M., and Marshall, J. (1992). The Spot Swap Yield Curve: Derivation and Use. Advances in Futures and Options Research. vol. 6, pp. 279-290.

Others

Bansal, V., and Casabona, P. (2004). New FASB Rules Consolidate Variable Interest Entities. AFP Exchange. vol. 24, pp. 48-49.

Bansal, V., Marshall, J., and Ellis, M. (1992). Hedging: Spots on a Curve. London: Balance Sheet / Risk Magazine Ltd.. vol. 1, pp. 26-31.

Bansal, V., Tucker, A., and Marshall, J. (1991). Using Fixed-for-Fixed Interest Rate Swaps as a Cash Management Tool. Corporate Risk Management. vol. 3, pp. 20-22.

Bansal, V., Yuyuenyongwatana, R., and Marshall, J. (1991). Hedging Business Cycle Risk: The Next Major Wave in Derivatives?. Derivative Highlights. vol. 1, pp. 6-11.