Bansal, V. K., and Russon, M. (2016). An Improved Methodology to Assess Value-relevance 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. (2015). Impact of Volatility on Leveraged ETFs. In: No. University of California, Riverside , CA: Journal of Business and Behavioral Sciences.
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., and Shah, K. (2012). Momentum Strategies in Sector Funds. International Journal of Global Business and Economics. vol. 4, pp. 1-7.
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.
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.
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.
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.