INDIAN INSTITUTE OF TECHNOLOGY TIRUPATI
                   भारतीय प्रौद्योगिकी संस्थान तिरुपति

INDIAN INSTITUTE OF TECHNOLOGY TIRUPATI
भारतीय प्रौद्योगिकी संस्थान तिरुपति
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HUMANITIES AND SOCIAL SCIENCES


Dr. Saranya Kshatriya

Assistant Professor

Areas of Interest

  • Empirical Asset Pricing
  • Financial Engineering and Risk Management
  • Investment Analysis and Portfolio Management.

Education

  • Ph. D., Indian Institute of Technology Madras, India

Latest Publications

  • Saranya K, and P K Prasanna. “Unveiling Contemporaneous Relations between Jump Risk and Cross Section of Stock Returns.” (International Review of Finance – Forthcoming)
  • Saranya, K., and P. Krishna Prasanna. "Estimating stochastic volatility with jumps and asymmetry in Asian markets." Finance Research Letters 25 (2018): 145-153.
  • Saranya, K., and P. Krishna Prasanna. “Genetic algorithm-based portfolio optimization with higher moments in global stock markets.” Journal of Risk 20.4 (2018): 1-26.
  • Saranya, K., and P. Krishna Prasanna. "Portfolio selection and optimization with higher moments: Evidence from the Indian stock market." Asia-Pacific Financial Markets 21.2 (2014): 133-149.

Talk to us

0877 2500 337