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Dr Saranya Kshatriya

vidwan id: 110501
Female

,

Expertise

  • Business, Finance

Publications

Total Articles 5
Books 0
Proceedings 0

Publications

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Scopus

Citations 36
h-index 4

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Citations 31
h-index 3
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Bio

Empirical Asset Pricing, Financial Engineering and Risk Management

Personal Details

  • Female
  • Indian Institute of Technology Tirupati, Renigunta Road, Settipalli Post
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Assistant Professor Apr 2018 – Aug 2023
Indian Institute of Technology, Tirupati | Department of Humanities and Social Sciences

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Co-Authors (2)

P Krishna

Dr P Krishna Prasanna

Indian Institute of Technology Madras

Kshatriya

Dr Kshatriya Saranya

Indian Institute of Management Tiruchirapalli

Scholarly Work

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Scholarly Publications

Jump Interdependencies: Stochastic linkages among international stock markets

Open Access
Article
Authors: Kshatriya S.;Prasanna K.

Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns

Open Access
Article

Estimating stochastic volatility with jumps and asymmetry in Asian markets

Open Access
Article

Genetic algorithm-based portfolio optimization with higher moments in global stock markets

Open Access
Article

Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market

Open Access
Article