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.