1. IIMB-

Basu, Sankarshan

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Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
 
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Sankarshan Basu
 
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sankarshan.basu@iimb.ac.in
 
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Biography
Professor Basu’s areas of interest in terms of research are in Financial Calculus, Option Pricing, Bond and Portfolio Valuation, Applications of Quantitative Techniques to Finance, Insurance, Reinsurance, Risk Management, Biostatistics and Corporate Finance. He has presented his work at international conferences in Thailand, USA, UK, France, Spain, Norway, Iran, Tunisia, Morocco, The Netherlands and India. He has, to his credit, a number of papers in international journals of repute like Insurance: Mathematics and Economics and the Journal of Statistical Planning and Inference. He is currently President of the Asia-Pacific Risk and Insurance Association (APRIA).
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Publications

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Type:  Journal Article

Results 1-20 of 40 (Search time: 0.005 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12003A Markov chain based No-claim discount system-Das, Shubhabrata ; Basu, Sankarshan Journal of Insurance and Risk ManagementVol.IIIss.361-72p.
22018A review of bank efficiency and productivity-Bhatia, Vaneet ; Basu, Sankarshan ; Mitra, Subrata Kumar OpsearchVol.55Iss.34557-600p.
32019An analysis of NPAS of Indian banks: using a comprehensive framework of 31 financial ratios-Bawa, Jaslene Kaur ; Goyal, Vinay ; Mitra, S K ; Basu, Sankarshan IIMB Management ReviewVol.31Iss.151-62p.
42016Assessing performance of liquidity adjusted value-at-risk models-Daka, Vandana Rao ; Basu, Sankarshan International Journal of Financial ResearchVol.7Iss.587-98p.
52019Asset liability management model with decision support system for life insurance companies: computational results-Rao, Harish V ; Basu, Sankarshan ; Tiwari, Manoj Kumar ; Dutta, Goutam Computers and industrial EngineeringVol.128985-998p.
62021Bank’s battle against insider frauds ignitors and mitigators: An emerging nation experience-Roy, Neha Chhabra ; Basu, Sankarshan Journal of Facilities ManagementVol.19Iss.4437-457p.
72021Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies-Bhatia, Vaneet ; Basu, Sankarshan Finance Research LettersVol.40101736
82022Climate-related discussions in firms? 10-K: Who does it and what is its impact?-Basu, Sankarshan ; Bhattacharya, Sharad ; Bhattacharya, Mousumi ; Pathak, Jalaj Economics LettersVol.220AN:110855
92016Country risk analysis in emerging markets: The Indian example-Basu, Sankarshan Journal of Business and EconomicsVol.7Iss.144-57p.
102010Development of utility function for life insurance buyers in the Indian market-Dutta, Goutam ; Basu, Sankarshan ; John, Jose Journal of the Operational Research SocietyVol.61Iss.4585-593p.
112022Do precious metals hedge crude oil volatility jumps?-Das, Debojyoti ; Bhatia, Vaneet ; Kumar, Surya Bhushan ; Basu, Sankarshan International Review of Financial AnalysisVol.83AN:102257
122023Dynamics of time-varying currency beta on Indian industries: A Markov switching approach-Saha, Soumya ; Chakrabarti, Gagari ; Basu, Sankarshan IIMB Management ReviewVol.35Iss.171-81p.
132020Effect of the U.S. quantitative easing policy on institutional investor flows of an emerging country-Damle, Harshali ; Basu, Sankarshan Cogent Economics and FinanceVol.8Iss.117p.
142021Evidence-based Stock Price Behaviour Around Cash Dividend Announcements in an Emerging Market Set-up-Chatterjee, Chanchal ; Dutta, Paromita ; Basu, Sankarshan Global Business Review
152021Examining the impact of ETF Investments on different characteristics of the underlying stocks in the US-Prabhu, Dinakar ; Soni, Rishabh ; Mishra, Mridul ; Basu, Sankarshan Journal of International Finance and EconomicsVol.21Iss.149-69p.
162022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework-Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam ; Basu, Sankarshan Energy EconomicsVol.115AN:106388
172020Has the global financial crisis changed the market response to credit ratings? Evidence from an emerging market-Basu, Sankarshan ; Thampy, Ashok ; Krishnan, Kaveri Journal of Emerging Market FinanceVol.19Iss.17-32p.
182016India emerging: new financial architecture-Basu, Sankarshan IIMB Management ReviewVol.28Iss.3170-178p.
192022Interest rate transmission of monetary policy: India perspective-Amrutkar, Pratik ; Joshi, Swapnil ; Basu, Sankarshan GLIMS Journal of Management Review and TransformationVol.1Iss.130-47p.
202018Investment portfolio performances of public sector general insurance firms in India: an empirical approach-Chakraborty, Joy ; Basu, Sankarshan Business Perspectives and ResearchVol.6Iss.161-75p.