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Sankarshan-Basu.jpg picture
Full Name
Basu, Sankarshan
Vernacular Name
Sankarshan Basu
 
Variants
Sankarshan Basu
 
 
 
Email
sankarshan.basu@iimb.ac.in
 
Scopus Author ID
Researcher ID
 
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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Subject:  Emerging markets

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Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12016Assessing performance of liquidity adjusted value-at-risk models-Daka, Vandana Rao ; Basu, Sankarshan International Journal of Financial ResearchVol.7Iss.587-98p.
22020Has 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.
32018Overconfidence, trading volume and liquidity effect in Asia’s Giants: evidence from pre-, during- and post-global recession-Gupta, Suman ; Goyal, Vinay ; Kalakbandi, Vinay Kumar ; Basu, Sankarshan DecisionVol.45Iss.3235-257p.
42022The determinants of credit rating and the effect of regulatory disclosure requirements: Evidence from an emerging market-Krishnan, Kaveri ; Basu, Sankarshan Asia-Pacific Journal of Risk and InsuranceVol.17Iss.187-112p.