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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Email
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

Results 21-40 of 45 (Search time: 0.003 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
212018Investment portfolio performances of public sector general insurance firms in India: an empirical approach-Chakraborty, Joy ; Basu, Sankarshan Business Perspectives and ResearchVol.6Iss.161-75p.
222016Is corporate hedging consistent with value-maximization in emerging markets?: an empirical analysis of Indian firms-Daka, Vandana Rao ; Basu, Sankarshan Journal of Accounting, Finance and EconomicsVol.6Iss.130-48p.
232020Market responses to increased transparency: An Indian narrative-Mukherji, Arnab ; Basu, Sankarshan ; Krishnan, Kaveri International Review of Economics and FinanceVol.69663-677p.
242013Market-wide herding and the impact of institutional investors in the Indian capital market-Lakshman, M V ; Basu, Sankarshan ; Vaidyanathan, R Journal of Emerging Market FinanceVol.12Iss.2197-237p.
2531-Jul-2016Measured response to high frequency trading-Sasidharan, Anand ; Basu, Sankarshan The Hindu Business Line
262022Modeling the Commodity Prices of Base Metals in Indian Commodity Market Using a Higher Order Markovian Approach-Nag, Suryadeepto ; Basu, Sankarshan ; Chakrabarty, Siddhartha P. Journal of Quantitative EconomicsVol.20Iss.1159-171p.
272018New asset liability management model with decision support system for life insurance companies: interface design issues for database and mathematical models-Rao, Harish V ; Dutta, Goutam ; Basu, Sankarshan International Journal of Revenue ManagementVol.10Iss.34259-289p.
282011New insights into pricing of book built IPOs in India-Pande, Alok ; Basu, Sankarshan International Research Journal of Applied Finance (IRJAF)Vol.2Iss.8900-915p.
292018Overconfidence, 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.
3014-Aug-2016Overexposure to Masala Bonds kills its forex boons-Basu, Sankarshan Deccan Herald, Bangalore
312020Policy framework for Financial Consumer Protection: What we know vs. what we do not know; The Indian experience-Basu, Sankarshan The International Review of Financial ConsumersVol.5Iss.219-23p.
322019Reallocating the right to choose the delivery grade in futures markets-Hegde, Shantaram ; Basu, Sankarshan ; Parameswaran, Sunil K Theoretical Economics LettersVol.9Iss.4737-751p.
331-Nov-2017Recapitalization for Indian banks: will good banks be punished or rewarded?-Basu, Sankarshan ; Bawa, Jaslene The Economic Times
342020Restructuring assets reform, 2013: Impact of operational ability, liquidity, bank capital, profitability and capital on bank credit risk-Basu, Sankarshan ; Bawa, Jaslene Kaur IIMB Management ReviewVol.32Iss.3267-279p.
352020Seasonal effect and electricity trading market: An emerging nation experience-Basu, Sankarshan ; Roy, Neha Chhabra The Electricity JournalVol.33Iss.7
362023Single event transition risk: A measure for long term carbon exposure-Nag, Suryadeepto ; Chakrabarty, Siddhartha P. ; Basu, Sankarshan MethodsXVol.10AN:102001
372020Some analytical results for models of the bid-ask spread-Basu, Sankarshan ; Parameswaran, Sunil K Business and Management ResearchVol.9Iss.334-45p.
382023Survival and sustenance strategy of primary agricultural cooperative credit societies in India: a fuzzy interpretive structural modelling approach-Panda, Debadutta Kumar ; Bhattacharjee, Kaushik ; Chatterjee, Debmallya ; Basu, Sankarshan International Journal of Social EconomicsVol.50Iss.6821-838p.
392005Term structure estimation in illiquid government bond markets: an empirical analysis for India-Dutta, Goutam ; Basu, Sankarshan ; Vaidyanathan, Krishnamurthy Journal of Emerging Market FinanceVol.4Iss.163-80p.
202020The black-scholes merton model: Implications for the option delta and the probability of exercise-Basu, Sankarshan ; Parameswaran, Sunil K Theoretical Economics LettersVol.10Iss.61307-1313p.