1. IIMB-

Bhattacharyya, Malay

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Full Name
Bhattacharyya, Malay
Vernacular Name
Malay Bhattacharyya
 
Variants
Malay Bhattacharyya
 
Main Affiliation
 
Personal Site
 
Email
malayb@iimb.ac.in
 
Scopus Author ID
Researcher ID
 
Biography
His academic career spans more than three decades, and he has published in academic journals and conference proceedings. His research interests include Quantitative Finance, Time Series and Extreme Value Theory.
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Publications

Refined By:
Type:  Journal Article
Date Issued:  [2000 TO 2009]

Results 1-6 of 6 (Search time: 0.002 seconds).

Issue DateTitleSub-TitleAuthor(s)Journal NameVolume NumberIssue NumberPages
12009A combined QFD and integer programming framework to determine attribute levels for conjoint study-Chaudhuri, Atanu ; Bhattacharyya, Malay International Journal of Production ResearchVol.47Iss.236633-6649p.
22008Conditional VaR estimation using Pearson's type IV distribution-Bhattacharyya, Malay ; Chaudhary, Abhishek ; Yadav, Gaurav European Journal of Operational ResearchVol.191Iss.2386-397p.
32008Conditional VaR using EVT: towards a planned margin scheme-Ritolia, Gopal ; Bhattacharyya, Malay International Review of Financial AnalysisVol.17Iss.2382-395p.
42008Contemporary financial risk management: the role of Value at Risk (VAR) Models.-Bhattacharyya, Malay IIMB Management ReviewVol.20Iss.3292-296p.
52009Max VaR for non-normal and heteroskedastic returns-Bhattacharyya, Malay ; Misra, Nityanand ; Kodase, Bharat Quantitative FinanceVol.9Iss.8925-935p.
62009Optimal sampling frequency for volatility forecast models for the Indian stock markets-Bhattacharyya, Malay ; Dileep, Kumar M ; Kumar, Ramesh Journal of ForecastingVol.28Iss.138-54p.