Kshatriya Saranya
Finance and Accounting
PhD (IIT Madras), MS (IIT Madras), FRM (GARP)
+91-431 2505098
saranya@iimtrichy.ac.in
Dr. Saranya Kshatriya is an Assistant Professor in Finance and Accounting area. She has received her doctoral and Masters degree from Indian Institute of Technology Madras. She is a certified Financial Risk Manager by the Global Association of Risk Professionals (GARP). Prior to joining IIM Trichy, she worked at IIT Tirupati and is a visiting faculty at IIM Kozhikode. She is also an Academic Visitor at NUS Business School, Singapore.
Teaching Interests
- Corporate Finance
- Financial Modelling
- Financial Risk Management
Research Interests
- Corporate Governance
- Empirical Asset Pricing
- Financial Engineering
Journal Articles
Kshatriya Saranya and P Krishna Prasanna | Year – 2021
Kshatriya, S., & Prasanna, K. (2021). Jump Interdependencies: stochastic linkages among international stock markets. The North American Journal of Economics and Finance, 57, 101418. |
Kshatriya Saranya and P Krishna Prasanna | Year – 2020
Kshatriya, S., & Prasanna, K. (2020). Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. International Review of Finance, 20(3), 581-604. |
Kshatriya Saranya and P Krishna Prasanna | Year – 2018
Kshatriya, S., & Prasanna, P. K. (2018). Genetic algorithm-based portfolio optimization with higher moments in global stock markets. Journal of Risk, 20(4). |
Kshatriya Saranya and P Krishna Prasanna | Year – 2018
Saranya, K., & Prasanna, P. K. (2018). Estimating stochastic volatility with jumps and asymmetry in Asian markets. Finance Research Letters, 25, 145-153. |
Kshatriya Saranya and P Krishna Prasanna | Year – 2014
Saranya, K., & Prasanna, P. K. (2014). Portfolio selection and optimization with higher moments: Evidence from the Indian stock market. Asia-Pacific Financial Markets, 21, 133-149. |