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. |