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Number of items: 13.


Vasanti, B, Arumugam, S, Nagar, Atulya K and Mitra, Sovan
(2015) Applications of Signed Graphs to Portfolio Turnover Analysis. 2ND GLOBAL CONFERENCE ON BUSINESS AND SOCIAL SCIENCES (GCBSS-2015) ON MULTIDISCIPLINARY PERSPECTIVES ON MANAGEMENT AND SOCIETY, 211. pp. 1203-1209.


Jokung, Octave and Mitra, Sovan
(2019) Asset Prices and Changes in Risk within a Bivariate Model. ASIA-PACIFIC FINANCIAL MARKETS, 26 (1). pp. 47-60.


Mitra, Sovan
(2020) Downside risk measurement in regime switching stochastic volatility. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 378. p. 112845.


Mitra, Sovan ORCID: 0000-0003-4984-0679
(2017) Efficient option risk measurement with reduced model risk. INSURANCE MATHEMATICS & ECONOMICS, 72. 163 - 174.


Mitra, Sovan and Karathanasopoulos, Andreas
(2019) Firm Value and the Impact of Operational Management. ASIA-PACIFIC FINANCIAL MARKETS, 26 (1). pp. 61-85.


Karathanasopoulos, Andreas, Mitra, Sovan, Skindilias, Konstantinos and Lo, Chia Chun
(2017) Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques. JOURNAL OF FORECASTING, 36 (8). pp. 974-988.


Mitra, Sovan, Karathanasopoulos, Andreas, Sermpinis, Georgios, Dunis, Christian and Hood, John
(2015) Operational risk: Emerging markets, sectors and measurement. European Journal of Operational Research, 241 (1). pp. 122-132.


Mitra, Sovan
(2019) Political Risk Modelling and Measurement From Stochastic Volatility Models. International Journal of Sustainable Economy, 11 (2). p. 184.


Mitra, Sovan, Lim, Sungmook and Karathanasopoulos, Andreas
(2019) Regression based scenario generation: Applications for performance management. OPERATIONS RESEARCH PERSPECTIVES, 6. p. 100095.


Karathanasopoulos, Andreas, Theofilatos, Konstantinos Athanasios, Sermpinis, Georgios, Dunis, Christian, Mitra, Sovan and Stasinakis, Charalampos
(2016) Stock market prediction using evolutionary support vector machines: an application to the ASE20 index. EUROPEAN JOURNAL OF FINANCE, 22 (12). pp. 1145-1163.


Kirkby, J Lars, Mitra, Sovan and Duy, Nguyen
(2020) An analysis of dollar cost averaging and market timing investment strategies. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 286 (3). pp. 1168-1186.


Mitra, Sovan
(2015) The relationship between conditional value at risk and option prices with a closed-form solution. The European Journal of Finance, 21 (5). pp. 400-425.


Zhong, Yingtong and Mitra, Sovan
(2020) The role of fashion retail buyers in China and the buyer decision-making process. JOURNAL OF FASHION MARKETING AND MANAGEMENT, 24 (4). pp. 631-649.

This list was generated on Sun Feb 25 21:05:29 2024 GMT.