Faculty

Subrata Kumar Mitra

Designation: Associate Professor

Phone No.:7712474660

Email Id:skm@iimraipur.ac.in

Additional Information

Curriculum Vitae

Subrata Kumar Mitra

Associate Professor

Indian Institute Of Management,Raipur

About Faculty

Publication

Establishing Cointegrating Relationships Involving Interest Rates and other Macroeconomic Variables in India

Author(s) Name: Mitra S. K.

Year of Publication: 2010

Journal Name: Asian Social Science

Volume: 4 , Number: 1 , Pages: 103 - 114

------------------------------------

Optimal Combination of Trading Rules using Neural Networks International Business Research

Author(s) Name: Mitra S. K.

Year of Publication: 2009

Journal Name:

Volume: 2 , Number: 1 , Pages: 86 - 99

------------------------------------

Valuation of Nifty Options Using Black's Option Pricing Formula

Author(s) Name: Mitra S. K.

Year of Publication: 2008

Journal Name: The ICFAI Journal of Derivative Markets

Volume: 5 , Number: 1 , Pages: 50 - 61

------------------------------------

An Analysis of Microfinance Rating Models

Author(s) Name: Mitra S. K.

Year of Publication: 2008

Journal Name: Vilakshan - XIMB Journal of Management

Volume: 5 , Number: 1 , Pages: 1 - 22

------------------------------------

Ambiguity in Microfinance Interest Rates, Prajnan

Author(s) Name: Mitra S. K.

Year of Publication: 2006

Journal Name: Quarterly Journal of National Institute of Bank management

Volume: 35 , Number: 3 , Pages: 0 - 0

------------------------------------

Improving Accuracy of Option Price Estimation using Artificial Neural Networks

Author(s) Name: Mitra S. K.

Year of Publication: 2006

Journal Name: The ICFAI Journal of Derivative Markets

Volume: 3 , Number: 4 , Pages: 27 - 38

------------------------------------

Forecasting Indian Stock Market Index Movements using Neural Networks

Author(s) Name: Mitra S. K.

Year of Publication: 2005

Journal Name: Anveshan - In Search of Managerial Excellence

Volume: 1 , Number: 1 , Pages: 9 - 22

------------------------------------

Asking Price of Microfinance Loan to Poor Borrowers

Author(s) Name: Mitra S. K.

Year of Publication: 2005

Journal Name: IRMA Working Paper

Volume: , Number: 191 , Pages: 0 - 0

------------------------------------

Diversification of Equity Portfolio : Theory and Practice

Author(s) Name: Mitra S. K.

Year of Publication: 2003

Journal Name: News magazine of National Stock Exchange of India

Volume: , Number: , Pages: 7 - 12

------------------------------------

Profiting from Technical Analysis in Indian Stock Market

Author(s) Name: Mitra S. K.

Year of Publication: 2002

Journal Name: Finance India

Volume: 16 , Number: 1 , Pages: 109 - 220

------------------------------------

Application of Neural Networks in Investment Management

Author(s) Name: Mitra S. K.

Year of Publication: 2002

Journal Name: Half-yearly Journal of National Insurance Academy, Pune

Volume: , Number: , Pages: 0 - 0

------------------------------------

Knowledge Discovery Using Neural Networks

Author(s) Name: Mitra S. K.

Year of Publication: 2001

Journal Name: Quarterly Journal of National Institute of Industrial Engineering (NITIE)

Volume: , Number: , Pages: 19 - 27

------------------------------------

Combination of Trading Rules for Higher Risk-Adjusted Trading Profit

Author(s) Name: Mitra S. K.

Year of Publication: 2001

Journal Name: The ICFAI Journal of Applied Finance

Volume: , Number: , Pages: 6 - 19

------------------------------------

Forecasting Stock Index using Neural Networks

Author(s) Name: Mitra S. K.

Year of Publication: 2000

Journal Name: The ICFAI Journal of Applied Finance

Volume: , Number: , Pages: 16 - 25

------------------------------------

Forecasting Stock Index using Neural Networks

Author(s) Name: Mitra S. K.

Year of Publication: 2000

Journal Name: The ICFAI Journal of Applied Finance

Volume: , Number: , Pages: 16 - 25

------------------------------------

Profitable Trading Opportunity in Indian Stock Market: An Empirical Study with BSE Sensex

Author(s) Name: Mitra S. K.

Year of Publication: 2000

Journal Name:

Volume: , Number: , Pages: 36 - 52

------------------------------------

Education

1. BE (Mechanical) from Regional Engineering College. (1980)

2. Master in Computer Management from University of Pune. (1993)
3. Greduation in Operational Research, OR Society of India Culcutta. (1987)
4. Charted Financial Analyst (CFA), The Institute of Chartered Financial Analysts of India. (1999)
5. Ph.D. University of Pune, (2006)

Affilation

Area of Research

1. Corporate Finance.

2. Financial Modeling.
3. Empirical Finance.
4. Investment Analysis and portfolio Management.
5. Derivatives and Risk Management.

Professional Membership

Awards & Honours