Faculty

Subrata Kumar Mitra

Associate Professor
skm@iimraipur.ac.in
7712474660

Additional Information


Subrata Kumar Mitra

Associate Professor

About Faculty

Area of Research
1. Corporate Finance.
2. Financial Modeling.
3. Empirical Finance.
4. Investment Analysis and portfolio Management.
5. Derivatives and Risk Management.

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)

Affiliation
Awards & Recognitions

Research

Journal Publications

>> Mitra S. K. (2010). Establishing Cointegrating Relationships Involving Interest Rates and other Macroeconomic Variables in India. Asian Social Science, 4 (1), 103 - 114

>> Mitra S. K. (2009). Optimal Combination of Trading Rules using Neural Networks International Business Research. , 2 (1), 86 - 99

>> Mitra S. K. (2008). Valuation of Nifty Options Using Black's Option Pricing Formula. The ICFAI Journal of Derivative Markets, 5 (1), 50 - 61

>> Mitra S. K. (2008). An Analysis of Microfinance Rating Models. Vilakshan - XIMB Journal of Management, 5 (1), 1 - 22

>> Mitra S. K. (2006). Ambiguity in Microfinance Interest Rates, Prajnan. Quarterly Journal of National Institute of Bank management, 35 (3),

>> Mitra S. K. (2006). Improving Accuracy of Option Price Estimation using Artificial Neural Networks. The ICFAI Journal of Derivative Markets, 3 (4), 27 - 38

>> Mitra S. K. (2005). Forecasting Indian Stock Market Index Movements using Neural Networks. Anveshan - In Search of Managerial Excellence, 1 (1), 9 - 22

>> Mitra S. K. (2005). Asking Price of Microfinance Loan to Poor Borrowers. IRMA Working Paper (191),

>> Mitra S. K. (2003). Diversification of Equity Portfolio : Theory and Practice. News magazine of National Stock Exchange of India 7 - 12

>> Mitra S. K. (2002). Profiting from Technical Analysis in Indian Stock Market. Finance India, 16 (1), 109 - 220

>> Mitra S. K. (2002). Application of Neural Networks in Investment Management. Half-yearly Journal of National Insurance Academy, Pune

>> Mitra S. K. (2001). Knowledge Discovery Using Neural Networks. Quarterly Journal of National Institute of Industrial Engineering (NITIE) 19 - 27

>> Mitra S. K. (2001). Combination of Trading Rules for Higher Risk-Adjusted Trading Profit. The ICFAI Journal of Applied Finance 6 - 19

>> Mitra S. K. (2000). Forecasting Stock Index using Neural Networks. The ICFAI Journal of Applied Finance 16 - 25

>> Mitra S. K. (2000). Forecasting Stock Index using Neural Networks. The ICFAI Journal of Applied Finance 16 - 25

>> Mitra S. K. (2000). Profitable Trading Opportunity in Indian Stock Market: An Empirical Study with BSE Sensex. 36 - 52

Memberships
Training and Consultancy

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