Kshatriya Saranya

+91-431 2505098    saranya@iimtrichy.ac.in

Finance and Accounting

Ph.D. (IIT Madras), MS (IIT Madras), FRM (GARP)

Linkedin

Dr. Saranya Kshatriya is an Assistant Professor in the Finance and Accounting area. She has received her doctoral and Master’s degrees from the 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

G. Venkatesh, Saranya Kshatriya and Shashank Bansal | Year – 2025
Venkatesh, G., Kshatriya, S., & Bansal, S. (2025). Board busyness and firm performance: an emerging market perspective. Corporate Governance: An International Review, 33(2), 231-245.

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.

← Back to List