Operational risk: Emerging markets, sectors and measurement S Mitra, A Karathanasopoulos, G Sermpinis, C Dunis, J Hood European Journal of Operational Research 241 (1), 122-132, 2015 | 87 | 2015 |
A white paper on scenario generation for stochastic programming S Mitra Optirisk systems: white paper series, ref. No. OPT004, 2006 | 58 | 2006 |
A review of volatility and option pricing S Mitra International Journal of Financial Markets and Derivatives 2 (3), 149-179, 2011 | 50 | 2011 |
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index A Karathanasopoulos, KA Theofilatos, G Sermpinis, C Dunis, S Mitra, ... The European Journal of Finance 22 (12), 1145-1163, 2016 | 38 | 2016 |
Regime switching volatility calibration by the Baum–Welch method S Mitra, P Date Journal of computational and applied mathematics 234 (12), 3243-3260, 2010 | 37 | 2010 |
Risk measures in quantitative finance S Mitra, T Ji International Journal of Business Continuity and Risk Management 1 (2), 125-135, 2010 | 37 | 2010 |
A review of scenario generation methods S Mitra, ND Domenica International Journal of Computing Science and Mathematics 3 (3), 226-244, 2010 | 25 | 2010 |
An analysis of dollar cost averaging and market timing investment strategies JL Kirkby, S Mitra, D Nguyen European Journal of Operational Research 286 (3), 1168-1186, 2020 | 23 | 2020 |
Firm value and the impact of operational management S Mitra, A Karathanasopoulos Asia-Pacific Financial Markets 26, 61-85, 2019 | 16 | 2019 |
The role of fashion retail buyers in China and the buyer decision-making process Y Zhong, S Mitra Journal of Fashion Marketing and Management: An International Journal 24 (4 …, 2020 | 15 | 2020 |
FinTech revolution: the impact of management information systems upon relative firm value and risk S Mitra, A Karathanasopoulos Journal of Banking and Financial Technology 4 (2), 175-187, 2020 | 15 | 2020 |
Pricing and risk management of interest rate swaps S Mitra, P Date, R Mamon, IC Wang European Journal of Operational Research 228 (1), 102-111, 2013 | 15 | 2013 |
Operational risk of option hedging S Mitra Economic Modelling 33, 194-203, 2013 | 14 | 2013 |
The relationship between conditional value at risk and option prices with a closed-form solution S Mitra The European Journal of Finance 21 (5), 400-425, 2015 | 13 | 2015 |
Regime switching stochastic volatility option pricing S Mitra International Journal of Financial Markets and Derivatives 1 (2), 213-242, 2010 | 12 | 2010 |
Regression based scenario generation: Applications for performance management S Mitra, S Lim, A Karathanasopoulos Operations Research Perspectives 6, 100095, 2019 | 11 | 2019 |
Modelling and trading the English and German stock markets with novelty optimization techniques A Karathanasopoulos, S Mitra, K Skindilias, CC Lo Journal of Forecasting 36 (8), 974-988, 2017 | 10 | 2017 |
Scenario generation for operational risk S Mitra Intelligent Systems in Accounting, Finance and Management 20 (3), 163-187, 2013 | 10 | 2013 |
Efficient option risk measurement with reduced model risk S Mitra Insurance: Mathematics and Economics 72, 163-174, 2017 | 9 | 2017 |
Applications of signed graphs to portfolio turnover analysis B Vasanthi, S Arumugam, AK Nagar, S Mitra Procedia-Social and Behavioral Sciences 211, 1203-1209, 2015 | 8 | 2015 |