Dr Sovan Mitra

Senior Lecturer

DepartmentFinance and Accounting

Research outputs

A Real Options Approach To Measuring Freedom In Sen’s Capabilities Approach
Mitra, S. 2021. A Real Options Approach To Measuring Freedom In Sen’s Capabilities Approach. International Journal of Sustainable Economy.

Optimal Feedback Control of Stock Prices Under Credit Risk Dynamics
Mitra, S., Jinghai Shao and Karathanasopoulos, Andreas 2021. Optimal Feedback Control of Stock Prices Under Credit Risk Dynamics. Annals of Operations Research. Advanced online publication. https://doi.org/10.1007/s10479-021-04002-6

FinTech revolution: the impact of management information systems upon relative firm value and risk
Mitra, S. and Karathanasopoulos, A. 2020. FinTech revolution: the impact of management information systems upon relative firm value and risk. Journal of Banking and Financial Technology. 4, p. 175–187. https://doi.org/10.1007/s42786-020-00023-0

An analysis of dollar cost averaging and market timing investment strategies
Lars Kirkby, J., Mitra, S. and Nguyen, D. 2020. An analysis of dollar cost averaging and market timing investment strategies. European Journal of Operational Research. 286 (3), pp. 1168-1186. https://doi.org/10.1016/j.ejor.2020.04.055

Health Care Investment: The Case of Multiple Sources of Risk
Jokung, O. and Mitra, S. 2020. Health Care Investment: The Case of Multiple Sources of Risk. Asia-Pacific Financial Markets. 27, pp. 231-255. https://doi.org/10.1007/s10690-019-09291-3

Stock-ADR Arbitrage: Microstructure Risk
Mitra, S. 2019. Stock-ADR Arbitrage: Microstructure Risk. Journal of International Financial Markets, Institutions and Money. 63 101132. https://doi.org/10.1016/j.intfin.2019.08.004

Firm Value And The Impact of Operational Management
Mitra, S. and Karathanasopoulos, A. 2019. Firm Value And The Impact of Operational Management. Asia-Pacific Financial Markets. 26, pp. 61-85. https://doi.org/10.1007/s10690-018-9258-1

Efficient Option Risk Measurement With Reduced Model Risk
Mitra, S. 2017. Efficient Option Risk Measurement With Reduced Model Risk. Insurance: Mathematics and Economics. 72, pp. 163-174. https://doi.org/10.1016/j.insmatheco.2016.09.006

Stock Market Prediction Using Evolutionary Support Vector Machines: An Application To The ASE20 Index
Karathanasopoulos, A., Theofilatos, K.A., Sermpinis, D., Dunis, C., Mitra, S. and Stasinakis, C. 2016. Stock Market Prediction Using Evolutionary Support Vector Machines: An Application To The ASE20 Index. European Journal of Finance. 22 (12), pp. 1145-1163. https://doi.org/10.1080/1351847X.2015.1040167

Operational Risk: Emerging Markets, Sectors and Measurement
Mitra, S., Karathanasopoulos, A., Sermpinis, G., Dunis, C. and Hood, J. 2015. Operational Risk: Emerging Markets, Sectors and Measurement . European Journal of Operational Research. 241 (1), pp. 122-132. https://doi.org/10.1016/j.ejor.2014.08.021





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