Faculty

A rich and lively student-teacher interaction is at the heart of SPJIMR's success. Our faculty members are known to be great teachers, who can bring alive the subject, encourage critical thinking and offer a wider, holistic perspective that is critical in today's complex business environment.

Our faculty members are drawn from academia, industry, government sector and non-profits. Collectively, they bring in a wide range of experience in building and delivering knowledge and skills to prepare participants for leadership roles.

The teaching-learning process at SPJIMR is vastly enriched by a series of non-classroom initiatives through which our faculty help build among participants the right attitudes to enable them lead with purpose, meaning and with an idea of service to society.

The average experience of the core faculty is over 18 years, with several who have come to academics after years of experience as practitioners. In addition, we have around 20 adjunct faculty and several more visiting faculty who engage with participants of various courses.

FACULTY SEARCH

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Overview

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Dr. Saswat Patra has joined SPJIMR as an Assistant Professor in the area of Finance. He has completed his doctorate from IIM-Bangalore. His thesis titled “Essays on improving Risk estimation with application to stocks and options” focuses on developing new techniques to estimate the risk for a portfolio of options and stocks. Prior to joining IIM-Bangalore, he had completed his MBA from IMT-Ghaziabad with a major in Finance. He also has a BTech degree in Computer Science and Engineering.

Dr. Patra has presented his work in various reputed international and national conferences including IFABS, Multinational Finance Society Annual Conference, Pan-IIM Conference, India Finance Conference and others. His paper titled “First Passage Probabilities for Pearson Diffusion Process with Application to Options” was awarded the Best Paper Award at CERE organized by IIM-Indore. He has authored a number of papers which are at various stages of review at leading academic Finance journals and are expected to be published soon. His major research and teaching interests are in the area of Volatility Modelling, Time Series Analysis, Financial Derivatives, Risk Management and Corporate Finance.

Teaching Interests:

  • Quantitative Methods
  • Corporate Finance
  • Financial Analytics
  • Financial Risk Management
Experience

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Research & Publications

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Peer Reviewed Journal Articles

Published:

  • Patra, S., & Panda, P. (2021). Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework. International Journal of Finance & Economics, 26(1), 493-514, ABS-3, IF-3.07, Citescore-2.0

  • Patra, S., & Bhattacharyya, M. (2021). Does volume really matter? A risk management perspective using cross‐country evidence. International Journal of Finance & Economics, 26(1), 118-135, ABS-3, IF-3.07, Citescore-2.0
  • Patra, S., & Bhattacharyya, M. (2020). How Risky Are the Options? A Comparison with the Underlying Stock Using MaxVaR as a Risk Measure. Risks, 8(3), 76, ABDC-B, Scopus-Q2, Citescore-1.4

Under Review:

  • First Passage Probabilities of Pearson Diffusion Process with Application to Options, with Prof. Malay Bhattacharyya, Quantitative Finance, Taylor & Francis, ABDC-A.
  • Static and Dynamic Value-at-Risk for Options: Do distributional Assumptions Matter? with Prof. Malay Bhattacharyya, Cogent Economics and Finance, Taylor & Francis, ABDC-B

Research under Progress:

  • Do Mutual Funds beat the markets: A comprehensive study of Indian Equity Mutual Funds in Bull and Bear Periods with Prof. Hemant Manuj
  • Forget the BRICS; Meet the CIVETS: The new investment destination, with Dr. Pradiptarathi Panda.
  • Revisiting the risk in Commodity Markets: The role of volume
  • Financial Stress and Covid19 Pandemic: A comparative analysis of the advanced and emerging economies

 

Peer Reviewed Paper Presentations

  • Revisiting Value-at-Risk and Expected Shortfall in Oil Markets under Structural Breaks: The Role of Fat-Tailed Distributions, International Risk Management Conference (IRMC) 2020, October 9-10

  • Reexamining the Volume-Volatility Nexus in Oil Markets with Structural Breaks: A Risk Management Perspective, 3rd ICDE & 14th ISDSI Annual Conference 2020, December 27-29, IIM Raipur

  • The impact of Volume on Volatility and Value-at-Risk: Evidence from major stock exchanges around the world with Prof. Malay Bhattacharyya, International Finance and Banking Society (IFABS) Annual Conference 2016, June 1-3, Barcelona.
  • A novel non-linear Value-at-Risk method for Options: The use of Pearson’s Type IV distribution with Prof. Malay Bhattacharyya, Multinational Finance Society (MFS) Annual Conference 2016, June 26-29, Stockholm
  • The impact of Volume on Volatility and Value-at-Risk: Evidence from major stock exchanges around the world with Prof. Malay Bhattacharyya, Southern Finance Association (SFA), Annual Conference 2016, November 16-19, Florida (Selected but not Presented)
  • Revisiting Value-at-Risk and Expected Shortfall in Oil Markets under Structural Breaks: The Role of Fat-Tailed Distributions, International Risk Management Conference, Aug 2020
  • First Passage Time Probabilities of Pearson Diffusion Process with Application to Options with Prof. Malay Bhattacharyya, Conference on Excellence in Education and Research (CERE) 2017, May 4-7, IIM-Indore (Adjudged the Best Paper Award)
Additional Information

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

MDP on “Corporate Finance” by RBI Academy with a rating of 9.8

Blogs

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Video

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Academic Area

Dr. Saswat Patra

Assistant Professor - Finance
Head - Central Examination & Project Lead (Analytics Major)

saswat.patra@spjimr.org

Finance
 
SPJIMR
Bhavan's Campus
Munshi Nagar | Dadabhai Road,
Andheri West | Mumbai - 400 058, India
Reception: +91 22 61454200
Delhi Centre
Bharatiya Vidya Bhavan Campus, 
3rd Floor Gate No. 4, Copernicus Lane
Kasturba Gandhi Marg, New Delhi-110001
Telephone: 011-23073121, 011-23006871
Direct Line: 011- 23383563

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