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Economics and Finance

D-Index
46
Citations
12887
World Ranking
1638
National Ranking
976

Overview

Sanjiv Ranjan Das is an academic affiliated with Santa Clara University in the United States. Their research intersects economics, econometrics, finance, and computer science, with an emphasis on finance, artificial intelligence, economics and econometrics, accounting, and management science and operations research.

The scientist's work spans multiple specialized topics, including:

  • Financial Markets and Investment Strategies
  • Financial Literacy, Pension, Retirement Analysis
  • Insurance, Mortality, Demography, Risk Management
  • Risk and Portfolio Optimization
  • Banking Stability, Regulation, Efficiency
  • Credit Risk and Financial Regulations
  • Topic Modeling

Recent notable publications include:

  • "CapitalVX: A machine learning model for startup selection and exit prediction," 2021, The Journal of Finance and Data Science
  • "Fairness Measures for Machine Learning in Finance," 2021, The Journal of Financial Data Science
  • "Dynamic optimization for multi-goals wealth management," 2021, Journal of Banking & Finance
  • "Banking networks, systemic risk, and the credit cycle in emerging markets," 2022, Journal of International Financial Markets Institutions and Money
  • "FinLex: An effective use of word embeddings for financial lexicon generation," 2021, The Journal of Finance and Data Science

The scientist frequently collaborates with the following coauthors:

  • Daniel N. Ostrov
  • Deep Srivastav
  • Anand Radhakrishnan
  • Michele Donini
  • Krishnaram Kenthapadi

Publication venues with repeated contributions include:

  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • The Journal of Finance and Data Science
  • The Journal of Financial Data Science
  • "The journal of wealth management"

Sanjiv Ranjan Das's body of work reflects a blend of data-driven techniques and financial theory to address challenges in financial markets, wealth management, and risk assessment. Their involvement in machine learning applications within finance is illustrated by publications focusing on fairness in machine learning, startup selection prediction, and financial lexicon generation.

Best Publications

  • Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web

    Sanjiv R. Das;Mike Y. Chen

  • Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

    Edwin J. Elton;Martin J. Gruber;Sanjiv Das;Matthew Hlavka

  • The Firm's Management of Social Interactions

    David Godes;Dina Mayzlin;Yubo Chen;Sanjiv Das

  • Common Failings: How Corporate Defaults are Correlated

    Sanjiv R. Das;Darrell Duffie;Nikunj Kapadia;Leandro Saita

  • Systemic Risk and International Portfolio Choice

    Sanjiv Ranjan Das;Raman Uppal

  • The surprise element: jumps in interest rates

    Sanjiv R. Das

  • Of Smiles and Smirks: A Term Structure Perspective

    Sanjiv Ranjan Das;Rangarajan K. Sundaram

  • Portfolio Optimization with Mental Accounts

    Sanjiv Das;Harry Markowitz;Jonathan Scheid;Meir Statman

  • Accounting-based versus market-based cross-sectional models of CDS spreads

    Sanjiv R. Das;Paul Hanouna;Atulya Sarin

  • A Simple Approach to Three-Factor Affine Term Structure Models

    Pierluigi Balduzzi;Sanjiv Ranjan Das;Silverio Foresi;Rangarajan K Sundaram

  • The Central Tendency: A Second Factor in Bond Yields

    Pierluigi Balduzzi;Sanjiv Ranjan Das;Silverio Foresi

  • Correlated Default Risk

    Sanjiv Ranjan. Das;Laurence Freed;Gary Geng;Nikunj Kapadia

  • Pricing Interest Rate Derivatives: A General Approach

    George Chacko;Sanjiv Das

  • Exact solutions for bond and option prices with systematic jump risk

    Sanjiv Ranjan Das;Silverio Foresi

  • Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare

    Sanjiv Ranjan Das;Rangarajan K. Sundaram

  • eInformation: A Clinical Study of Investor Discussion and Sentiment

    Sanjiv Das;Asís Martínez-Jerez;Peter Tufano

  • Yahoo! for Amazon: Sentiment Parsing from Small Talk on the Web

    Sanjiv R. Das;Mike Y. Chen

  • The future of fintech

    Sanjiv R. Das

  • Did CDS trading improve the market for corporate bonds

    Sanjiv Das;Madhu Kalimipalli;Subhankar Nayak

  • A DISCRETE–TIME APPROACH TO ARBITRAGE-FREE PRICING OF CREDIT DERIVATIVES

    Sanjiv Ranjan Das;Rangarajan K. Sundaram

  • A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

    Sanjiv Ranjan Das;Rangarajan K. Sundaram

  • Credit Risk Derivatives

    Sanjiv Ranjan Das

Frequent Co-Authors

Rangarajan K. Sundaram
Rangarajan K. Sundaram New York University
Meir Statman
Meir Statman Santa Clara University
Darrell Duffie
Darrell Duffie Stanford University
Raman Uppal
Raman Uppal EDHEC Business School
Georgia Koutrika
Georgia Koutrika Athena Research Center
Lucian Popa
Lucian Popa IBM (United States)
Shivakumar Vaithyanathan
Shivakumar Vaithyanathan IBM (United States)
Alistair Sinclair
Alistair Sinclair University of California, Berkeley
Priya Raghubir
Priya Raghubir New York University
Harry M. Markowitz
Harry M. Markowitz University of California, San Diego

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