Concepedia

Gopal K. Basak

GK

16

Publications

663

Citations

12

H-Index

1991

Active since

Affiliations

Indian Statistical Institute(Current)

Indian Institute of Science Bangalore

Hong Kong University of Science and Technology

University of Bristol

Binghamton University

Gopal K. Basak is an author at Indian Statistical Institute specializing in engineering, statistics, and finance.

Top concepts

EngineeringFinanceBusinessStatisticsStochastic ProcessesStabilityProbabilityAsset PricingStochastic CalculusManagement

Publications per year

1991–2020

16

Publications

16

Stability of a Random Diffusion with Linear Drift

Gopal K. Basak, Arnab Bisi, Mrinal K. Ghosh · Journal of Mathematical Analysis and Applications · 1996 · 212 citations

Engineering, Diffusion Process, Stochastic Dynamical System +4

Stability in Distribution for a Class of Singular Diffusions

Gopal K. Basak, Rabi Bhattacharya · The Annals of Probability · 1992 · 75 citations · Full text

Engineering, Singular Diffusions, Stochastic Processes +10

A direct test for the mean variance efficiency of a portfolio

Gopal K. Basak, Ravi Jagannathan, Guoqiang Sun · Journal of Economic Dynamics and Control · 2002 · 54 citations

Portfolio Optimization, Asset Pricing, Direct Test +9

Jackknife Estimator for Tracking Error Variance of Optimal Portfolios

Gopal K. Basak, Ravi Jagannathan, Tongshu Ma · Management Science · 2009 · 52 citations

Tracking Error Variance, Portfolio Optimization, Asset Pricing +12

Understanding the origin of extreme events in El Niño southern oscillation

Arnob Ray, Sarbendu Rakshit, Gopal K. Basak et al. · Physical review. E · 2020 · 37 citations · Full text

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