Concepedia

Madhusudan Karmakar

MK

13

Publications

447

Citations

12

H-Index

1995

Active since

Affiliations

Indian Institute of Management Lucknow(Current)

Madhusudan Karmakar is an author at Indian Institute of Management Lucknow specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsManagementEmpirical FinanceVolatility ModelingStatisticsGlobal Finance

Publications per year

1995–2022

13

Publications

13

Modeling Conditional Volatility of the Indian Stock Markets

Madhusudan Karmakar · Vikalpa The Journal for Decision Makers · 2005 · 83 citations

Economics, Volatility Modeling, Financial Economics +13

Asymmetric Volatility and Risk-return Relationship in the Indian Stock Market

Madhusudan Karmakar · South Asia Economic Journal · 2007 · 63 citations

Empirical Finance, Volatility Modeling, Economics +10

Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach

Madhusudan Karmakar, Samit Paul · International Journal of Forecasting · 2018 · 49 citations

Portfolio Optimization, Asset Pricing, Portfolio Risk +12

Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study

Madhusudan Karmakar · The Quarterly Review of Economics and Finance · 2009 · 35 citations

Market Microstructure, Financial Economics, International Finance +10

Managing extreme risk in some major stock markets: An extreme value approach

Madhusudan Karmakar, G. K. Shukla · International Review of Economics & Finance · 2014 · 35 citations

Empirical Finance, Asset Pricing, Financial Risk Management +10

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