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Author

Suparna Biswas

Observed name: Biswas, Suparna
ORCID: 0000-0002-8534-5184
Observed ORCID: 0000-0002-8534-5184
OpenAlex ID: A5072685202
Extreme quantile estimation based on financial time series
2015 · Santanu Dutta, Suparna Biswas · Communications in Statistics - Simulation and Computation · 10
Assessing Market Risk of Indian Index Funds
2015 · Suparna Biswas, Santanu Dutta · Global Business Review · 10
Nonparametric Estimation of Range Value at Risk
2023 · Suparna Biswas, Rituparna Sen · Computation · 6
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Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased
2016 · Santanu Dutta, Suparna Biswas · Communications in Statistics - Simulation and Computation · 5
Kernel-based estimation of spectral risk measures
2024 · Suparna Biswas, Rituparna Sen · The Journal of Risk · 3
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Econometric Modeling of Market Risk: Application to Indian Stock Exchange
2026 · Suparna Biswas, Rituparna Sen · Contributions to management science
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
2025 · Biswas, Suparna, Sen, Rituparna · arXiv (Cornell University)
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Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
2024 · Biswas, Suparna, Sen, Rituparna · RePEc: Research Papers in Economics
PDF
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
2024 · Suparna Biswas, Rituparna Sen · SSRN Electronic Journal
Friends with Benefits: The Role of Internal Capital Markets During Financial Stress
2023 · Suparna Biswas, Saumitra N. Bhaduri · India studies in business and economics
Nonparametric Estimation of Range Value at Risk
2022 · Suparna Biswas, Rituparna Sen · Springer eBooks
Works count: 12
Citation count: 34
H-index: 4
I10-index: 2
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