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Udayan Sharma

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Name
Udayan Sharma
Qualification
Ph.D. from Indian Institute of Management Lucknow, B. Tech. in Electrical and Electronics from Guru Gobind Singh Indraprastha University
Contact No.
+91-731-2439589
Email
udayans@iimidr.ac.in
Curriculum Vitae
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Dr. Udayan Sharma is Assistant Professor in the area of Finance and Accounting at Indian Institute of Management (IIM) Indore. He obtained Ph.D. in Finance from Indian Institute of Management (IIM) Lucknow in 2020. His broader research areas lie in Portfolio risk management and Quantitative finance. His teaching interests include Financial Management, Corporate Finance, Management Accounting, Financial Derivatives, and Financial Econometrics. His articles have been published in journals such as International Review of Financial Analysis, Review of Financial Economics, and Applied Economics. He has presented his research at international and national seminars, symposiums, and conferences.

Research Publications

  • Sharma, U., & Karmakar, M. (2023). Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. International Review of Financial Analysis, 87, 102621.
  • Sharma, U., & Karmakar, M. (2022). Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management. Review of Financial Economics (Early view).
  • Karmakar, M., & Sharma, U. (2020). Measuring quantile risk hedging effectiveness: a GO-GARCH-EVT-copula approach. Applied Economics, 52(48), 5244-5262.
  • Sharma, U., & Chakraborty, M. (2019). Investing in lottery-like stocks in India. Studies in Economics and Finance.
  • Lalwani, V., Sharma, U., & Chakraborty, M. (2019). Investor reaction to extreme price shocks in stock markets: A cross country examination. IIMB Management Review, 31(3), 258-267.