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Diganta Mukherjee

Indian Statistical Institute (from arXiv:2005.02814, 2020) · ORCID · OpenAlex

47 papers in scope · 46 published · 1 on the econ.EM arXiv · 458 citations · h-index 12 (over the papers listed here)

Papers

(1 of 47)

Growth and inflation targeting by the government and the central bank: Alignment or conflict?
published2025 · International Journal of Economic Theory · 1 citations · first circulated 2019
with Gopal K. Basak, Mrinal K. Ghosh
Multidimensional Child Poverty in the City of Kolkata: Construction and Identification from the Perspective of 8 years old School-going Children
published2024 · Child Indicators Research
with Saswati Das, Trina Guha Thakurta, S.F. Haque
On the estimation of population size under dependent dual-record system: an adjusted profile-likelihood approach
published2021 · Journal of Statistical Computation and Simulation · 1 citations · first circulated 2015
with Kiranmoy Chatterjee
Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective
published2021 · Studies in Microeconomics · 11 citations
with Soham Banerjee
Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle
published2021 · Stochastic Analysis and Applications · first circulated 2019
with Subhojit Biswas, Mrinal K. Ghosh, Mrinal Kanti Ghosh
Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model
published2020 · International Journal of Financial Engineering · 2 citations
with Subhojit Biswas, Indranil SenGupta
working paper2020 · arXiv
MULTI-ASSET PORTFOLIO OPTIMIZATION WITH STOCHASTIC SHARPE RATIO UNDER DRAWDOWN CONSTRAINT
published2020 · Annals of Financial Economics
with Subhojit Biswas, Saif Jawaid
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution
published2020 · International Journal of Mathematical Modelling and Numerical Optimisation · first circulated 2019
with Subhojit Biswas
Deep Learning Classifier with Piecewise Linear Activation Function: An Empirical Evaluation with Intraday Financial Data
published2019 · The Journal of Financial Data Science · 1 citations
with Soham Banerjee
A PROPOSAL FOR MULTI-ASSET GENERALIZED VARIANCE SWAPS
published2019 · Annals of Financial Economics · 2 citations
with Subhojit Biswas
The Lead–Lag Relationship Between Futures and Spot Price—A Case of the Oil and Oilseed Contracts Traded on Indian Exchange
published2019 · Arthaniti-Journal of Economic Theory and Practice · 4 citations
with Suranjana Joarder
Are Values Reported Using Quantities and Prices in Consumption Expenditure Data?
published2019 · Journal of Statistical Theory and Practice
with Prabir Chaudhury
Why does “last week” reporting give higher estimates than “last month”?
published2019 · Communication in Statistics-Theory and Methods · 3 citations
with Prabir Chaudhury
A new integrated likelihood for estimating population size in dependent dual‐record system
published2018 · Canadian Journal of Statistics · 8 citations
with Kiranmoy Chatterjee
Krishnendu Ghosh Dastidar, Oligopoly, Auctions and Market Quality (Economics, Law, and Institutions in Asia Pacific).
published2018 · Studies in Microeconomics
Bi‐cooperative network games: A link‐based allocation rule
published2018 · International Journal of Economic Theory · 2 citations
with Surajit Borkotokey, Loyimee Gogoi
Measuring performance of batting partners in limited overs cricket
published2018 · South African Journal for Research in Sport Physical Education and Recreation · 3 citations
with Dibyojyoti Bhattacharjee, Hermanus H. Lemmer, Hemanta Saikia
A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle
published2017 · Computational Economics · 26 citations
with Gopal K. Basak, Mrinal K. Ghosh
Economic Impact of Commodity Transaction Tax on Futures Contracts
published2017 · Prajnan Journal of Banking and Financial Management · 3 citations · first circulated 2016
ON INTERMEDIATE HEADCOUNT INDICES OF POVERTY
published2017 · Bulletin of Economic Research · 4 citations
with S. Subramanian
A Spatial Game Theoretic Analysis of Conflict and Identity
published2017 · Computational Economics · 2 citations
with Anirban Ghatak, K. S. Mallikarjuna Rao
Assessing consistency of consumer confidence data using latent class analysis with time factor
published2017 · Economic Analysis and Policy · 2 citations · first circulated 2015
with Sunil Kumar, Zakir Husain
Effects of Volume of Trade and Time to Maturity on Volatility - The Oilseed Derivatives Market in India
published2017 · Prajnan Journal of Banking and Financial Management
with Suranjana Joarder
On the estimation of homogeneous population size from a complex dual-record system
published2016 · Journal of Statistical Computation and Simulation · 18 citations
with Kiranmoy Chatterjee
Barrier Option Under Lévy Model : A PIDE and Mellin Transform Approach
published2016 · Mathematics · 5 citations
with Sudip Chandra
An improved integrated likelihood population size estimation in Dual-record System
published2015 · Statistics & Probability Letters · 8 citations
with Kiranmoy Chatterjee
A mean-reverting stochastic model for the political business cycle
published2015 · Stochastic Analysis and Applications · 4 citations
with Gopal K. Basak, Mrinal K. Ghosh
Direct income transfers and public good provisioning: choosing between two anti-poverty schemes
published2015 · Economics bulletin
with S. Subramanian
PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options
published2015 · Stochastic Analysis and Applications · 6 citations
with Sudip Chandra, Indranil SenGupta
Risk‐Neutral Pricing: Importance and Relevance
published2014 · Wiley StatsRef: Statistics Reference Online · first circulated 2008
with Gopal K. Basak
Corruption in delegated public procurement auctions
published2014 · European Journal of Political Economy · 41 citations
with Krishnendu Ghosh Dastidar
SELF‐HELP GROUPS AND EMPOWERMENT OF WOMEN: SELF‐SELECTION, OR ACTUAL BENEFITS?
published2012 · Journal of International Development · 14 citations
with Zakir Husain, Mousumi Dutta
Influence of Big Traders on the Stock Market: Theory and Simulation
published2011 · Dynamic Games and Applications · 1 citations
with Gopal K. Basak, Mrinal K. Ghosh
PARETO HONOURING POVERTY REDUCTION
published2011 · Bulletin of Economic Research
Equilibrium and stability of a stock market game with big traders
published2009 · Differential Equations and Dynamical Systems · 2 citations
with Gopal K. Basak, Mrinal K. Ghosh
PREMATURE MORTALITY AND POVERTY MEASUREMENT
published2007 · Bulletin of Economic Research · 77 citations · first circulated 2003
with Ravi Kanbur
Poverty measures incorporating variable rate of alleviation due to population growth
published2007 · Social Choice and Welfare · 13 citations
Poverty, relative to the ability to eradicate it: An index of poverty reduction failure
published2007 · Economics Letters · 25 citations
with Ravi Kanbur
Population growth and poverty measurement
published2006 · Social Choice and Welfare · 47 citations · first circulated 2002
with Satya R. Chakravarty, Ravi Kanbur
Hierarchical Preference and Consumption Deprivation
published2003 · Journal of Economic Research (JER) · 1 citations
with Amita Majumder
Measuring multidimensional deprivation
published2001 · Mathematical Social Sciences · 33 citations
Incomplete information as a deterrent to crime
published2000 · European Journal of Political Economy · 22 citations
with Sugata Marjit, Meenakshi Rajeev
Measures of Deprivation and their Meaning in Terms of Social Satisfaction
published1999 · Theory and Decision · 40 citations
with Satya R. Chakravarty
Ranking Income Distributions by Deprivation Orderings
published1999 · Social Indicators Research · 3 citations
with Satya R. Chakravarty
Optimal subsidy for the poor
published1998 · Economics Letters · 14 citations
with Satya R. Chakravarty
Lorenz Domination, Utilitarian Deprivation Rule and Equal Sacrifice Principle
published1998 · Manchester School · 9 citations
with Satya R. Chakravarty

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.