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Dr Gita Persand

Lecturer in Finance

Department Director of Academic Tutoring
Programme Director of BSc Finance (Investments)

Gitanjali Persand

Specialisms

  • Financial risk management, 
  • Financial econometrics

Location

ICMA Centre, Whiteknights Campus

Gita Persand is a Lecturer in Finance and currently teaches on the undergraduate degree programmes, having previously taught at the Universities of Bristol and Southampton. She is the module convenor for Financial Modelling and for Introductory Finance.

Gita holds a PhD in Risk Management from the ICMA Centre. Her research is in the areas of financial risk management and financial econometrics, and she has published in various journals including the Journal of Business, Journal of Empirical Finance, Journal of Banking and Finance, Financial Analyst Journal, Journal of Applied Econometrics, andInternational Journal of Forecasting.

Reference: Brooks, Chris, Clare, A. D., Dalle Molle, J. W. and Persand, Gitanjali (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi: https://doi.org/10.1016/j.jempfin.2004.01.004
Henley faculty authors:
Dr Gita Persand A. D. Clare- J. W. Dalle Molle
Reference: Brooks, Chris, Burke, Simon P., Heravi, Saeed and Persand, Gitanjali (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417 doi: https://doi.org/10.1093/jjfinec/nbi018
Henley faculty authors:
Dr Gita Persand Simon P. Burke- Saeed Heravi
Reference: Brooks, Chris and Persand, Gitanjali (2003) Volatility forecasting for risk management. Journal of Forecasting, 22 (1). pp. 1-22. ISSN 1099-131X doi: https://doi.org/10.1002/for.841
Henley faculty authors:
Dr Gita Persand
Reference: Brooks, Chris and Persand, Gitanjali (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: https://doi.org/10.1108/eb022959
Henley faculty authors:
Dr Gita Persand
Reference: Brooks, Chris and Persand, Gitanjali (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. doi: https://doi.org/10.2469/faj.v58.n5.2471
Henley faculty authors:
Dr Gita Persand
Reference: Brooks, Chris, Clare, A.D. and Persand, Gitanjali (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: https://doi.org/10.1108/eb043485
Henley faculty authors:
Dr Gita Persand A.D. Clare
Reference: Brooks, Chris, Clare, A.D. and Persand, Gitanjali (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: https://doi.org/10.1111/1467-9957.00319
Henley faculty authors:
Dr Gita Persand A.D. Clare
Reference: Brooks, Chris, Henry, O.T. and Persand, Gitanjali (2002) The effect of asymmetries on optimal hedge ratios. Journal of Business, 75 (2). pp. 333-352. ISSN 0740-9168
Henley faculty authors:
Dr Gita Persand O.T. Henry
Reference: Brooks, Chris and Persand, Gitanjali (2001) Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects. Applied Economics Letters, 8 (3). pp. 155-158. ISSN 1466-4291 doi: https://doi.org/10.1080/13504850150504504
Henley faculty authors:
Dr Gita Persand
Reference: Brooks, Chris, Burke, Simon and Persand, Gitanjali (2001) Benchmarks and the accuracy of GARCH model estimation. International Journal of Forecasting, 17 (1). pp. 45-56. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(00)00070-4
Henley faculty authors:
Dr Gita Persand Simon Burke
Reference: Brooks, Chris and Persand, Gitanjali (2001) The trading profitability of forecasts of the gilt–equity yield ratio. International Journal of Forecasting, 17 (1). pp. 11-29. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(00)00060-1
Henley faculty authors:
Dr Gita Persand
Reference: Brooks, Chris, Clare, Andrew D. and Persand, Gitanjali (2000) A word of caution on calculating market-based minimum capital risk requirements. Journal of Banking & Finance, 24 (10). pp. 1557-1574. ISSN 0378-4266 doi: https://doi.org/10.1016/S0378-4266(99)00092-8
Henley faculty authors:
Dr Gita Persand Andrew D. Clare

Financial Modelling

Financial Modelling: Provides a rapid introduction to using MS Excel to solve a variety of practical problems related to finance. Many careers in banking and finance now require candidates to...

Module code: IC212

Introductory Finance/Trading Simulation I

This module aims to provide the student with an overview of the financial system. This will include an overview of the role that the financial system plays in the economy...

Module code: IC102

Past Events

6 October 2018 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
13 October 2018 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
16 June 2018 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
15 June 2018 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
16 June 2017 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
30 September 2017 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA
7 October 2017 ❘ ICMA Centre, Henley Business School, University of Reading, Whiteknights, Reading, RG6 6BA

Most recent news & media

ICMA Centre set for over 80% qualified HEA academics in the New Year

ICMA Centre set for over 80% qualified HEA academics in the New Year

4 January 2016

Brooks, C., Clare, A. D., Dalle Molle, J. W. and Persand, G. (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi:10.1016/j.jempfin.2004.01.004

Brooks, C., Burke, S. P., Heravi, S. and Persand, G. (2005) Autoregressive conditional kurtosis. Journal of Financial Econometrics, 3 (3). pp. 399-421. ISSN 1479-8417 doi: 10.1093/jjfinec/nbi018

Brooks, C. and Persand, G. (2003) Volatility forecasting for risk management. Journal of Forecasting, 22 (1). pp. 1-22. ISSN 1099-131X doi: 10.1002/for.841

Brooks, C. and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: 10.1108/eb022959

Brooks, C., Clare, A.D. and Persand, G. (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: 10.1111/1467-9957.00319

Brooks, C. and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. doi: 10.2469/faj.v58.n5.2471

Brooks, C., Henry, O.T. and Persand, G. (2002) The effect of asymmetries on optimal hedge ratios. Journal of Business , 75 (2). pp. 333-352.

Brooks, C., Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: 10.1108/eb043485

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