Dr Gita Persand

Lecturer in Finance

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, 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: https://doi.org/10.1016/j.jempfin.2004.01.004
Reference: 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: https://doi.org/10.1093/jjfinec/nbi018
Reference: Brooks, C. and Persand, G. (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
Reference: 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: https://doi.org/10.1108/eb022959
Reference: 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: https://doi.org/10.1108/eb043485
Reference: Brooks, C. and Persand, G. (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
Reference: 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: https://doi.org/10.1111/1467-9957.00319
Reference: 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. ISSN 0740-9168
Reference: Brooks, C. and Persand, G. (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
Reference: Brooks, C. , Burke, S. and Persand, G. (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
Reference: Brooks, C. and Persand, G. (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
Reference: Brooks, C. , Clare, A. D. and Persand, G. (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

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

Provides you with a knowledge of the key concepts that underlie the valuation of financial assets, including an examination of the pricing of stocks, bonds and options. The module also...

Module code: IC102

Past Events

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

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