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Prateek      Sharma
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Prateek Sharma

Finance and Accounting


  • FPM (FINANCE),2015 - IIM Lucknow
  • PGDM,2011 - IIM Lucknow
  • B.Tech (IT),2006 - USIT, Guru Gobind Singh Indraprastha University.

Work In Progress
  • Sharma, P., & Vipul. (2017). Measuring diversification gains in international multi-asset portfolios.
  • Sharma, P. (2017). Long-term persistence in corporate capital structure: Evidence from India.
    • Assistant professor (Finance): IIM Sirmaur [July 2016 to May 2017]
    • Assistant Professor (Finance): IMT Ghaziabad [August 2015 to May 2016]
    • Management Associate: CitiBank [June 2011 to January 2012]
    • Software Engineer: Indus Valley Partners [November 07 – March 2008]
    • Software Engineer: Infosys [June 2006 – November 2007]
    • Certified FRM® (Financial Risk Manager) by the Global Association of Risk Professionals (GARP).
    • Highly Commendable Student Research Paper Award at the 2nd PAN IIM World Management Conference organized by IIM Kozhikode (November 2014).
    • Ranked 3rd in section in Term I at IIM Lucknow. Awarded certificate of merit and cash prize.
    • Ranked 2nd in first year of engineering. Awarded scholarship and certificate from Chief Minister of Delhi Mrs. Sheila Dixit.
    • All India Rank 24 out of 35,521 candidates (99.93 percentile) in JMET – 09 conducted by IITs.
    • Scored 99.95 percentile in CAT 2008. Above 99.25 percentile in all three examination sections.
    • All India Rank 331 out of 73,122 candidates (99.55 percentile) in National Aptitude Test 2009 conducted by NIIT. Awarded merit certificate by Mr. Vishwanathan Anand.
    • Highest CGPA in the coursework of the FPM program (2012 Batch) at IIM Lucknow.
    • School Mathematics topper in class XII Boards examinations with 97% marks.
    • National Stock Exchange's Certification in Derivatives Market with a score of 91.25%.
    • Sharma, P., & Vipul (2018). Improving portfolio diversification: Identifying the right baskets for putting your eggs. Managerial and Decision Economics, 39(6), 698-711.
    • Sharma, P., & Paul, S. (2017), Quantile forecasts using the Realized GARCH-EVT approach, Studies in Economics and Finance, Forthcoming. (ABDC Rank B)
    • Paul, S. & Sharma, P. (2017) Improving VaR forecasts using extreme value theory with Realized GARCH filter. Studies in Economics and Finance, Vol. 34 No. 2. (ABDC Rank B)
    • Sharma, P. and Vipul. (2016), Economic benefits of using realized covariance forecasts in risk-based portfolios, Applied Economics, 48(6), 502-516. (ABDC Rank A)
    • Sharma, P., & Vipul. (2016). Forecasting stock market volatility using Realized GARCH model: International evidence. Quarterly Review of Economics and Finance. (ABDC Rank B)
    • Sharma, P., & Vipul. (2015) Performance of risk-based portfolios under different market conditions: Evidence from India. Research in International Business and Finance, 34, 397-411. (ABDC Rank B)
    • Sharma, P., & Paul, S. (2015) Testing the skill of mutual fund managers: evidence from India. Managerial Finance, 41(8), 806–824. (ABDC Rank B)
    • Sharma, P., & Vipul. (2015). Forecasting stock index volatility with GARCH models: International evidence. Studies in Economics and Finance, Vol. 32 No. 4, pp. 445–463. (ABDC Rank B)