Jhuma Ray

Jhuma Ray (MBA, M.Phil) did her Bachelors from University of Calcutta, India in 2000 and MBA in Finance from F.M. University, India in 2002. She is presently pursuing her PhD from NIT Silchar, India. She is currently working as an Assistant Professor in the Department of Engineering Science and Management and is the former Head of the Department of Basic Science & Humanities of RCC Institute of Information Technology, Kolkata, India. In addition, she acted as a Nodal Officer of Equity Assurance Plan Committee under TEQIP-II (Technical Education Quality Improvement Programme), World Bank funded Project. She has several research publications in international journals and conference proceedings to her credit. She has also authored chapters in books published by reputed publishers. Her research interests include Portfolio management and Risk Optimization procedures.

Publications

Portfolio Optimization and Asset Allocation With Metaheuristics: A Review
Jhuma Ray, Siddhartha Bhattacharyya, N. Bhupendro Singh. © 2021. 19 pages.
Portfolio optimization stands to be an issue of finding an optimal allocation of wealth to place within the obtainable assets. Markowitz stated the problem to be structured as...
Metaheuristic Approaches to Portfolio Optimization
Jhuma Ray, Anirban Mukherjee, Sadhan Kumar Dey, Goran Klepac. © 2019. 263 pages.
Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfolio is an...
Portfolio Optimization and Asset Allocation With Metaheuristics: A Review
Jhuma Ray, Siddhartha Bhattacharyya, N. Bhupendro Singh. © 2019. 26 pages.
Portfolio optimization stands to be an issue of finding an optimal allocation of wealth to place within the obtainable assets. Markowitz stated the problem to be structured as...
Conditional Value-at-Risk-Based Portfolio Optimization: An Ant Colony Optimization Approach
Jhuma Ray, Siddhartha Bhattacharyya, N. Bhupendro Singh. © 2019. 27 pages.
Over the past few decades, an extensive research on the multi-objective decision making and combinatorial optimization of real world's financial transactions has taken place....