Jyoti Ranjan Jena

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Jyoti Ranjan Jena is a Research Scholar at Siksha O Anusandhan (Deemed to be) University, Bhubaneswar, Odisha, India. He was qualified UGC NET with JRF. He has four years of corporate experience at National Projects Construction Corporation Limited and LandscapeAdnet Pvt. Ltd. of two years each. His research interest includes Financial Engineering, Stock Market, Derivatives, Risk Analysis, Risk Management, Financial Econometrics, and Behavioural Finance.

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David Berliner

Université libre de Bruxelles

David Seamon

Kansas State University

Michael Neale

Virginia Commonwealth University

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Dartmouth College

Jordan Grigor

Vanderbilt University

Jake S Veasey

The Open University

Caitlin Henry

The University of Manchester

Katerina Koniari

National & Kapodistrian University of Athens

Tatjana Lejko-Zupanc

University of Ljubljana

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National & Kapodistrian University of Athens

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Papers by Jyoti Ranjan Jena

Unravelling Behavioural Biases in Individual and Institutional Investors Investment Decision- making: Intersection of Bibliometric and Systematic Literature Review

South Asian Journal of Business and Management Cases, Nov 28, 2023

Investigating the Potential Areas in Artificial Intelligence and Financial Innovation: A Bibliometric Analysis

Journal of scientometric research, Apr 15, 2024

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A bibliographic overview of financial engineering in the emerging financial market

International Journal of System Assurance Engineering and Management

A bibliometric analysis on financial engineering studies

International Journal of Financial Engineering

Due to the availability of innovative financial products and services, financial engineering has ... more Due to the availability of innovative financial products and services, financial engineering has expanded to include more practices and engineering techniques (FinTech, InsurTech, and other technologies). Financial engineering (FE) has succeeded through the stock market, financial instruments, and service developments. This study combines qualitative and quantitative approaches with bibliometric analysis to address a vacuum in financial literature. Co-citation, co-occurrence, and bibliographic coupling analysis techniques are used to make inferences about the structure of FE research in finance from January 2007 to December 2022. The study used 347 filtered research articles from the Scopus database and processed through VOS-Viewer and Biblioshiny through “R” to justify study objectives. The relevance of authors, journals, and organizations in a contemporary topic study is recognized using bibliometrics analysis. The study topic analysis revealed that modern portfolio theory acknowl...