Arnav Sheth

Saint Mary's College of California

Assistant Professor

Graduate Business

380 Moraga Rd

Moraga, CA 94556

United States

SCHOLARLY PAPERS

5

DOWNLOADS

354

CITATIONS

1

Scholarly Papers (5)

1.

Risk-Taking, Financial Distress and Innovation

Number of pages: 14 Posted: 01 Feb 2011
Arnav Sheth, Larry Shepp and Oded Palmon
Saint Mary's College of California, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and Rutgers Business School
Downloads 103 (207,407)
Citation 1

Abstract:

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Stochastic control, numerical methods, Brownian motion, financial distress, risk management

2.

Hiring, Firing and Infighting: A Tale of Two Companies

Number of pages: 20 Posted: 29 Sep 2011
Arnav Sheth
Saint Mary's College of California
Downloads 25 (399,945)

Abstract:

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stochastic control, numerical methods, Brownian motion, corporate infighting

3.

The Carrot: Executive Compensation, Risk-Taking and Innovation

Number of pages: 23 Posted: 20 Jul 2015 Last Revised: 28 Dec 2015
Arnav Sheth
Saint Mary's College of California
Downloads 16 (384,469)

Abstract:

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stochastic control, numerical techniques, Brownian motion, behavioral mathematics

4.

Fama-French Factors and Business Cycles

Number of pages: 19 Posted: 10 Dec 2017
Arnav Sheth and Tee Lim
Saint Mary's College of California and Saint Mary's College of California
Downloads 0 (193,694)

Abstract:

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factor investing, yield curve, term spread, business cycles, recessions

5.

Leveraging Herd Behavior in Foreign Exchange Markets

Number of pages: 17 Posted: 15 Nov 2017
Arnav Sheth and Keisuke Teeple
Saint Mary's College of California and University of California, Davis
Downloads 0 (380,750)

Abstract:

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foreign exchange rates, market microstructure, WM/Reuters Fix, herd behavior