Joseph Cherian

NUS Business School

Practice Professor of Finance

Mochtar Riady Building

15 Kent Ridge Drive

Singapore, 119245

Singapore

SCHOLARLY PAPERS

9

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CITATIONS
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13

Scholarly Papers (9)

1.

Option Pricing and Foreign Investment under Political Risk

Number of pages: 36 Posted: 08 Oct 1999
Enrico C. Perotti and Joseph Cherian
University of Amsterdam - Finance Group and NUS Business School
Downloads 670 (28,579)
Citation 13

Abstract:

2.

Optimal Extraction of Nonrenewable Resources When Prices are Uncertain and Costs Cumulate

Number of pages: 27 Posted: 26 Mar 1998
Joseph Cherian, Jayendu Patel and Ilya Khripko
NUS Business School, Harvard University and affiliation not provided to SSRN
Downloads 595 (31,076)

Abstract:

3.

Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28 Posted: 01 Jun 2011 Last Revised: 27 Mar 2012
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
Downloads 127 (168,616)

Abstract:

inflation indexing, inflation-protected bonds, inflation-indexed annuities, pension plans, inflation swaps, inflation index replication

4.

A Tail of Two Cities: On the Downside Risk and Loss Profile of Asian and North American Hedge Funds

Number of pages: 55 Posted: 07 Nov 2014 Last Revised: 06 Jan 2015
Joseph Cherian, Christine Kon and William Weng
NUS Business School, National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI) and National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI)
Downloads 65 (212,138)

Abstract:

Hedge Funds, Downside risk, Loss profile, North American hedge funds, Asian hedge funds, Risk-adjusted performance

5.

Options Markets, Self-Fulfilling Prophecies, and Implied Volatilities

Posted: 10 Sep 1999
Robert A. Jarrow and Joseph Cherian
Cornell University - Samuel Curtis Johnson Graduate School of Management and NUS Business School

Abstract:

6.

Discretionary Volatility Trading in Options Markets

Posted: 26 Aug 1999
Joseph Cherian
NUS Business School

Abstract:

7.

Asset Pricing under Political Risk: Theory and Evidence from Hong Kong Stock Options

Posted: 03 Nov 1998
Joseph Cherian and Enrico C. Perotti
NUS Business School and University of Amsterdam - Finance Group

Abstract:

8.

Informationless Manipulation In a Market Maker-Type Economy

Posted: 26 Aug 1998
Joseph Cherian and Vikram Kuriyan
NUS Business School and Indian School of Business

Abstract:

9.

Optimal Extraction of Nonrenewable Resources When Costs Cumulate

Flexibility, Natural Resources, & Strategic Options (Oxford University Press), Winter 1999
Posted: 26 Mar 1998
Joseph Cherian, Jayendu Patel and Ilya Khripko
NUS Business School, Harvard University and affiliation not provided to SSRN

Abstract: