Joseph Cherian

Asia School of Business

Practice Professor of Finance

11 Jalan Dato Onn

Kuala Lumpur, 50480

Malaysia

http://www.josephcherian.me/

Johnson Graduate School of Management

11 E. Loop Rd. 3rd Floor

Tata Innovation Center, Cornell Tech Campus

New York, NY 10044

United States

http://www.josephcherian.me/

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 33,584

SSRN RANKINGS

Top 33,584

in Total Papers Downloads

2,331

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (11)

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 Asia School of Business
Downloads 718 (55,781)
Citation 2

Abstract:

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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
Asia School of Business, Harvard University and affiliation not provided to SSRN
Downloads 707 (56,946)
Citation 1

Abstract:

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3.

Replicas: Have Hedge Funds Re-Resurrected as Traditional Beta?

Number of pages: 65 Posted: 09 Oct 2020 Last Revised: 28 Feb 2023
Joseph Cherian, Christine Kon and Ziyun Li
Asia School of Business, Xen Capital and New York University
Downloads 371 (125,068)

Abstract:

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Hedge Fund Risk Exposures, Hedge Fund Clones, Market Risk Factors, Alpha, Beta, Alternative Beta

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, Asia School of Business and NUS Business School - Centre for Asset Management Research & Investments
Downloads 165 (276,509)

Abstract:

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

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

Number of pages: 27 Posted: 04 Mar 2018
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University, Asia School of Business and NUS Business School - Centre for Asset Management Research & Investments
Downloads 33 (701,447)
Citation 1

Abstract:

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Inflation indexing, retirement saving

5.

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
Asia School of Business, Xen Capital and National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI)
Downloads 171 (267,889)

Abstract:

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

6.

Clientele Effect in Sovereign Bonds: Evidence from Malaysia

Chen, Minxia, and Joseph Cherian and Ziyun Li and Yuping Shao and Marti G. Subramanyam, Clientele Effect in Sovereign Bonds: Evidence from Malaysia.
Number of pages: 97 Posted: 26 Jun 2018 Last Revised: 13 Apr 2022
INSEAD - Finance, Students, Asia School of Business, New York University, National University of Singapore (NUS) and New York University (NYU) - Leonard N. Stern School of Business
Downloads 166 (274,827)

Abstract:

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clientele effect, liquidity, credit risk, sovereign Sukuk, Islamic sovereign bond, con- ventional sovereign bond, Ramadan, sovereign repo market

7.

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 Asia School of Business

Abstract:

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8.

Discretionary Volatility Trading in Options Markets

Posted: 26 Aug 1999
Joseph Cherian
Asia School of Business

Abstract:

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9.

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

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

Abstract:

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10.

Informationless Manipulation in a Market Maker-Type Economy

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

Abstract:

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11.

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
Asia School of Business, Harvard University and affiliation not provided to SSRN

Abstract:

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