Arun Muralidhar

AlphaEngine Global Investment Solutions

Chairman

Great Falls, VA

United States

http://www.mcubeit.com

George Washington University

Adjunct Professor

2121 I Street NW

Washington, DC 20052

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 18,683

SSRN RANKINGS

Top 18,683

in Total Papers Downloads

2,151

CITATIONS

0

Ideas:
“  I am currently working on (a) The Relative Asset Pricing Model (and Goals-based Asset Pricing Model); (b) Pension Reform; (c) New Financial Instruments; (d) Risk-Adjusted Performance and Attribution; and (e) the Importance of Time and Skill  ”

Scholarly Papers (20)

The Relative Asset Pricing Model: Implications for Asset Allocation, Rebalancing, and Asset Pricing

Journal of Financial Perspectives, 2014
Number of pages: 14 Posted: 23 Feb 2014 Last Revised: 07 Jul 2017
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 254 (102,574)

Abstract:

Loading...

CAPM, RAPM, LDI, Fama-French, Prospect Theory, Zero Beta CAPM

The Relative Asset Pricing Model: Implications for Asset Allocation, Rebalancing and Asset Pricing

Journal of Financial Perspectives, Vol. 3, No. 1, 2015
Number of pages: 32 Posted: 04 Dec 2017
Arun Muralidhar, Kazuhiko Ohashi and Sunghwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Hongik University
Downloads 7 (554,078)

Abstract:

Loading...

2.

Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory

Number of pages: 37 Posted: 09 Sep 2014
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 108 (171,656)

Abstract:

Loading...

Prospect Theory, MPT, Kahneman-Tversky, Relative Asset Pricing, Funded Status, Liabilities, Utility

3.

The Time Contradiction (in Asset Management and Asset Pricing) Between Investor Decision Horizons and Time Needed to Establish Skill

Journal of Performance Measurement (Fall 2017)
Number of pages: 23 Posted: 25 Apr 2015 Last Revised: 30 Oct 2017
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 71 (179,691)

Abstract:

Loading...

Asset Pricing, Investment Decisions, Time Horizon, Time Contradiction, Rebalancing, Hedge Fund Fees, Peer Comparison

4.

LDI: Does it Turn CAPM into RAPM?

Number of pages: 24 Posted: 04 Feb 2013
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 64 (248,370)

Abstract:

Loading...

CAPM, RAPM, LDI

5.

Selfies Can Improve the Nation's Retirement Security

Plan Sponsor Magazine, Forthcoming
Posted: 22 Nov 2017
Robert C. Merton and Arun Muralidhar
Massachusetts Institute of Technology (MIT) - Sloan School of Management and AlphaEngine Global Investment Solutions

Abstract:

Loading...

Annuities; SeLFIES; US Treasury; General Accounting Office; in-plan retirement income; funding infrastructure; financial innovation; GBI; forward-starting bonds

6.

A Very Simple Goals - and Risk-Based Asset Pricing Model (or Asset Pricing with Heterogeneous Investors)

Number of pages: 43 Posted: 12 Oct 2017 Last Revised: 16 Nov 2017
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (185,073)

Abstract:

Loading...

Goals Based Investing, Asset Pricing, Asset Allocation, Risk-Adjusted Performance, Heterogeneous Investors, GBI, CAPM, MPT, RAPM, ICAPM, Three Fund Separation, Goal-Replicating Assets, SeLFIES, BFFS, BEST

7.

Time for Retirement ‘SeLFIES’?

Investments and Pensions Europe, Forthcoming
Number of pages: 2 Posted: 05 Apr 2017 Last Revised: 13 Apr 2017
Robert C. Merton and Arun Muralidhar
Massachusetts Institute of Technology (MIT) - Sloan School of Management and AlphaEngine Global Investment Solutions
Downloads 0 (196,778)

Abstract:

Loading...

Retirement SeLFIES, Pension REform, Financial Innovation, Forward Starting Bonds, DB Pensions, DC Pensions, Standard of Living Indexation

8.

The Most Basic Missing Instrument in Financial Markets: The Case for Bonds for Financial Security

Journal of Investment Consulting, Vol. 16, No. 2, p. 34-47, 2016
Number of pages: 16 Posted: 07 Feb 2017
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 0 (442,716)

Abstract:

Loading...

Retirement Security, Inflation-Linked Bonds, Bonds for Financial Security, BFFS

9.

InvestTech and Crowdsourcing Best Ideas: Investment Strategies for a Low-Yield Environment

Number of pages: 12 Posted: 17 Jan 2017
Samuel Kunz and Arun Muralidhar
University of California - Office of the President and AlphaEngine Global Investment Solutions
Downloads 0 (196,778)

Abstract:

Loading...

Crowdsourcing, InvestTech, Low Yielding Environment, Tactical, Beta Management, Dashboards, Governance, Risk Management

10.

The Mythology of Rebalancing: A Random Walk down Performance and Risk Management

Number of pages: 33 Posted: 17 Jan 2017
AlphaEngine Global Investment Solutions, affiliation not provided to SSRN, affiliation not provided to SSRN and AlphaEngine Global Investment Solutions
Downloads 0 (80,007)

Abstract:

Loading...

Range Rebalancing, Calendar-Based Rebalancing, Intelligent Rebalancing, Robo-Advisors

11.

Asset Pricing Anomalies: Two Hedge Factors with Negative Risk Premia Embedded in Portfolios!

Number of pages: 38 Posted: 16 Jan 2017
Arun Muralidhar, Robert Savickas and Tzu-Jui Mao
AlphaEngine Global Investment Solutions, George Washington University - School of Business - Department of Finance and International Finance Corporations (IFC)
Downloads 0 (165,037)

Abstract:

Loading...

Relative Asset Pricing Model, RAPM, Fama-French, Factor-Based Investing, Asset Pricing Model Tests, Negative Risk Premia, Adaptive Markets Hypothesis

12.

GBI = Gimme Better (Financial) Instruments: An Innovation to Greatly Simplify Complex Investment Approaches

Investments and Wealth Monitor, Forthcoming
Number of pages: 4 Posted: 07 Apr 2016
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (250,114)

Abstract:

Loading...

13.

Goals Based Investing, the KISS Principle, and the Case for New Financial Instruments

Number of pages: 49 Posted: 15 Jan 2016 Last Revised: 05 Feb 2016
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (173,621)

Abstract:

Loading...

Goals Based Investing, GBI, RAPM, LDI, BEST, Financial Innovation, BFFS, College Savings Plans, Prepaid Tuition Plans, 529s

14.

The Relative Asset Pricing Model - Incorporating Liabilities and Delegation to Chief Investment Officers: Version 0.1

Journal of Investment Consulting, Volume 14, Number 1, 2013, pp 25-40
Number of pages: 15 Posted: 29 Dec 2015
Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Downloads 0 (494,922)

Abstract:

Loading...

Relative Asset Pricing Model, RAPM, Delegation, Agency, Skill

15.

Attribution Hears a Who! The Case for Decision-Maker Based Attribution

Journal of Performance Measurement, Spring 2016
Number of pages: 11 Posted: 21 Dec 2015 Last Revised: 06 Jan 2017
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (288,791)

Abstract:

Loading...

Decision Based Performance Attribution, ARUN, Decision-Maker Based Attribution, Brinson Attribution, Risk-Adjusted Performance, Skill

16.

New Bond Would Offer a Better Way to Secure DC Plans

Pensions and Investments, Online, December 2015
Number of pages: 2 Posted: 16 Dec 2015
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (484,518)

Abstract:

Loading...

17.

The Sharpe Ratio Revisited: What It Really Tells Us

Journal of Performance Measurement, Vol 19, No. 3, 2015
Number of pages: 8 Posted: 20 Nov 2015
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 0 (157,993)

Abstract:

Loading...

Sharpe Ratio, Risk-Adjusted Performance, Confidence in Skill, Time

18.

The Most Basic Missing Instrument in Financial Markets: The Case for Forward Starting Bonds

The Journal of Investment Consulting, Volume 17, Number 2, 2016
Number of pages: 16 Posted: 27 Oct 2015 Last Revised: 30 Jan 2017
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 0 (248,370)

Abstract:

Loading...

Forward Starting Bond, Individual DB, myRA, DC, deferred annuity, RAPM

19.

The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing

Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Number of pages: 18 Posted: 30 Aug 2014 Last Revised: 16 Nov 2015
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 0 (324,044)

Abstract:

Loading...

relative asset pricing model, asset pricing theory

20.

The Relative Asset Pricing Model: Towards a Unified Theory of Asset Pricing

Posted: 20 Dec 2013
Arun Muralidhar, Sung Hwan Shin and Kazuhiko Ohashi
AlphaEngine Global Investment Solutions, Korea Fixed Income Research Institute and Hitotsubashi University - Graduate School of International Corporate Strategy

Abstract:

Loading...

relative asset pricing, liabilities, MPT, Prospect Theory, APT, agency

Other Papers (1)

Total Downloads: 0    Citations: 0
1.

Invest Social Security, But Don't Privatize

Pensions and Investments, 2003
Posted: 23 Dec 2015
Franco Modigliani and Arun Muralidhar
Massachusetts Institute of Technology (MIT) (Deceased) and AlphaEngine Global Investment Solutions

Abstract:

Loading...

Social Security, guaranteed returns, reform, privatization