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

18

DOWNLOADS
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Top 21,742

in Total Papers Downloads

1,736

CITATIONS

0

Scholarly Papers (18)

1.

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

Journal of Financial Perspectives, Forthcoming
Number of pages: 14 Posted: 23 Feb 2014 Last Revised: 31 Dec 2014
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 181 (102,076)

Abstract:

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

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 (171,002)

Abstract:

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

3.

The Time Contradiction in Asset Pricing and Asset Management

Number of pages: 28 Posted: 25 Apr 2015
Arun Muralidhar
AlphaEngine Global Investment Solutions
Downloads 71 (210,060)

Abstract:

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 (248,594)

Abstract:

CAPM, RAPM, LDI

5.

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 (295,412)

Abstract:

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

6.

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 (457,077)

Abstract:

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

7.

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 (256,158)

Abstract:

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

8.

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 (88,478)

Abstract:

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

9.

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 (167,217)

Abstract:

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

10.

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 (239,598)

Abstract:

11.

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 (182,566)

Abstract:

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

12.

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 (492,929)

Abstract:

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

13.

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 (316,285)

Abstract:

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

14.

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 (467,300)

Abstract:

15.

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 (157,874)

Abstract:

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

16.

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 (246,707)

Abstract:

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

17.

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 (336,701)

Abstract:

relative asset pricing model, asset pricing theory

18.

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:

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:

Social Security, guaranteed returns, reform, privatization