Donald R. Chambers

Chartered Alternative Investment Analyst Association (CAIA)

100 University Drive

Amherst, MA 01002

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 34,048

SSRN RANKINGS

Top 34,048

in Total Papers Downloads

2,165

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

The M-Vector Model: Derivation and Testing of Extensions to M-Square

Number of pages: 15 Posted: 12 Apr 2007
Sanjay K. Nawalkha and Donald R. Chambers
University of Massachusetts Amherst - Isenberg School of Management and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 507 (82,389)
Citation 2

Abstract:

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Interest Rate Risk, Duration, Convexity, M-Square, M-Vector, Duration Vector

2.

Alternative Investments: A Primer for Investment Professionals

CFA Institute Research Foundation Publications, March 2018, Volume 2018, Issue 1, ISBN 978-1-944960-37-7
Number of pages: 183 Posted: 19 Oct 2018
Donald R. Chambers, Keith Black and Nelson J. Lacey
Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA) and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 462 (92,147)
Citation 1

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3.

An Improved Approach to Computing Implied Volatility

Number of pages: 20 Posted: 02 Feb 2009
Donald R. Chambers and Sanjay K. Nawalkha
Chartered Alternative Investment Analyst Association (CAIA) and University of Massachusetts Amherst - Isenberg School of Management
Downloads 405 (107,370)
Citation 1

Abstract:

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4.

An Improved Immunization Strategy: M-Absolute

Number of pages: 21 Posted: 30 Jan 2009
Sanjay K. Nawalkha and Donald R. Chambers
University of Massachusetts Amherst - Isenberg School of Management and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 351 (126,126)
Citation 1

Abstract:

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Duration, Convexity, M-Absolute, M-Square, Interest Rate Risk, Hedging

5.

The Binomial Model and Risk Neutrality: Some Important Details

Number of pages: 13 Posted: 21 Sep 2008
Sanjay K. Nawalkha and Donald R. Chambers
University of Massachusetts Amherst - Isenberg School of Management and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 308 (144,966)

Abstract:

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binomial model, risk-neutrality, martingale valuation, options, trees

6.

Research Foundation Review 2018

CFA Institute Research Foundation Review 2018
Number of pages: 94 Posted: 23 Oct 2019
CFA Institute, CFA Institute Research Foundation, CFA Institute Research Foundation, CFA Institute Research Foundation, Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), BlackRock, Inc - San Francisco, Yale School of Management, Morningstar Investment Management, Morningstar Canada, Morningstar Investment Management, IBS, Driehaus Capital Management LLC, Lehmann, Livian, Fridson Advisors LLC, Government of the Federative Republic of Brazil - Central Bank of Brazil, Independent, Princeton University - Department of Psychology, Liberum Capital, Fischer Francis Trees & Watts, Inc. and ProShare Advisors LLC
Downloads 127 (320,925)

Abstract:

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CFA Institute, CFA Institute research foundation, alternative investing, active indexing, ETF, financial crisis, high yield, latin america, sustainable investing, risk tolerance, risk profiling, currency hedging, quantitative investing, alternative investing, popularity, ibbotson

7.

Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks

Journal of Business Finance & Accounting, Vol. 39, Issue 5‐6, pp. 785-805, 2012
Number of pages: 21 Posted: 05 Jul 2012
Michael A. Kelly and Donald R. Chambers
Lafayette College - Department of Economics and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 5 (885,709)
Citation 1

Abstract:

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capital gains taxation, mutual savings banks