Donald R. Chambers

Chartered Alternative Investment Analyst Association (CAIA)

100 University Drive

Amherst, MA 01002

United States

SCHOLARLY PAPERS

6

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CITATIONS
Rank 15,336

SSRN RANKINGS

Top 15,336

in Total Papers Citations

23

Scholarly Papers (6)

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 456 (60,615)
Citation 9

Abstract:

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

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 374 (76,080)
Citation 4

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An Improved Approach to Computing Implied Volatility

Financial Review, August 2001 Symposium Issue
Posted: 08 Nov 2002
Donald R. Chambers and Sanjay K. Nawalkha
Chartered Alternative Investment Analyst Association (CAIA) and University of Massachusetts Amherst - Isenberg School of Management

Abstract:

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3.

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 317 (92,722)
Citation 8

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

4.

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 287 (103,278)
Citation 2

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

5.

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 167 (174,565)

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6.

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 & Business and Chartered Alternative Investment Analyst Association (CAIA)
Downloads 1 (632,947)
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Abstract:

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capital gains taxation, mutual savings banks