Shashidhar Murthy
Professor
Indian Institute of Management Bengalore
Indian Institute of Management Bangalore
India
Biography
Shashidhar Murthy is an Associate Professor in the Finance and Control Area. Before IIMB, he held positions at Rutgers University and Pace University, USA.
Research Interest
His research interests include Asset Pricing and Investor Heterogeneity. He is currently working on projects on Dynamic Spanning, Liquidity, Credit Risk, and Volatility. Significant Publications: "Equilibrium asset prices and no-arbitrage with portfolio constraints", The Review of Financial Studies, 1997 (with J. Detemple) "Intertemporal Asset Pricing with Heterogeneous Beliefs", Journal of Economic Theory, 1994 (with J. Detemple)
