Joseph Cherian
Practice Professor
Finance
National University of Singapore
Singapore
Biography
Ph.D., Finance, Johnson Graduate School of Management, Cornell University, USA, 1993, M.S., Finance, Johnson Graduate School of Management, Cornell University, USA, 1992, B.S., Electrical Engineering, Massachusetts Institute of Technology, USA, 1986
Research Interest
Quantitative Models For Fund Management, Derivatives And Risk Management, Liquidity Risk In Financial Markets, Asset Pricing Theory
Publications
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A Model of the Convenience Yields in On-the-run Treasuries, with R.A. Jarrow and E. Jacquier (2004), Review of Derivatives Research
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A Tail of Two Cities: On the Downside Risk and Loss Profile of Asian and North American Hedge Funds, with Weng W (2016), Journal of Alternative Investments, 19, 55-77
