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 Intrest

Quantitative Models For Fund Management, Derivatives And Risk Management, Liquidity Risk In Financial Markets, Asset Pricing Theory

List of Publications
A Model of the Convenience Yields in On-the-run Treasuries, with R.A. Jarrow and E. Jacquier (2004), Review of Derivatives Research
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

Global Scientific Words in Business and Management