Joseph Cherian

NUS Business School

Practice Professor of Finance

Mochtar Riady Building

15 Kent Ridge Drive

Singapore, 119245

Singapore

http://bschool.nus.edu/biography#JosephCherian

  • NUS Business School

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    • Tel: +65-6516-5991
SCHOLARLY PAPERS

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Scholarly Papers (11)

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1.

Option Pricing and Foreign Investment Under Political Risk

Number of pages: 36 Posted: 08 Oct 1999
Enrico C. Perotti and Joseph Cherian
University of Amsterdam - Finance Group and NUS Business School
Downloads 704 (43,287)
Citation 2

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2.

Optimal Extraction of Nonrenewable Resources When Prices are Uncertain and Costs Cumulate

Number of pages: 27 Posted: 26 Mar 1998
Joseph Cherian, Jayendu Patel and Ilya Khripko
NUS Business School, Harvard University and affiliation not provided to SSRN
Downloads 681 (45,264)
Citation 1

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3.

Replicas: Have Hedge Funds Re-Resurrected as Traditional Beta?

Number of pages: 58 Posted: 09 Oct 2020 Last Revised: 01 Apr 2021
Joseph Cherian, Christine Kon and Ziyun Li
NUS Business School, Xen Capital and Singapore Exchange Ltd.
Downloads 189 (190,232)

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Hedge Fund Risk Exposures, Hedge Fund Clones, Market Risk Factors, Alpha, Beta, Alternative Beta

4.

A Tail of Two Cities: On the Downside Risk and Loss Profile of Asian and North American Hedge Funds

Number of pages: 55 Posted: 07 Nov 2014 Last Revised: 06 Jan 2015
Joseph Cherian, Christine Kon and William Weng
NUS Business School, Xen Capital and National University of Singapore (NUS) - Centre for Asset Management Research & Investments (CAMRI)
Downloads 163 (216,243)

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Hedge Funds, Downside risk, Loss profile, North American hedge funds, Asian hedge funds, Risk-adjusted performance

5.

Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Downloads 161 (218,523)

Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28 Posted: 01 Jun 2011 Last Revised: 27 Mar 2012
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
Downloads 145 (238,861)

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inflation indexing, inflation-protected bonds, inflation-indexed annuities, pension plans, inflation swaps, inflation index replication

Worry-Free Inflation Indexing for Sovereigns: How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Number of pages: 27 Posted: 04 Mar 2018
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
Downloads 16 (660,932)
Citation 1

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Inflation indexing, retirement saving

6.

Foreign Clientele Effects in Malaysian Sovereign Bond Markets

Number of pages: 95 Posted: 26 Jun 2018 Last Revised: 24 Feb 2021
Minxia Chen, Joseph Cherian, Ziyun Li, Yuping Shao and Marti G. Subrahmanyam
INSEAD - Finance, Students, NUS Business School, Singapore Exchange Ltd., National University of Singapore (NUS) and New York University (NYU) - Department of Finance
Downloads 79 (361,881)

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clientele effect, liquidity, credit risk, sovereign Sukuk, Islamic sovereign bond, con- ventional sovereign bond, Ramadan, sovereign repo market

7.

Options Markets, Self-Fulfilling Prophecies, and Implied Volatilities

Posted: 10 Sep 1999
Robert A. Jarrow and Joseph Cherian
Cornell University - Samuel Curtis Johnson Graduate School of Management and NUS Business School

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8.

Discretionary Volatility Trading in Options Markets

Posted: 26 Aug 1999
Joseph Cherian
NUS Business School

Abstract:

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9.

Asset Pricing Under Political Risk: Theory and Evidence from Hong Kong Stock Options

Posted: 03 Nov 1998
Joseph Cherian and Enrico C. Perotti
NUS Business School and University of Amsterdam - Finance Group

Abstract:

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10.

Informationless Manipulation in a Market Maker-Type Economy

Posted: 26 Aug 1998
Joseph Cherian and Vikram Kuriyan
NUS Business School and Indian School of Business

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11.

Optimal Extraction of Nonrenewable Resources When Costs Cumulate

Flexibility, Natural Resources, & Strategic Options (Oxford University Press), Winter 1999
Posted: 26 Mar 1998
Joseph Cherian, Jayendu Patel and Ilya Khripko
NUS Business School, Harvard University and affiliation not provided to SSRN

Abstract:

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