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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Author Murthy, Shashidhar
Showing results 1 to 6 of 6
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2013 | Aggregating default risk information from equity and debt markets: Crosssectional and time-series implications | - | Murthy, Shashidhar | ||||
| 10-Jun-2012 | Default correlations | - | Ghosh, Pulak ; Murthy, Shashidhar | ||||
| 2013 | Investment growth options: A simple model of endogenous stochastic volatility | - | Murthy, Shashidhar | ||||
| 2012 | Invited as a discussant for the session on ‘Linear beta pricing with inefficient benchmarks’. | - | Murthy, Shashidhar | ||||
| 2011 | Market-implied risk-neutral probabilities, actual probabilities, credit risk and news | - | Murthy, Shashidhar | IIMB Management Review | Vol.23 | Iss.3 | 140-150p. |
| 2023 | Optimal trading with transaction costs and short-term predictability | - | Murthy, Shashidhar ; Wald, John K. | Quantitative Finance | Vol.23 | Iss.7-8 | 1115-1127p. |