Welcome to the Research @IIMB
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.
Learn More
Murthy, Shashidhar
Loading...
4
0
5
0
false
Loading...
2
0
5
0
false
Full Name
Murthy, Shashidhar
Vernacular Name
Shashidhar Murthy
Variants
Shashidhar Murthy
Main Affiliation
Personal Site
Email
shashidhar.murthy@iimb.ac.in
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. His teaching is in the area of finance and control. His research interests include Asset Pricing and Investor Heterogeneity. He is currently working on projects on Dynamic Spanning, Liquidity, Credit Risk, and Volatility.
Loading...
3
0
5
0
false
Subject
Date issued
Type
Fulltext
Results 1-2 of 2 (Search time: 0.001 seconds).
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages | |
|---|---|---|---|---|---|---|---|---|
| 1 | 2011 | Market-implied risk-neutral probabilities, actual probabilities, credit risk and news | - | Murthy, Shashidhar | IIMB Management Review | Vol.23 | Iss.3 | 140-150p. |
| 2 | 2023 | Optimal trading with transaction costs and short-term predictability | - | Murthy, Shashidhar ; Wald, John K. | Quantitative Finance | Vol.23 | Iss.7-8 | 1115-1127p. |