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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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Murthy, Shashidhar
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Full Name
Murthy, Shashidhar
Vernacular Name
Shashidhar Murthy
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Shashidhar Murthy
Main Affiliation
Personal Site
Email
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.
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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. |