FACULTY & RESEARCH ›› Faculty Profiles ›› Faculty list A to Z ›› Murthy, Shashidhar
FACULTY
Associate Professor
Ph. D (Finance), Columbia University New York, USA
B.Tech in Civil Engineering, IIT Madras
Research Areas:
Asset Pricing; Investor heterogeneity
Current Projects:
Dynamic spanning; liquidity; credit risk; volatility
Academic Positions:
IIM Bangalore: 2009- present
Rutgers University - Newark & Camden, New Jersey 2003 - 2007 Adjunct Instructor and Visiting Assistant Professor
Pace University, Assistant Professor, 1999-2000
Significant Publications:
Equilibrium asset prices and no-arbitrage with portfolio constraints, The Review of Financial Studies, 1997 (with J. Detemple)
"Intertemporal Asset Pricing with Heterogeneous Beliefs", Journal of Economic Theory, 1994 (with J. Detemple)