CHERIAN, Joseph Professor (Practice Track)
Director, Centre for Asset Management Research & Investment
Department:  Finance Office:  BIZ1 7-58 Contact:  (65) 6516 5991 Email: Curriculum Vitae

Joseph Cherian is Practice Professor of Finance and Director of the Centre for Asset Management Research & Investments (CAMRI) at NUS Business School, where he also serves on the School's Executive Education Board.

He was formerly an Executive-in-Residence at Cornell University's Johnson Graduate School of Management (2008 – 2009), where he remains an Emeritus member of the Jo ...[More+]

/ Teaching
Membership &
    • Quantitative Models For Fund Management
    • Derivatives And Risk Management
    • Liquidity Risk In Financial Markets
    • Asset Pricing Theory
    • Journal Articles
    • Books/Monographs
      • Cherian, Joseph, Z. Bodie and W.K. Chua (2012), "Worry-free Inflation-Indexing for Sovereigns: How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees", Z. Bodie, L.B. Siegel and L. Stanton (Editors), Life-cycle Investing: Financial Education and Consumer Protection (CFA Institute), The Research Foundation of Chartered Financial Analysts (CFA) Institute Publications Series
      • Cherian, Joseph, J. Patel and I. Khripko (1999), "Optimal Extraction of Nonrenewable Resources when Costs Cumulate", M.J. Brennan and L.Trigeorgis (Ed.), Project Flexibility, Agency, and Product Market Competition: New Developments in in the Theory and Application of Real Options Analysis
      • Cherian, Joseph and A.F. Vila (1997), "Information Trading, Volatility, and Liquidity in Options Markets", The Research Foundation of the Institute of Chartered Financial Analysts-AIMR Publications
      • Cherian, Joseph and Robert A. Jarrow (1995), "Market manipulation", 611-630, Chapter 20 in Handbooks in Operations Research and Management Science, Volume 9
    • Working Papers
      • Minxia Chen, Cherian, Joseph, Yuping Shao and Marti G. Subrahmanyam (2018), "Is There a Clientele Effect in Islamic Bonds? Evidence from the Malaysian Sovereign Bond Market"
      • Cherian, Joseph and S. Mahanti and M Subrahamanyam (2012), "Liquidity and Portfolio Management: An Intra-Day Analysis"
      • Cherian, Joseph, S. Mahanti and M. Subrahmanyam (2009), "Trading Agents and Liquidity Risk"
      • Cherian, Joseph (1999), "Discretionary Volatility Trading in Options Markets"
    • Ph.D., Finance, Johnson Graduate School of Management, Cornell University, USA, 1993
    • M.S., Finance, Johnson Graduate School of Management, Cornell University, USA, 1992
    • B.S., Electrical Engineering, Massachusetts Institute of Technology, USA, 1986
    • Director, CAMRI, National University of Singapore, 2009 - current
    • Practice Professor of Finance, National University of Singapore, 2009 - current
    • Advisory Council Member, Cornell University - The Johnson School, 2009 - current
    • Executive-in-Residence, Cornell University - The Johnson School, 2008 - 2009
    • Review Board, Research Foundation of the CFA Institute, 2000 - 2005
    • Associate Professor of Finance, Boston University - School of Management (on leave 2000/2001), 1999 - 2001
    • Visiting Professor of Finance, University of Amsterdam and Tinbergen Institute - Summers, 1997 - 2000
    • Assistant Professor of Finance, Boston University - School of Management, 1993 - 1999
    • Visiting Lecturer of Finance, Cornell University - The Johnson School, 1992 - 1993
    • Affiliated Researcher, Risk Management Institute, National University of Singapore (NUS), Singapore, 2009 - current
    • Scientific Advisory Board, Orissa Group Inc., 2008 - current
    • Managing Director and Chief Investment Officer, Quantitative Strategies Group, Credit Suisse (Alternative Investments), 2004 - 2008
    • Managing Director, Quantitative Equity Research, Bank of America Capital Management, 2000 - 2004
    • Product Advisory Board, netDecide Corp., 2001 - 2003
    • Scientific Advisory Board, SKG Inc., 2000 - 2003
    • Senior Financial Consultant, Securities and Exchange Board of India (SEBI), India, 1995
    • Financial Consultant, BTS Software, 1994
    • Senior Financial Consultant, Ernst & Young, 1994
    • Staff Electrical Engineer & Operating Comm Member, Goodyear International, 1986 - 1989
    • Consulting Practicum, Consulting Practicum
    • BMA5307, Options and Futures
    • FIN4112K, Seminars in Finance: Applied Portfolio Management
    • Principal Co-organizer, Mathematical Finance Day at Boston University - 3/31/96, 4/26/98, and 4/25/99
    • Principal Co-organizer (with Zvi Bodie), FINANCE 2000 - CEO and Nobel Laureates Lecture Forum
    • Ph.D Field Advisor (Finance), Boston University Department of Economics, January 1998 - August 2000
    • Keynote Speaker, Various Institutional Investor Conferences, Credit Suisse Annual Asian Investment Conference (HK), GAIM Asia (HK), Asset Allocation Summit (HK), and internal Private Banking and Institutional Investor Seminars, 2000 - 2008
    • Invited Speaker and Panelist, Capital Markets Seminar organized by the Securities and Exchange Board of India (SEBI) and Reserve Bank of India (RBI), 1995
    • Faculty Coordinator, Financial Management (MBA Core, Boston University), May 1994 - August 1995
    • Faculty Advisor, Humphrey Fellowship Program, Boston University, May 1995 - August 2000
    • Faculty Advisor, Boston University Investment Club, September 1993 - December 1995
    • Co-organizer (with Robert Jarrow, Stuart Turnbull and Tom Coleman), Annual Derivatives Securities,1998 - 2001
    • Advisory Board, Aerospace and Mechanical Engineering Researcher-Entrepreneurs' Program, Boston University
    • Referee/Discussant, Journal of Economic Theory; Journal of Finance; Review of Derivatives Research; Journal of Economic Dynamics and Control; Mathematics of Operations Research; Physica A; Journal of Financial and Quantitative Analysis;Journal of Financial Intermediation; The Financial Review; China Economic Review; The Journal of Risk; Decision Sciences Institute Meeting, 1994; American Finance Association Annual Meeting, 2000; NBER Conference on Risk Assessment and Management, 1995
  • * This site has links to other websites as a convenience to our users. When you follow a link to one of these sites, we do not warrant the accuracy, reliability or timeliness of any information published by these external sites, nor endorses any content, viewpoints, products, or services linked from these systems. Links may become invalid, may expire, or may become misdirected at any time.*

    Think Business, Bizblogs

NUS Business School,
Mochtar Riady Building,
15 Kent Ridge Drive,Singapore 119245

Phone: +65 6516-3106

© Copyright 2001-2019 National University of Singapore. All Rights Reserved.
Legal | Branding guidelines | Contact Us