CHERIAN, Joseph Practice Professor 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+]

Research Interests
  • Quantitative Models For Fund Management
  • Derivatives And Risk Management
  • Liquidity Risk In Financial Markets
  • Asset Pricing Theory
Selected Publications
  • 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"
Education Qualifications
  • 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
Academic Experience
  • 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
Corporate Experience
  • 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
Membership & Professional Activities
  • 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
Societal Impact

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