Brief Professional Bio

I am a member of the full-time faculty in Graduate Business at the St. Mary’s College of California, and teach occasionally for various  departments at the University of California, Berkeley. My industry experience includes time with the Global Transfer Pricing Group at Deloitte Tax as well as with Headstrong (formerly James Martin and Co.).

I received my doctorate in Quantitative Finance from Rutgers University in 2007, where my adviser was mathematician Larry Shepp. I also have an MBA in Finance, and a Masters in Behavioral Economics, also from Rutgers.

I have taught economics, finance and mathematics for over a decade, and my research has been published in several journals, and has been presented at several conferences around the U.S., Europe and Asia. My first book — Optimal Operating Strategies Under Stochastic Cash Flows — was published in 2011.

Research Interests

My dissertation was about examining the optimality of risk-taking, and that is still a current research interest. I looked at the links between financial distress, innovation and risk-taking. I am currently working on a portfolio optimization model that accounts for tail risk (the risk of extreme events occurring).

In general, my interests are in the mathematics of finance and investments analysis.

Idle-Time

Outside of my work, I have made four expeditions to the Himalayas, run three marathons and have swum from Alcatraz to San Francisco.

Contact

email:       aas3 AT stmarys-ca DOT edu
blog:         MacroFinance
twitter:     @arnavsheth
linkedin:   in:arnavsheth
plus:         +arnavsheth