• Research

    My interests are in the mathematics of finance and investments analysis. I am also interested in the tactical application of statistics and mathematics to business.

    Published Articles

    Lam, Nancy L., and Sheth, Arnav. (2020), Too Much of a Good Thing: The Tipping Point of Employee Voice. Journal of Economics and Business, 3(2):536- 544.

    A. Sheth and K. Teeple (2019). Connecting equity and foreign exchange markets through the WM “Fix”: a trading strategy. The Journal of Investment Strategies, 8(4):33-53.

    A. Sheth (2017). The Carrot: Executive Compensation, Risk-Taking and Innovation. Advances in Quantitative Analysis of Finance and Accounting, 17:1-19.

    J. Kale, and A. Sheth (2016). Power-Log Portfolio Optimization for Managing Downside Risk. International Review of Business Research Papers, 7(1), 97-109.

    J. Kale and A. Sheth (2016). Power-Log Optimization and Positively Skewed Option Returns Raise Portfolio Performance and Reduce Risk. Journal of Investing, 25(3):29-37.

    J. Kale and A. Sheth (2015). Downside Loss Aversion and Portfolio Growth. Journal of Finance and Bank Management, 3(1).

    N. Lam and A. Sheth (2014). Too Much of a Good Thing: The Tipping Point of Employee Voice. Submitted for publication.

    A. Sheth (2012). Hiring, firing and infighting: A tale of two companies.  Computational Economics, 40:131-149.

    A. Sheth, L. Shepp, and O. Palmon (2011). Risk-taking, financial distress, and innovationAcademy of Business Journal: Special Issue on the Global Debt Crisis, 2:5–18, 2011.

    B. Sopher and A. Sheth (2006). A deeper look at hyperbolic discountingTheory and Decision, 60:219–255, 2006.

    Working Papers

    J. Kale and A. Sheth (2014). Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk. Working Paper.

    A. Sheth (2013). Incentive Contracts and Innovation: A Stochastic Control Model for Agency CostsWorking Paper.

    A. Duncan and A. Sheth (2013). Markov Chain Modeling for Volatility Regimes. Working Paper.

    Books

    A. Sheth. Optimal Operating Strategies Under Stochastic Cash Flows. Lambert Academic Publishing GmbH & Co. KG, 2011.

    Book Chapters

    B. Sopher and A. Sheth. A deeper look at hyperbolic discounting. In M. Abdellaoui, editor, Uncertainty and Risk: Mental, Formal Experimental Representations, volume 41, pages 125–150. Springer, 2007.