Press Release

            • Books Published
            • Pensions and Investments Articles
            • CIO Magazine Articles
            • Pension Fund Management
            • Relative Asset Pricing Model Papers
            • Fund-of-Funds/Hedge Funds
            • Currency Management
            • Social Security Reform
            • Other
RELATIVE ASSET PRICING MODEL PAPERS


New Bond Would Offer a Better Way to Secure DC Plans, December 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Pensions and Investments, December 2015

The Most Basic Missing Instrument in Financial Markets: The Case for Forward Starting Bonds, October 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC and Sung Hwan Shin, Korea Fixed Income Research Institute and
  Kazuhiko Ohashi, Hitotsubashi University - Graduate School of International Corporate Strategy
  Publication: Social Science Research Network, October 2015

The Time Contradiction in Asset Pricing and Asset Management, April 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Social Science Research Network, April 2015

Modern Portfolio Theory: Right Model, Wrong Focus?, March/April 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies LLC
  Publication: Investments and Wealth Monitor, March/April 2015

Monetary Policy Its All Relative (with Prof. Robert Merton, Nobel Prize Winner in Economics), April 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies LLC
  Publication: Pensions & Investments, April 2015

The Sharpe Ratio Revisited: What It Really Tells Us, March 2015
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Journal of Performance Measurement, March 2015

Adding liabilities as a reference point to MPT, December 2014
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Pensions & Investments, December 2014

Modern Prospect Theory: The Missing Link Between Modern Portfolio Theory and Prospect Theory, September 2014
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: Social Science Research Network, September 2014

The Relative Asset Pricing Model: Implications for Asset Allocation, Rebalancing, and Asset Pricing, February 2014
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC and Kazuhiko Ohashi, Hitotsubashi University - Graduate School of
  International Corporate Strategy and Sung Hwan Shin, Korea Fixed Income Research Institute
  Publication: Journal of Financial Perspectives, Forthcoming, February 2014

The Relative Asset Pricing Model: Towards a Unified Theory of Asset Pricing, December 2013
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC and Sung Hwan Shin, Korea Fixed Income Research Institute and
  Kazuhiko Ohashi, Hitotsubashi University - Graduate School of International Corporate Strategy
  Publication: Journal of Investment Consulting Winner of Ed Baker Award, December 2013

The Relative Asset Pricing Model Incorporating Liabilities and Delegation to Chief Investment Officers: Version 0.1, January 2013
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC and Sung Hwan Shin Korea Fixed Income Research Institute
  Publication: Journal of Investment Consulting, January 2013

LDI: Does it Make the CAPM a CRAPM?, November 2012
  Author: Dr. Arun Muralidhar, Chairman, Mcube Investment Technologies, LLC
  Publication: CIO Magazine, November 2012