Faculty

Institution

Unit

Venue

George Chacko

Associate Professor

Santa Clara University

Affiliations

Leavey School of Business

George Chacko is currently serving as a Leavey School Of Business Associate Professor at Santa Clara University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

George Chacko

Santa Clara University

Associate Professor

You can click a keyword to filter the displayed items

finance financial economics empirical finance asset pricing economics liquidity mathematical optimization social science research valuation mathematical finance portfolio choice financial risk management derivative pricing dynamic economics asset allocation portfolio allocation latent liquidity corporate bond markets dynamic consumption statistics applied mathematics econometrics forecasting interest rates risk management financial studies financial stability control optimization theoretical economics economic analysis economic modelling computational optimization estimation theory financial econometrics option pricing price formation dynamic pricing financial mathematics market microstructure bond markets timing analysis sequential decision making economic control optimization problems portfolio optimization portfolio management perturbation methods computational finance international capital markets incomplete markets stochastic volatility spectral gmm estimation continuous-time processes corporate bonds interest rate derivatives continuous-time var model strategic asset allocation liquidity risk financial derivatives index-based measure liquidity-based explanation optimal timing

Notable Scholarly Works

Notable Federal Grants

Collaborators

An Index-Based Measure of Liquidity. Journal of Banking & Finance (2016)

George ChackoSanjiv DasRong Fan

financequantitative analysis (finance)financial stabilitymarket microstructureindex-based measurefinancial economicsliquidityempirical finance

A Liquidity-Based Explanation of Convertible Arbitrage Alphas. The Journal of Fixed Income (2010)

George BattaGeorge ChackoBala G. Dharan

liquidity-based explanationfinanceasset pricingequitybond marketsliquidityempirical finance

Latent Liquidity: A New Measure of Liquidity, With an Application to Corporate Bonds. Journal of Financial Economics (2008)

Sriketan MahantiAmrut NashikkarMarti SubrahmanyamGeorge ChackoGaurav Mallik

financeasset pricingfinancial economicsliquiditycorporate bondslatent liquidity

Perturbation Methods for Dynamic Portfolio Allocation Problems. Elsevier eBooks (2008)

George ChackoKarl Neumar

investment managementfinanceperturbation methodsasset pricingportfolio managementportfolio optimizationportfolio choicefinancial economicscomputational optimizationportfolio allocationmathematical optimization

The Price of Immediacy. The Journal of Finance (2008)

GEORGE C. CHACKOJAKUB W. JUREKERIK STAFFORD

financeeconomicsasset pricingvaluationfinancial economicsprice formationempirical finance

A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems. SSRN Electronic Journal (2005)

George ChackoMaxim GoltsMihir A. DesaiVladimir Novakovsky

mathematical financedynamic consumptionportfolio allocation problemsforward-solving numerical techniquecomputational financefinancial economicssocial science researchsocial sciencesasset allocationportfolio allocation

Deutsche Bank: Finding Relative Value Trades. SSRN Electronic Journal (2005)

George ChackoPeter Andrew HechtVincent DessainAnders Sjoman

deutsche bankfinance

Dynamic Consumption and Portfolio Choice With Stochastic Volatility in Incomplete Markets. Review of Financial Studies (2005)

George ChackoLuis M. Viceira

financeasset pricingdynamic consumptionportfolio choicestochastic volatilityfinancial economicsempirical financeincomplete markets

Liquidity Risk in the Corporate Bond Markets. SSRN Electronic Journal (2005)

George Chacko

financial risk managementfinancecorporate bond marketsrisk managementliquidity risk

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity. SSRN Electronic Journal (2005)

George ChackoMarti G. SubrahmanyamSriketan MahantiGaurav Mallik

financeeconomicscorporate bond marketscorporate financefinancial economicssocial science researchliquiditysocial sciencesempirical financelatent liquidity

1
2
10 / page

George Chacko

Associate Professor

Santa Clara University

Affiliations

Leavey School of Business

George Chacko is currently serving as a Leavey School Of Business Associate Professor at Santa Clara University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

George Chacko

Santa Clara University

Associate Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

An Index-Based Measure of Liquidity. Journal of Banking & Finance (2016)

George ChackoSanjiv DasRong Fan

financequantitative analysis (finance)financial stabilitymarket microstructureindex-based measurefinancial economicsliquidityempirical finance

A Liquidity-Based Explanation of Convertible Arbitrage Alphas. The Journal of Fixed Income (2010)

George BattaGeorge ChackoBala G. Dharan

liquidity-based explanationfinanceasset pricingequitybond marketsliquidityempirical finance

Latent Liquidity: A New Measure of Liquidity, With an Application to Corporate Bonds. Journal of Financial Economics (2008)

Sriketan MahantiAmrut NashikkarMarti SubrahmanyamGeorge ChackoGaurav Mallik

financeasset pricingfinancial economicsliquiditycorporate bondslatent liquidity

Perturbation Methods for Dynamic Portfolio Allocation Problems. Elsevier eBooks (2008)

George ChackoKarl Neumar

The Price of Immediacy. The Journal of Finance (2008)

GEORGE C. CHACKOJAKUB W. JUREKERIK STAFFORD

financeeconomicsasset pricingvaluationfinancial economicsprice formationempirical finance

A Forward-Solving Numerical Technique for Dynamic Consumption and Portfolio Allocation Problems. SSRN Electronic Journal (2005)

George ChackoMaxim GoltsMihir A. DesaiVladimir Novakovsky

Deutsche Bank: Finding Relative Value Trades. SSRN Electronic Journal (2005)

George ChackoPeter Andrew HechtVincent DessainAnders Sjoman

deutsche bankfinance

Dynamic Consumption and Portfolio Choice With Stochastic Volatility in Incomplete Markets. Review of Financial Studies (2005)

George ChackoLuis M. Viceira

financeasset pricingdynamic consumptionportfolio choicestochastic volatilityfinancial economicsempirical financeincomplete markets

Liquidity Risk in the Corporate Bond Markets. SSRN Electronic Journal (2005)

George Chacko

financial risk managementfinancecorporate bond marketsrisk managementliquidity risk

The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity. SSRN Electronic Journal (2005)

George ChackoMarti G. SubrahmanyamSriketan MahantiGaurav Mallik

financeeconomicscorporate bond marketscorporate financefinancial economicssocial science researchliquiditysocial sciencesempirical financelatent liquidity

1
2
10 / page

Similar Faculty Members

Stathis Tompaidis

Institution

University of Texas at Austin

asset allocation

capital market

Martin Lettau

Institution

University of California, Berkeley

finance

financial economics

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Robert Bartlett

Institution

Stanford University

finance

economics

Robert M. Dammon

Institution

Carnegie Mellon University

investment management

capital structure

Matthew Lorig

Institution

University of Washington

finance

financial mathematics

Rangarajan K. Sundaram

Institution

New York University

game theory

agency problems

Lawrence J. Jin

Institution

Cornell University

economic decision-making

financial decision-making

John S. Hughes

Institution

University of California, Los Angeles

capital market

finance

David Chapman

Institution

University of Virginia

finance

economics

Similar Faculty Members

Stathis Tompaidis

Institution

University of Texas at Austin

asset allocation

capital market

Martin Lettau

Institution

University of California, Berkeley

finance

financial economics

Terry Hendershott

Institution

University of California, Berkeley

finance

financial economics

Robert Bartlett

Institution

Stanford University

finance

economics

Robert M. Dammon

Institution

Carnegie Mellon University

investment management

capital structure

Matthew Lorig

Institution

University of Washington

finance

financial mathematics

Rangarajan K. Sundaram

Institution

New York University

game theory

agency problems

Lawrence J. Jin

Institution

Cornell University

economic decision-making

financial decision-making

John S. Hughes

Institution

University of California, Los Angeles

capital market

finance

David Chapman

Institution

University of Virginia

finance

economics