Arnav Sheth  |  Interests  |  Scholarship  |  Service  

Education:

  • Ph.D. Quantitative Finance, Rutgers Business School, 2007
    We devised a numerical method to solve stochastic control problems using linear programming. We then used this technique to answer questions like: (1) Why do managers take unnecessary risks when firm cash reserves are nearing zero? (2) What is the impact of excessive politicking on firm value? (3) What is the optimal time to upgrade a firm's technology or its physical assets?
  • M.B.A. Finance, Rutgers Business School, 2007
  • M.A. Behavioral Economics, Rutgers University, 2004
    We conducted experiments to measure how people value money over time. The thesis was published in the Springer journal 'Theory and Decision'.
  • B.A. Economics-Mathematics, Philosophy, Lawrence University, 2000
    Mathematics-Economics (joint), Philosophy

Teaching Experience:

  • Associate Professor - Saint Mary's College of California (2014 - Present)
  • Visiting Assistant Professor - Haas School of Business (2010 - 2010)
  • Assistant Professor - Saint Mary's College of California (2009 - 2014)
    Finance, Graduate Business Programs
  • Lecturer for Economics - University of California, Berkeley (2008 - 2009)
  • Lecturer - Rutgers University (2000 - 2006)

Professional Experience:

  • Program Director for the MS in Financial Analysis and Investment Management (FAIM) - Saint Mary's College of California (2014 - Present)
  • Associate (part-time) - StatAssist.com (2008 - 2008)
  • Economist (Senior Consultant) - Deloitte Tax LLP (2008 - 2009)

Professional Licenses & Certifications:

  • CFA Level 2 Candidate - CFA Institute

Presentations:

Conference Presentations

  • Risk-Taking, Financial Distress and Innovation. Sheth, Arnav, Shepp, L and Palmon, O
    Proceedings of the World Congress on Engineering 2011
    (July 2011)
  • The Carrot: Rewarding Bad Managers and Innovation. Sheth, Arnav
    Tenth International Conference on Operations and Quantitative Management
    (July 2011)
  • Risk-taking, financial distress and innovation. Sheth, Arnav, Shepp, L and Palmon, O
    Academy of Business Research
    (March 2011)
  • Gambling when broke: A model for Optimal Managerial Behavior under Financial Distress. Sheth, Arnav
    SIAM Financial Mathematics and Engineering
    (November 2010)

Invited Talks

  • The carrot:: Rewarding bad managers and innovation. Sheth, Arnav (talk, speech or lecture, invited)
    Institute for Operations Research and Management Science
    (November 2011)
  • Capturing the chaos: Measuring market Volatility. Sheth, Arnav (talk, speech or lecture, invited)
    Pillai Institute of Management Studies and Research
    (June 2011)

Publications:

  • Kale, Jiv and Sheth, Arnav. 2014. Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk, Working Paper
  • Duncan, Adam and Sheth, Arnav. 2014. Are Markets Efficient? The Story of the WM Fix and Foreign Exchange Markets, Working Paper
  • Lam, Nancy and Sheth, Arnav. 2014. Too Much of a Good Thing: The Tipping Point of Employee Voice, Working Paper
  • Sheth, Arnav. "Hiring, Firing and Infighting: A Tale of Two Companies." Computational Economics 40.2 (2012): 131-149
  • Sheth, Arnav, Shepp, L and Palmon, O. 2011. Risk-taking,Fi nancial distress, and innovation, Academy of Business Journal: Special Issue on the Global Debt Crisis, issue 1, pg.5-18
  • Sheth, Arnav. 2011. Optimal Operating Strategies Under Stochastic Cash Flows, Lambert Academic Publishing GmbH & Co
  • Sopher, Barry and Sheth, Arnav. 2006. A Deeper Look at Hyperbolic Discounting, Theory and Decision, vol. 60, pg.219-255
Maps & Directories

Mailing Address

Saint Mary's College of California
1928 Saint Mary's Road
Moraga, CA 94575
(925) 631-4000
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