Your guides, your partners.
- Ph.D. Business Administration - Finance, University of California, Berkeley, 1981
- M.B.A. Business Administration, Syracuse University, 1975
- M.S. Industrial Engineering & Operations Research, Syracuse University, 1974
- B. Tech, (Honors) Mechanical Engineering, Indian Institute of Technology, Bombay, 1972
- Senior Consultant - BARRA, Gifford Fong Associates
- Professor - Saint Mary's College, Golden Gate University, San Francisco State University, U.C. Berkeley (2002 - Present)
- Professor - CFA Society of San Francisco (2001 - Present)
Taught CFA Review classes at all three levels of the CFA program for the CFA Society of San Francisco, in the areas of Quantitative Methods and Portfolio Management.
- University Fellow - Syracuse University (1972)
- Best Paper - Finance Track - Decision Sciences Institute Annual Meeting (2005)
Portfolio Selection in a Guaranteed Privatized Social Security Account
Professional Licenses & Certifications:
- CFA (Chartered Financial Analyst) - CFA Institute (2003)
- CFP (Certified Financial Planner) - (1983)
- Kale, Jivendra, McCullough, Thomas and Perry, Philip. 2010. Power-Log Optimization vs. Mean-Variance Optimization for Different Investment Horizons, Proceedings of the Thirty-Ninth Annual Meeting of the Western Decision Sciences Institute
- Kale, Jivendra & Perry, Philip. (2009). Guarantee Costs and Portfolio Selection in Guaranteed, Privatized Social Security Accounts, With and Without Inflation Indexing. Journal of Applied Business and Economics, Vol. 10, Iss. 1, 53-64.
- Kale, Jivendra. (2009). Growth Maximization and Downside Protection using Power-Log Utility Functions for Optimizing Portfolios with Derivatives. International Journal of Computer Applications in Technology, Vol. 34, Iss. 4, 309-314.
- Kale, Jivendra. (2009). Portfolio Optimization Using the Quadratic Optimization System and Publicly Available Information on the WWW. Managerial Finance, Vol. 35, Iss. 5, 439-450.
- Kale, Jivendra. 2006. Growth Optimization with Downside Protection, a New Paradigm for Portfolio Selection, Journal of Behavioral Finance, vol. 7, issue 1, pg.29-42
- Kale, Jivendra. (2000). Growth Optimal Asset Allocation Strategies With Downside Protection. In Keyes, Jessica (Ed.), Financial Services Information Systems (pp. 497-511). Boca Raton: Auerbach Publications, CRC Press.
- Kale, Jivendra & Best, Michael. (2000). Quadratic Programming for Large-Scale Portfolio Optimization. In Keyes, Jessica (Ed.), Financial Services Information Systems (pp. 513-529). Boca Raton: Auerbach Publications, CRC Press.
- Kale, Jivendra & Hakansson, Nils. (1991). Assessing Industry Risk. Journal of Investing, Vol. Winter, 36-42.
- Hakansson, Nils & Kale, Jivendra. (1985). On the Feasibility of Automated Market Making by a Programmed Specialist. Journal of Finance, Vol. XL, Iss. 1, 1-20.