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Jivendra Kale  |  Interests  |  Scholarship  |  Service  

Education:

  • 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

Professional Experience:

  • Senior Consultant - BARRA, Gifford Fong Associates

Teaching Experience:

  • 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.

Fellowship:

  • University Fellow - Syracuse University (1972)

Honor:

  • 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)

Publications:

  • 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.
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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