Management Assistant

Arnav A. Sheth

: Curriculum Vitae

Graduate Business Programs +1-415-***-****

Saint Mary's College of California aas3@stmarys-ca.edu380 Moraga Rd arnavsheth.net

Moraga, CA 94556

EDUCATION

2007 Ph.D., Quantitative Finance, Rutgers Business School

Area of study: Numerical techniques for stochastic control

Adviser: Larry Shepp

2007 M.B.A., Finance, Rutgers Business School

2004 M.A., Economics, Rutgers University

Area of study: Experimental economics

Adviser: Barry Sopher

2000 B.A., Economics-Mathematics and Philosophy

Lawrence University

EXPERIENCE

2009 - PresentAssistant Professor of Finance, Graduate Business Programs, St. Mary's

College of Calif.

Fall 2010Visiting Assistant Professor, Haas School of Business, University of California

at Berkeley

2008 - 2009Economist (Senior Consultant), Global Transfer Pricing, Deloitte Tax LLP, San Francisco

2008 - 2009Lecturer, Economics Department, University of California at Berkeley

2008Associate, StatAssist.com

Statistical assistance and guidance on Ph.D. dissertations

2004 - 2005Research Associate with Peter Koen, Stevens Institute of Technology

NSF Grant: Creating New Wealth by Improving the Fuzzy Front End of the Innovation Engine

The innovation process in firms: Survey execution and factor analysis using SPSS

2002 - 2004Graduate Assistant with Larry Shepp, Rutgers University

NSF Grant: Novel Indexing and Retrieval of Dynamic Brain Images

fMRI brain imaging: Java programming; cluster analysis using R

PUBLICATIONS

A.

WORKING PAPERS

J. Kale and A. Sheth. Portfolio optimization with a hybrid utility function. Working

paper, 2011.

A. Sheth, L. Shepp, and M. Imerman. Taxation with representation. Working paper, 2011.

BOOKS

A. Sheth. Optimal Operating Strategies Under Stochastic Cash Flows. Lambert Academic

Publishing

GmbH & Co. KG, 2011.

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Arnav A. Sheth: Curriculum Vitae

BOOK CHAPTERS

A. Sheth, L. Shepp, and O. Palmon. Innovation and risk-taking. InElectrical Engineering

and Intelligent

Systems. Springer, forthcoming in 2012.

B. Sopher and A. Sheth. A deeper look at hyperbolic discounting. In M. Abdellaoui,

editor, Uncertainty

and Risk: Mental, Formal Experimental Representations, volume 41, pages 125{150.

Springer, 2007.

REFEREED CONFERENCE PROCEEDINGS

A. Sheth, L. Shepp, and O. Palmon. Risk-taking, financial distress, and innovation. In

Proceedings of

the World Congress on Engineering 2011. World Congress of Engineering, International

Association

of Engineers (IAENG), July 2011.

INVITED TALKS

A. Sheth. The carrot: Rewarding bad managers and innovation. Institute for Operations

Research and

Management Science, Raleigh, NC, November 2011a.

A. Sheth. Capturing the chaos: Measuring market volatility. Pillai Institute of

Management Studies

and Research, Mumbai, India, June 2011b.

REFEREED CONFERENCE PRESENTATIONS

A. Sheth. Dynamic brain images: Communication within the human brain (poster). Rutgers

University

School of Communication, Information and Library Sciences, New Brunswick, NJ, March 2003.

A. Sheth. Optimal operating strategies under stochastic cash flows. Institute for

Operations Research

and Management Science, Seattle, WA, November 2007a.

A. Sheth. Financial distress, competition and free cash flow: Optimal operating

strategies. Institute

for Operations Research and Management Science, San Juan, Puerto Rico, July 2007b.

A. Sheth. A numerical method for stochastic control with applications to finance. SIAM

Optimization,

Boston, MA, May 2008.

A. Sheth. Gambling when broke: A model for optimal managerial behavior under financial

distress.

SIAM Financial Mathematics and Engineering, San Francisco, CA, November 2010.

A. Sheth. The carrot: Rewarding bad managers and innovation. Tenth International

Conference on

Operations and Quantitative Management, Nashik, India, July 2011.

A. Sheth and B. Sopher. A deeper look at subjective discounting. Economic Science

Association

International Meeting, Amsterdam, Netherlands, June 2004a.

A. Sheth and B. Sopher. A deeper look at subjective discounting. FUR XI Conference,

Cachan, France,

July 2004b.

A. Sheth, L. Shepp, and O. Palmon. Risk-taking, financial distress, and innovation.

Academy of

Business Research, New Orleans, LA, March 2011.

REFEREE SERVICE

2009 Proceedings for the SIAM Conference in Mathematics for Industry: Challenges &

Frontiers

2011 Academy of Business Journal

MISCELLANEOUS EXPERIENCE

2005 - 2010 Competitive Distance Runner: Three marathons and more than ten half-

marathons.

1991 - 1997

Mountaineer: Four Himalayan expeditions (one as leader); highest altitude of 17; 000

feet.

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