 |
EDUCATION: |
|
Ph.D. (applied mathematics), Cornell University |
| |
M.S. (mathematics), Cornell University |
| |
M.A. (physics), Stony Brook University |
|
B.Tech., Indian Institute of Technology in Bombay |
| |
|
SPECIALIZATIONS: |
| |
Mathematical Finance |
| |
Asset Pricing Theory |
| |
Corporate Finance |
|
Financial Intermediation |
| |
|
| OTHER INFORMATION: |
| |
>> Send an Email |
| |
>> Get Vita |
| |
|
|
|
|
|
|
 |
|
AJAY SUBRAMANIAN, PhD
Bruce A. Palmer Associate Professor of
Risk Management and Insurance
Director of the PhD Program
(404) 413-7483
insasu@langate.gsu.edu |
Ajay R. Subramanian is the Bruce A. Palmer Associate Professor of Risk Management and Insurance in the Robinson College of Business at Georgia State University. His current research interests are in dynamic corporate finance, asset pricing theory and mathematical finance.
Immediately after obtaining his PhD from Cornell University, Dr. Subramanian spent almost four years in industry as a quantitative research associate with the investment firm Susquehanna International Group in Bala Cynwyd, PA. He received a doctoral degree (PhD) in applied mathematics as well as a master of science (MS) degree in mathematics from Cornell University. He also received a master of arts (MA) degree in physics from Stony Brook University. As an undergraduate student at the Indian Institute of Technology in Bombay, he obtained a bachelor of technology degree in engineering physics.
| SELECTED PUBLICATIONS: |
|
|
|
Steele, James, Ajay Subramanian, and Ismail Zahed (1995). General Correlation Functions in the Schwinger Model at Zero and Finite Temperature, Nuclear Physics B: Particles and Fields 452, 545-562. |
|
|
| |
Jarrow, Robert and Ajay Subramanian (1997). Mopping up Liquidity, Risk, invited paper in the December 1997 special anniversary issue. |
|
|
| |
Resnick, Sidney and Ajay Subramanian (1998). Heavy-Tailed Hidden Semi-Markov Models, Communications in Statistics-Stochastic Models, 14, 2, 337-352.
>>DOWNLOAD PAPER |
|
|
| |
Subramanian, Ajay (2001). European Option Pricing with General Transaction Costs and Short-Selling Constraints, Communications in Statistics- Stochastic Models, 17, 2, 215-245.
>>DOWNLOAD PAPER |
|
|
| |
Subramanian, Ajay and Robert Jarrow (2001). The Liquidity Discount, Mathematical Finance, 11, 4, 447-474.
>>DOWNLOAD PAPER |
|
|
| |
Subramanian, Ajay (2004). Option Pricing on Stocks in Mergers and Acquisitions, Journal of Finance, 59, 2, 795-831.
>>DOWNLOAD PAPER |
|
|
| |
Jain, Ashish and Ajay Subramanian (2004). The Inter-Temporal Exercise and Valuation of Employee Options, Accounting Review, 79, 3, 705-743.
>>DOWNLOAD PAPER |
|
|
| |
Clarke, Jonathan and Ajay Subramanian (2006). Dynamic Forecasting Behavior by Analysts: Theory and Evidence, Journal of Financial Economics, 80, 1, 81-113.
>>DOWNLOAD PAPER |
| |
|
| |
Murthy, Nagesh, Milind Shrikhande and Ajay Subramanian (2007). Switching Costs, Dynamic Uncertainty and Buyer-Seller Relationships, Naval Research Logistics 54 (8), 859-873.
>>DOWNLOAD PAPER |
| |
|
| |
Subramanian, Ajay (2007). Optimal Liquidation by a Large Investors, SIAM Journal on Applied Mathematics 68 (4), 1168-1201.
>>DOWNLOAD PAPER |
| |
|
| |
Giat, Yahel, Steven T. Hackman and Ajay Subramanian (2008). Investment under Uncertainty, Heterogeneous Beliefs and Agency Conflicts.
Forthcoming in the Review of Financial Studies.
>>DOWNLOAD PAPER
|
|
|
| WORKING PAPERS: |
|
|
| |
(NEW) Jung, Hae Won and Ajay Subramanian (2009). Capital Structure under Heterogeneous Beliefs.
>>DOWNLOAD WORKING PAPER
(NEW)Plehn-Dujowich, Jose and Ajay Subramanian (2009). Monopolistic Competition, Managerial Incentives and the Distribution of Firms in General Equilibrium.
>>DOWNLOAD WORKING PAPER
(NEW) Giat, Yahel and Ajay Subramanian (2009). Dynamic Contracting Under Imperfect Public Information and Asymmetric Beliefs.
>>DOWNLOAD WORKING PAPER
Hu, Ping, Jayant Kale, Marco Pagani, and Ajay Subramanian (2008). Fund Flows, Performance, Managerial Career Concerns, and Risk-Taking.
>>DOWNLOAD WORKING PAPER
Fu, Richard and Ajay Subramanian (2008). Leverage and Debt Maturity Choices by Entrepreneurial Firms.
>>DOWNLOAD WORKING PAPER
Sapra, Haresh, Ajay Subramanian and Krishnamurthy Subramanian (March 2008). Corporate Governance and Innovation: Theory and Evidence.
>>DOWNLOAD WORKING PAPER
Bhagat, Sanjai, Brian Bolton and Ajay Subramanian (2008). Managerial Characteristics and Capital Structure: Theory and Evidence.
>>DOWNLOAD WORKING PAPER
Ciccotello, Conrad, Richard Fu and Ajay Subramanian (2008). A Model-Based Analysis of "Spillovers" of Public Technology.
>>DOWNLOAD WORKING PAPER
Subramanian, Ajay, Anand Venkateswaran and Richard Fu (2008). Project Characteristics, Organizational Structure, and Managerial Incentives.
|
|
|
|
|
PO BOX 4036