J. Kale and A. Sheth (2016). Power-Log Optimization and Positively Skewed Option Returns Raise Portfolio Performance and Reduce Risk. Journal of Investing, (forthcoming).
A. Sheth (2016). The Carrot: Executive Compensation, Risk-Taking and Innovation. Advances in Quantitative Analysis of Finance and Accounting, (forthcoming).
A. Sheth and K. Teeple (2016). Leveraging Herd Behavior in Foreign Exchange Markets. Working Paper.
J. Kale and A. Sheth (2015). Downside Loss Aversion and Portfolio Growth. Journal of Finance and Bank Management, 3(1).
N. Lam and A. Sheth (2014). Too Much of a Good Thing: The Tipping Point of Employee Voice. Working Paper.
J. Kale and A. Sheth (2014). Power-Log Portfolio Optimization for Maximizing Portfolio Growth and Controlling Tail Risk. Working Paper.
A. Sheth (2013). Incentive Contracts and Innovation: A Stochastic Control Model for Agency Costs. Working Paper.
A. Duncan and A. Sheth (2013). Markov Chain Modeling for Volatility Regimes. Working Paper.
A. Sheth (2012). Hiring, firing and infighting: A tale of two companies. Computational Economics, 40:131-149.
A. Sheth, L. Shepp, and O. Palmon (2011). Risk-taking, financial distress, and innovation. Academy of Business Journal: Special Issue on the Global Debt Crisis, 2:5–18, 2011.
B. Sopher and A. Sheth (2006). A deeper look at hyperbolic discounting. Theory and Decision, 60:219–255, 2006.
A. Sheth. Optimal Operating Strategies Under Stochastic Cash Flows. Lambert Academic Publishing GmbH & Co. KG, 2011.
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.