User profiles for G. Chacko

Ari G. Chacko

- Verified email at apollohospitals.com - Cited by 3263

George Chacko

- Verified email at scu.edu - Cited by 2450

George Chacko

- Verified email at illinois.edu - Cited by 1187

Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets

G Chacko, LM Viceira - The Review of Financial Studies, 2005 - academic.oup.com
This paper examines the optimal consumption and portfolio-choice problem of long-horizon
investors who have access to a riskless asset with constant return and a risky asset (“stocks”…

[HTML][HTML] Pathobiology of fungal infections of the central nervous system with special reference to the Indian scenario

…, C Sundaram, C Sarkar, G Chacko… - Neurology …, 2007 - journals.lww.com
Ubiquitously present fungi in the environment find a nidus in the human body and adopt its
metabolic machinery to be in symbiosis or become pathogenic. Immunocompromised states …

Imaging spectrum of cavernous sinus lesions with histopathologic correlation

…, K Prabhu, M Alexander, GM Fatterpekar, G Chacko - Radiographics, 2019 - pubs.rsna.org
Cavernous sinuses are paired interconnected venous plexuses situated in the floor of the
middle cranial fossa on either side of the sella turcica and sphenoid sinus. They are lined by …

Spectral GMM estimation of continuous-time processes

G Chacko, LM Viceira - Journal of Econometrics, 2003 - Elsevier
This paper derives a methodology for the estimation of continuous-time stochastic models
based on the characteristic function. The estimation method does not require discretization of …

Latent liquidity: A new measure of liquidity, with an application to corporate bonds

…, M Subrahmanyam, G Chacko, G Mallik - Journal of Financial …, 2008 - Elsevier
We present a new measure of liquidity known as “latent liquidity” and apply it to a unique
corporate bond database. Latent liquidity is defined as the weighted average turnover of …

Location of phosphatidylethanolamine and phosphatidylserine in the human platelet plasma membrane.

PK Schick, KB Kurica, GK Chacko - The Journal of clinical …, 1976 - Am Soc Clin Investig
… After incubation, intact platelets were recovered by centrifugation at 1,900 g for10 min and
plasma membranes at 44,000 g for 45 min. Platelets and plasma membranes were washed …

Intraoperative ultrasound in determining the extent of resection of parenchymal brain tumours–a comparative study with computed tomography and histopathology

AG Chacko, NKS Kumar, G Chacko, R Athyal… - Acta …, 2003 - Springer
¶Background. Radical excision of parenchymal brain tumours is generally associated with a
better long-term outcome; however, it is difficult to ascertain the extent of resection at surgery…

[BOOK][B] Financial derivatives: pricing, applications, and mathematics

J Baz, G Chacko - 2004 - books.google.com
… Professor Chacko's research continues to focus on optimal portfolio choice and … Any
sequence of random variables {G} that satisfies the relation GE [G+1] is known as a martingale. …

Pricing interest rate derivatives: a general approach

G Chacko, S Das - The review of financial studies, 2002 - academic.oup.com
The relationship between affine stochastic processes and bond pricing equations in exponential
term structure models has been well established. We connect this result to the pricing of …

Strategic asset allocation in a continuous-time VAR model

JY Campbell, G Chacko, J Rodriguez… - Journal of Economic …, 2004 - Elsevier
This paper derives an approximate solution to a continuous-time intertemporal portfolio and
consumption choice problem. The problem is the continuous-time equivalent of the discrete-…