Narat Charupat

Dr. Narat Charupat

Professor

Finance & Business Economics

CONTACT INFORMATION

BIO

Professor Charupat has conducted research in the areas of financial innovation, security designs, annuity and insurance products, arbitrage relationship, commodity investment and behavioural finance. He has taught courses in financial derivatives, international finance and personal finance. Professor Charupat’s research has been published in various journals such as the Journal of Banking and Finance, Journal of Economic Theory, Journal of Financial and Quantitative Analysis and Journal of Risk and Insurance. He has also co-authored a textbook on strategic financial planning. Prior to joining McMaster, he worked for an investment bank and a risk-management software company.

JOURNAL PUBLICATIONS

September 2016

The Sluggish And Asymmetric Reaction Of Life Annuity Prices To Changes In Interest Rates

JOURNAL : JOURNAL OF RISK AND INSURANCE

CONTRIBUTORS: Narat Charupat, Mj Kamstra, Ma Milevsky
July 2013

Emotional Balance And Probability Weighting

JOURNAL : THEORY AND DECISION

CONTRIBUTORS: Narat Charupat, Richard Deaves, T Derouin, M Klotzle, Peter Miu
April 2013

Introduction To The Special Issue On Exchange-traded Funds

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Peter Miu, Narat Charupat
April 2013

Recent Developments In Exchange?traded Fund Literature

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Narat Charupat, Peter Miu
April 2011

The Pricing And Performance Of Leveraged Exchange-traded Funds

JOURNAL : JOURNAL OF BANKING AND FINANCE

CONTRIBUTORS: Narat Charupat, Peter Miu
June 2009

Probability Judgment Error And Speculation In Laboratory Asset Market Bubbles

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Lf Ackert, Narat Charupat, Richard Deaves, Bd Kluger
June 2009

Probability Judgment Error And Speculation In Laboratory Asset Market Bubbles

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Lucy f Ackert, Narat Charupat, Richard Deaves, Brian d Kluger
January 2006

Margin, Short Selling, And Lotteries In Experimental Asset Markets

JOURNAL : SOUTHERN ECONOMIC JOURNAL

CONTRIBUTORS: Lf Ackert, Narat Charupat, Bk Church, Richard Deaves
January 2004

An Essay On Financial Innovation: The Case Of Instalment Receipts

JOURNAL : JOURNAL OF BANKING AND FINANCE

CONTRIBUTORS: Narat Charupat, Ez Prisman
June 2002

Optimal Asset Allocation In Life Annuities: A Note

JOURNAL : INSURANCE: MATHEMATICS AND ECONOMICS

CONTRIBUTORS: Narat Charupat, Ma Milevsky
January 2001

Mortality Swaps And Tax Arbitrage In The Canadian Insurance And Annuity Markets

JOURNAL : JOURNAL OF RISK AND INSURANCE

CONTRIBUTORS: Narat Charupat, Ma Milevsky
June 1997

Financial Innovations And Arbitrage Pricing In Economies With Frictions: Revisited

JOURNAL : JOURNAL OF ECONOMIC THEORY

CONTRIBUTORS: Narat Charupat, Ez Prisman

An Experimental Examination Of The House Money Effect In A Multi-period Setting

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Lucy f Ackert, Narat Charupat, Bryan k Church, Richard Deaves

OTHER PUBLICATIONS

2012

Strategic Financial Planning Over The Lifecycle

CONTRIBUTORS: Narat Charupat, Huaxiong Huang, Moshe a Milevsky
2006

The Origins Of Bubbles In Laboratory Asset Markets

CONTRIBUTORS: Lucy f Ackert, Narat Charupat, Richard Deaves, Brian d Kluger
2002

Backwardation And Normal Backwardation In Energy Futures Markets: With An Application To Metallgesellschaft's Short-dated Rollover Hedging Of Long-term Contracts

CONTRIBUTORS: Richard Deaves, Narat Charupat