Faculty Profiles

Shenoy , Catherine

Assistant Professor, Director, Applied Portfolio Management


226-P Summerfield Hall
University of Kansas, School of Business
1300 Sunnyside Avenue
Lawrence, KS 66045-7585

P: (785) 864-7519
View Website
cshenoy@ku.edu

Education PhD Finance, University of Kansas Masters MBA, University of Kansas Bachelors Accounting, University of Kansas
Academic Areas Decision Sciences Finance
Interests Portfolio Analysis Investments Financial Management Statistics
Selected Publications Shenoy, Cathy, and Kent McCarthy, 2008. Applied Portfolio Management: How University of Kansas Students Generate Alpha to Beat the Street. Published: Wiley Finance. Shenoy, Catherine, and Ying “Jenny” Zhang, 2007. Order imbalance and stock returns: evidence from China. Quarterly Review of Economics and Finance, Forthcoming. Demirer, Riza, Ron Mau, and Catherine Shenoy, 2006. Bayesian networks: a decision tool to improve portfolio risk analysis. Journal of Applied Finance. Liu, L., Catherine Shenoy, and Prakash Shenoy, 2006. Knowledge representation and integration for portfolio evaluation using linear belief functions. Systems, Man and Cybernetics, Part A, IEEE Transactions 36, No. 4. Shenoy, Catherine, and N. Vafeas, 2005. The free cash flow effects of capital expenditure announcements. Applied Economics Letters 12, Nos. 14-15, p. 907-911. Liu, L., Catherine Shenoy, and Prakash Shenoy, 2003. A linear belief function approach to portfolio evaluation. Published in U. Kjaerulff and C. Meek (eds.), Uncertainty in Artificial Intelligence 19, San Francisco, CA: Morgan Kaufmann, p. 370-377. Park, Jinwoo, and Catherine Shenoy, 2002. An examination of the dynamic behavior of aggregate bond and stock issues. International Review of Economics and Finance 11, No. 2, p. 171-189. Shenoy, Catherine, and Prakash Shenoy, 2002. Modeling financial portfolios using belief functions. Published in T. Mock and R.P. Srivastava (eds.), Belief Functions in Business Decisions, Springer-Verlag, p. 316-332. Chauvin, Keith, and Catherine Shenoy, 2001. Stock price decreases prior to executive stock option grants. Journal of Corporate Finance 7, No. 1, p. 53-76. Shenoy, Catherine, and Prakash Shenoy, 2000. A Bayesian network model of portfolio risk and return. Published in Abu-Mostafa, LeBaron, Lo and Weigend (eds.), Computational Finance, MIT Press, p. 87-106. Koch, Paul, and Catherine Shenoy, 1999. The information content of capital structure and dividend policies. Financial Management 28, No. 4, p. 16-35. Joy, O. Maurice, Catherine Shenoy, and N. Vafeas, 1998. A reexamination of self-tender offers and the free cash flow hypothesis. Indian Accounting Review. Koch, Paul, and Catherine Shenoy, 1996. The firm’s leverage- cash flow relationship. Journal of Empirical Finance 2, p. 307-331.