Catherine Shenoy has been a member of the faculty since 1993. Prior to joining KU she served on the faculty at Kansas State University and in the U.S. Department of State as a Foreign Service Officer in Washington D.C. and Tunisia.
She currently serves as Director of the MBA program and Director of the Applied Portfolio Management (APM) Program. She founded and is former Director of the Finance Scholars Program. As director of APM she assists students with the management and oversight of an approximately $1 million portfolio. Each year the portfolio provides at least two student scholarships. As Director of the MBA program she is leading the MBA faculty and students to greater engagement with the State of Kansas.
Dr. Shenoy is the Director of the Applied Portfolio Management Program, the student-managed portfolio at the University of Kansas. The portfolio has $1.5 million in financial assets in the portfolio.
- Investments, portfolio analysis
Her research interests include corporate governance, corporate financial policies, and applications of artificial intelligence to portfolio analysis. Her work has appeared in Financial Management, Journal of Corporate Finance, Computational Finance, Journal of Empirical Finance, among others. She is author of Applied Portfolio Management. The book has been featured on numerous financial websites and received an award for as one of the best finance reads.
Shenoy also has extensive experience in China. She has conducted study abroad classes for KU students in China. She has published research on the microstructure of the Chinese equity markets. The APM program has long specialized in small cap Chinese equity investments.
- Corporate governance, investments, Bayesian networks
Dr. Shenoy serves on the KU Athletic Advisory Council, the University Senate Athletic Committee, the School of Business Administrative Committee, the Edwards Campus Vice Chancellor search committee, and chairs the MBA Team. Dr. Shenoy is a University Scholar Mentor and a KU Baseball Team Faculty Mentor.
Shenoy, C. (2008). Applied Portfolio Management: How University of Kansas Students Generate Alpha to Beat the Street, Hoboken, NJ: John Wiley & Sons.
Shenoy, C. & Zhang, Y. (2007). Order Imbalance and Stock Returns: Evidence from China. The Quarterly Review of Economics and Finance.
Shenoy, C. Demirer, R. & Mau, R. (2006). Bayesian Networks: A Decision Tool to Improve Portfolio Risk Analysis. Journal of Applied Finance.
Shenoy, C. Shenoy, P. & Liu, L. (2006). Knowledge Representation and Integration for Portfolio Evaluation using Linear Belief Functions, Systems. Man and Cybernetics, Part A, IEEE Transactions, 36(4).
Shenoy, C. & Vafeas, N. (2005). The Free Cash Flow Effects of Capital Expenditure Announcements. Applied Economics Letters, 12(14/15), 907-911.
Shenoy, C. Liu, L. & Shenoy, P. (2003). A Linear Belief Function Approach to Portfolio Evaluation. Uncertainty in Artificial Intelligence, 19, 370-377.
Shenoy, C. (2002). Modeling Financial Portfolios using Belief Functions. Springer-Verlag.
Shenoy, C. & Park, J. (in press). An Examination of the Dynamic Behavior of Aggregate Bond and Stock Issues. International Review of Economics and Finance, 11.
Shenoy, C. & Chauvin, K. (2001). Stock Price Decreases Prior to Executive Stock Option Grants. Journal of Corporate Finance, 7.
Shenoy, C. & Shenoy, P. P. (2000). A Bayesian Network Model of Portfolio Risk and Return. MIT Press.
Shenoy, C. & Koch, P. D. (1999). The Information Content of Capital Structure and Dividend Policies. Financial Management.
Shenoy, C. & Koch, P. D. (1995). The Firm’s Leverage/Cash-Flow Relationship. Journal of Empirical Finance