Jagannathan, Ravi
Jagannathan, Ravi 1949-
Ravi Jagannathan economista estauxunidense
VIAF ID: 3549260 ( Personal )
Permalink: http://viaf.org/viaf/3549260
Preferred Forms
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- 100 1 _ ‡a Jagannathan, Ravi
- 100 1 _ ‡a Jagannathan, Ravi
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- 100 1 _ ‡a Jagannathan, Ravi ‡d 1949-
- 100 0 _ ‡a Ravi Jagannathan ‡c economista estauxunidense
4xx's: Alternate Name Forms (8)
5xx's: Related Names (9)
- 510 2 _ ‡a Carlson School of Management
- 510 2 _ ‡a Carlson School of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Indian School of Business ‡g Hyderabad ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Kellogg School of Management
- 510 2 _ ‡a Kellogg School of Management ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Madras ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Northwestern University / Kellogg Graduate School of Management / Department of Finance
Works
Title | Sources |
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Assessing specification errors in stochastic discount factor models | |
Assessing the risk in sample minimum risk portfolios | |
The CAPM is alive and well | |
The conditional CAPM and the cross-section of expected returns | |
Consumption risk and the cost of equity capital | |
A contingent claim approach to performance evaluation | |
The cross-section of hurdle rates for capital budgeting an empirical analysis of survey data | |
The declining U.S. equity premium | |
Do hot hands persist among hedge fund managers? : an empirical evaluation | |
Do we need CAPM for capital budgeting? | |
Empirical evaluation of asset pricing models: a comparison of the SDF and beta methods | |
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices | |
Ex-day behavior of Japanese stock prices : new insights from new methodology | |
Ex-dividend price behavior of common stocks | |
Growth versus Margin and Castles in the Air : Evidence from Industry IPO Waves | |
Informed trading, liquidity provision, and stock selection by mutual funds | |
An investigation of commodity futures ... 1983 | |
Long Run Risks & Price/Dividend Ratio Factors | |
Momentum cycles and limits to arbitrage evidence from Victorian England and post-depression US stock markets | |
On the relation between the expected value and the volatility of the nominal excess return on stocks | |
Recovery from fast crashes: role of mutual funds | |
Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market | |
Risk reduction in large portfolios : why imposing the wrong constraints helps | |
Seasonalities in security returns the case of earnings announcements | |
The stock market's reaction to unemployment news: why bad news is usually good for stocks | |
Stock price crashes: role of slow-moving capital | |
Tail Risk in Momentum Strategy Returns | |
Understanding mutual fund and hedge fund styles using return based style analysis | |
When does a mutual fund's trade reveal its skill? | |
Why are we in a recession? : the financial crisis is the symptom not the disease! | |
Why do stock prices drop by less than the value of the dividend? evidence from a country without taxes | |
Why don't issuers choose IPO auctions? the complexity of indirect mechanisms |