Jonathan E. Ingersoll, Jr.
Jonathan E. Ingersoll, Jr.
Professor of Finance,Yale University
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
A Theory of the Term Structure of Interest Rates
JC Cox, JE Ingersoll Jr, SA Ross
Econometrica: Journal of the Econometric Society, 385-407, 1985
11345*1985
Theory of financial decision making
JE Ingersoll
Rowman & Littlefield Pub Inc, 1987
30301987
An intertemporal general equilibrium model of asset prices
JC Cox, JE Ingersoll Jr, SA Ross
Econometrica: Journal of the Econometric Society, 363-384, 1985
26431985
The relation between forward prices and futures prices
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Financial Economics 9 (4), 321-346, 1981
10961981
A contingent-claims valuation of convertible securities
JE Ingersoll Jr
Journal of Financial Economics 4 (3), 289-321, 1977
8041977
Portfolio performance manipulation and manipulation-proof performance measures
W Goetzmann, J Ingersoll, M Spiegel, I Welch
Review of Financial Studies 20 (5), 1503-1546, 2007
797*2007
Waiting to invest: Investment and uncertainty
JE Ingersoll Jr, SA Ross
Journal of Business, 1-29, 1992
7601992
A re-examination of traditional hypotheses about the term structure of interest rates
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Finance, 769-799, 1981
7411981
High‐water marks and hedge fund management contracts
WN Goetzmann, JE Ingersoll Jr, SA Ross
The Journal of Finance 58 (4), 1685-1718, 2003
6752003
An analysis of variable rate loan contracts
JC Cox, JE Ingersoll Jr, SA Ross
The Journal of Finance 35 (2), 389-403, 1980
4171980
An examination of corporate call policies on convertible securities
J Ingersoll
The Journal of Finance 32 (2), 463-478, 1977
3671977
Duration and the measurement of basis risk
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Business, 51-61, 1979
3531979
Mean-variance theory in complete markets
PH Dybvig, JE Ingersoll Jr
Journal of Business, 233-251, 1982
3291982
Monthly measurement of daily timers
WN Goetzmann, J Ingersoll, Z Ivković
Journal of Financial and Quantitative Analysis 35 (3), 257-290, 2000
3222000
The Subjective and Objective Evaluation of Incentive Stock Options
JE Ingersoll
Journal of Business, 2006
2582006
Some results in the theory of arbitrage pricing
JE Ingersoll Jr
The Journal of Finance 39 (4), 1021-1039, 1984
2581984
Optimal bond trading with personal taxes
GM Constantinides, JE Ingersoll Jr
Journal of Financial Economics 13 (3), 299-335, 1984
242*1984
Duration forty years later
JE Ingersoll, J Skelton, RL Weil
Journal of Financial and Quantitative Analysis 13 (4), 627-650, 1978
2341978
Long forward and zero-coupon rates can never fall
PH Dybvig, JE Ingersoll Jr, SA Ross
Journal of Business, 1-25, 1996
2031996
A theoretical and empirical investigation of the dual purpose funds: An application of contingent-claims analysis
JE Ingersoll Jr
Journal of Financial Economics 3 (1), 83-123, 1976
1971976
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Articles 1–20