Publications by Jonathan E. Ingersoll, Jr.

Primary tabs

H
High-Water Marks and Hedge Fund Management Contracts
W. N. Goetzmann, J. E. Ingersoll Jr and S. A. Ross
The Journal of Finance
2003
I
Interest rates
J. E. Ingersoll Jr
Finance
1987
Is immunization feasible? Evidence from the CRSP data
J. E. Ingersoll Jr
Innovations in Bond Portfolio Management
1983
L
Long forward and zero-coupon rates can never fall
P. H. Dybvig, J. E. Ingersoll Jr and S. A. Ross
Journal of Business
1996
M
Mean-variance theory in complete markets
P. H. Dybvig and J. E. Ingersoll Jr
Journal of Business
1982
Modeling a presidential prediction market
K. Chen, J. E. Ingersoll Jr and E. H. Kaplan
Management Science
2008
Monthly measurement of daily timers
J. E. Ingersoll Jr
Journal of Financial and Quantitative Analysis
2000
Multidimensional security pricing
J. E. Ingersoll Jr
Journal of financial and quantitative analysis
1975
Multiperiod Financial Models: Discussion
J. E. Ingersoll Jr
Journal of Finance
1979
N
Non-Monotonicity of the Tversky-Kahneman Probability Weighting Function: A Cautionary Note
J. E. Ingersoll Jr
European Financial Management
2008
O
Optimal bond trading with personal tax: Implications for bond prices and estimated tax brackets and yield curves
G. M. Constantinides and J. E. Ingersoll Jr
The Journal of Finance
1982
Optimal bond trading with personal taxes
G. M. Constantinides and J. E. Ingersoll Jr
Journal of Financial Economics
1984
Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
J. E. Ingersoll Jr
Journal of Economic Dynamics and Control
1992
Option pricing theory
J. Ingersoll Jr
Eatwell, J; M. Milgate; P. Newman: The New Palgrave
1987
P
Portfolio performance manipulation and manipulation-proof performance measures
W. Goetzmann, J. E. Ingersoll Jr, M. Spiegel and I. Welch
Review of Financial Studies
2007
Positive Interest Rates and Yields: Additional Serious Considerations
J.E. Ingersoll Jr
Handbook of Quantitative Finance and Risk Management
2010
R
Realization Utility with Reference-Dependent Preferences
J. E. Ingersoll Jr and L. Jin
The Review of Financial Studies
2013
S
Some results in the theory of arbitrage pricing
J. E. Ingersoll Jr
Journal of Finance
1984
T
The pricing of commodity-linked bonds: Discussion
J. Ingersoll Jr
Journal of Finance
1982
The relation between forward prices and futures prices
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Journal of Financial Economics
1981

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