Jonathan E. Ingersoll Jr.
Adrian C. Israel Professor Emeritus of International Trade and Finance
Contact
Professor Ingersoll specializes in multiperiod models of asset valuation, including the pricing of options and futures, and the term structure of interest rates. A member of the founding committee of the Society for Financial Studies, he has served as the editor of its Review of Financial Studies as well as associate editor of the Journal of Financial Economics and the Journal of Finance. He is currently an associate editor of the Review of Derivatives Research. Prior to coming to Yale, Professor Ingersoll was at the Graduate School of Business of the University of Chicago.
Education
- PhD, Massachusetts Institute of Technology, 1976
- SM, Massachusetts Institute of Technology, 1973
- SB, Massachusetts Institute of Technology, 1971
Selected Works
Articles
- Realization Utility with Reference-Dependent Preferences
J. E. Ingersoll Jr and L. Jin
The Review of Financial Studies
2013 - Positive Interest Rates and Yields: Additional Serious Considerations
J.E. Ingersoll Jr
Handbook of Quantitative Finance and Risk Management, pp 1503-1522
2010
Books
- Theory of financial decision making
J. E. Ingersoll Jr
1987
Working Papers
- Why Do Investors Trade? A Realization Utility Explanation
Jonathan Ingersoll, Lawrence Jin
2013 - Cumulative Prospect Theory, Aggregation, and Pricing
J. E. Ingersoll Jr
2011
Achievements
- Member of founding committee for the Society for Financial Studies
- Research Fellowship, Alfred P. Sloan Foundation , 1981-1983
- Financial Management Fellowship in Investments and Finance, Batterymarch, 1981-1982