Follow
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
13035*1985
Theory of financial decision making
JE Ingersoll
Rowman & Littlefield Pub Inc, 1987
34841987
An intertemporal general equilibrium model of asset prices
JC Cox, JE Ingersoll Jr, SA Ross
Econometrica: Journal of the Econometric Society, 363-384, 1985
30381985
The relation between forward prices and futures prices
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Financial Economics 9 (4), 321-346, 1981
12461981
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
1023*2007
A contingent-claims valuation of convertible securities
JE Ingersoll Jr
Journal of Financial Economics 4 (3), 289-321, 1977
9111977
Waiting to invest: Investment and uncertainty
JE Ingersoll Jr, SA Ross
Journal of Business, 1-29, 1992
8721992
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
8461981
High‐water marks and hedge fund management contracts
WN Goetzmann, JE Ingersoll Jr, SA Ross
The Journal of Finance 58 (4), 1685-1718, 2003
7662003
An analysis of variable rate loan contracts
JC Cox, JE Ingersoll Jr, SA Ross
The Journal of Finance 35 (2), 389-403, 1980
4571980
An examination of corporate call policies on convertible securities
J Ingersoll
The Journal of Finance 32 (2), 463-478, 1977
4271977
Duration and the measurement of basis risk
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Business, 51-61, 1979
4011979
Mean-variance theory in complete markets
PH Dybvig, JE Ingersoll Jr
Journal of Business, 233-251, 1982
3831982
Monthly measurement of daily timers
WN Goetzmann, J Ingersoll, Z Ivković
Journal of Financial and Quantitative Analysis 35 (3), 257-290, 2000
3742000
Some results in the theory of arbitrage pricing
JE Ingersoll Jr
The Journal of Finance 39 (4), 1021-1039, 1984
3121984
Duration Forty Years Later
JE Ingersoll, J Skelton, L Roman
Bond Duration and Immunization, 76-99, 2017
283*2017
Duration forty years later
JE Ingersoll, J Skelton, RL Weil
Journal of Financial and Quantitative Analysis 13 (4), 627-650, 1978
2831978
The Subjective and Objective Evaluation of Incentive Stock Options
JE Ingersoll
Journal of Business, 2006
2792006
Optimal bond trading with personal taxes
GM Constantinides, JE Ingersoll Jr
Journal of Financial Economics 13 (3), 299-335, 1984
2641984
Long forward and zero-coupon rates can never fall
PH Dybvig, JE Ingersoll Jr, SA Ross
Journal of Business, 1-25, 1996
2351996
The system can't perform the operation now. Try again later.
Articles 1–20