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
12067*1985
Theory of financial decision making
JE Ingersoll
Rowman & Littlefield Pub Inc, 1987
32711987
An intertemporal general equilibrium model of asset prices
JC Cox, JE Ingersoll Jr, SA Ross
Econometrica: Journal of the Econometric Society, 363-384, 1985
28461985
The relation between forward prices and futures prices
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Financial Economics 9 (4), 321-346, 1981
11671981
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
925*2007
A contingent-claims valuation of convertible securities
JE Ingersoll Jr
Journal of Financial Economics 4 (3), 289-321, 1977
8591977
Waiting to invest: Investment and uncertainty
JE Ingersoll Jr, SA Ross
Journal of Business, 1-29, 1992
8181992
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
8011981
High‐water marks and hedge fund management contracts
WN Goetzmann, JE Ingersoll Jr, SA Ross
The Journal of Finance 58 (4), 1685-1718, 2003
7282003
An analysis of variable rate loan contracts
JC Cox, JE Ingersoll Jr, SA Ross
The Journal of Finance 35 (2), 389-403, 1980
4381980
An examination of corporate call policies on convertible securities
J Ingersoll
The Journal of Finance 32 (2), 463-478, 1977
4041977
Duration and the measurement of basis risk
JC Cox, JE Ingersoll Jr, SA Ross
Journal of Business, 51-61, 1979
3851979
Mean-variance theory in complete markets
PH Dybvig, JE Ingersoll Jr
Journal of Business, 233-251, 1982
3631982
Monthly measurement of daily timers
WN Goetzmann, J Ingersoll, Z Ivković
Journal of Financial and Quantitative Analysis 35 (3), 257-290, 2000
3482000
Some results in the theory of arbitrage pricing
JE Ingersoll Jr
The Journal of Finance 39 (4), 1021-1039, 1984
2861984
The Subjective and Objective Evaluation of Incentive Stock Options
JE Ingersoll
Journal of Business, 2006
2712006
Duration forty years later
JE Ingersoll, J Skelton, RL Weil
Journal of Financial and Quantitative Analysis 13 (4), 627-650, 1978
2581978
Optimal bond trading with personal taxes
GM Constantinides, JE Ingersoll Jr
Journal of Financial Economics 13 (3), 299-335, 1984
2491984
Long forward and zero-coupon rates can never fall
PH Dybvig, JE Ingersoll Jr, SA Ross
Journal of Business, 1-25, 1996
2231996
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
2171976
The system can't perform the operation now. Try again later.
Articles 1–20