Jonathan E. Ingersoll
1977–2000 年に発表
- 17
- 論文数
- 20,707
- 被引用数
- 17
- h 指数
- 17
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance75.8%
- Decision Sciences5.4%
- Mathematics4.7%
- Computer Science3.6%
- Business, Management and Accounting3.2%
- Social Sciences2%
- その他5.3%
トピック
- Stochastic processes and financial applications19.6%
- Financial Risk and Volatility Modeling8.9%
- Financial Markets and Investment Strategies8.5%
- Economic theories and models5.3%
- Monetary Policy and Economic Impact4.4%
- Credit Risk and Financial Regulations4%
- その他49.3%
共著者
全論文
- A Theory of the Term Structure of Interest Rates
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 被引用: 8,559
- Dynamic Asset Pricing Theory.
著者: Jonathan E. Ingersoll, Darrell Duffie - The Journal of Finance 1993 被引用: 3,081
- An Intertemporal General Equilibrium Model of Asset Prices
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 被引用: 2,106
- Theory of Financial Decision Making.
著者: Eduardo S. Schwartz, Jonathan E. Ingersoll - The Journal of Finance 1988 被引用: 1,949
- A contingent-claims valuation of convertible securities
著者: Jonathan E. Ingersoll - Journal of Financial Economics 1977 被引用: 504
- The relation between forward prices and futures prices
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Journal of Financial Economics 1981 被引用: 754
- Mean-Variance Theory in Complete Markets
著者: Philip H. Dybvig, Jonathan E. Ingersoll - The Journal of Business 1982 被引用: 270
- Portfolio Performance Manipulation and Manipulation-proof Performance Measures
著者: Jonathan E. Ingersoll, Ivo Welch 被引用: 700
- A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Finance 1981 被引用: 551
- Waiting to Invest: Investment and Uncertainty
著者: Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1992 被引用: 512
- Optimal bond trading with personal taxes
著者: George M. Constantinides, Jonathan E. Ingersoll - Journal of Financial Economics 1984 被引用: 274
- An Analysis of Variable Rate Loan Contracts
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Finance 1980 被引用: 269
- Monthly Measurement of Daily Timers
著者: William N. Goetzmann, Jonathan E. Ingersoll, Zoran Ivković - Journal of Financial and Quantitative Analysis 2000 被引用: 255
- AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES
著者: Jonathan E. Ingersoll - The Journal of Finance 1977 被引用: 252
- Duration and the Measurement of Basis Risk
著者: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1979 被引用: 231
- High-Water Marks and Hedge Fund Management Contracts
著者: William N. Goetzmann, Jonathan E. Ingersoll, Stephen A. Ross - 1998 被引用: 228
- Long Forward and Zero-Coupon Rates Can Never Fall
著者: Philip H. Dybvig, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1996 被引用: 212
全 17 件を表示しました。
