Ravi Jagannathan
Identifiers
- Open LibraryOL1452933A
Top Subjects
- Competition -- United States (1)
- Production (Economic theory) -- Costs (1)
- Dividends -- United States (1)
- Rate of return -- United States (1)
- Stocks -- Valuation -- United States (1)
- Bonds -- Valuation -- United States (1)
- Swaps (Finance) -- Prices (1)
Books by Ravi Jagannathan
Total count: 15
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An investigation of commodity futures prices using the consumption based intertemporal capital asset pricing modelColumbia Business School, Center for the Study of Futures Markets1983-01-01
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The CAPM with human capitalevidence from JapanCenter on Japanese Economy and Business, Graduate School of Business, Columbia University1996-01-01
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Does product market competition reduce agency costs?National Bureau of Economic Research2000-01-01
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The declining U.S. equity premiumNational Bureau of Economic Research2001-01-01
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and Swaption pricesNational Bureau of Economic Research2001-01-01
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Empirical evaluation of asset pricing modelsa comparison of the SDF and beta methodsNational Bureau of Economic Research2001-01-01
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Do we need CAPM for capital budgeting?National Bureau of Economic Research2002-01-01
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Risk reduction in large portfolioswhy imposing the wrong constraints helpsNational Bureau of Economic Research2002-01-01
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Consumption risk and the cost of equity capitalNational Bureau of Economic Research2005-01-01
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Do hot hands persist among hedge fund managers?an empirical evaluationNational Bureau of Economic Research2006-01-01
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Why do IPO auctions fail?National Bureau of Economic Research2006-01-01
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Why don't issuers choose IPO auctions?the complexity of indirect mechanismsNational Bureau of Economic Research2010-01-01
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Long run risks & price/dividend ratio factorsNational Bureau of Economic Research2011-01-01
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Long run risks & price/dividend ratio factorsNational Bureau of Economic Research2011-01-01
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The cross-section of hurdle rates for capital budgetingan empirical analysis of survey dataNational Bureau of Economic Research2011-01-01