Zobrazeno 1 - 10
of 693
pro vyhledávání: '"Jonathan E. Ingersoll"'
Autor:
Schwartz, Eduardo S.
Publikováno v:
The Journal of Finance, 1988 Mar 01. 43(1), 259-260.
Externí odkaz:
https://www.jstor.org/stable/2328335
Publikováno v:
Annual Review of Financial Economics. 13:1-14
Stephen A. Ross was one of the most influential scholars in the field of financial economics in the late twentieth century. Ross's work was central to several novel domains of economic inquiry. His contributions included the arbitrage pricing theory
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67e1ee5b1a6283aa113a664a235fe914
https://doi.org/10.1146/annurev-financial-012921-053116
https://doi.org/10.1146/annurev-financial-012921-053116
Publikováno v:
RAE: Revista de Administração de Empresas, Vol 47, Iss 2 (2007)
O artigo propõe um modelo intertemporal de equilíbrio geral de precificação de ativos para estudar a estrutura a termo das taxas de juros.
Externí odkaz:
https://doaj.org/article/e714b39d546a4bb58ee46311d0ec0438
Autor:
Jonathan E. Ingersoll
Publikováno v:
Critical Finance Review. 5:305-350
Cumulative Prospect Theory (CPT) has been used as a possible explanation of aggregate pricing anomalies like the equity premium puzzle. This paper shows that, unlike in expected utility models, a complete market is not sufficient to guarantee that th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d33a48562e2199e7f12a6d834b5e44c
https://doi.org/10.1561/104.00000018
https://doi.org/10.1561/104.00000018
Autor:
Jonathan E. Ingersoll
Publikováno v:
Finance ISBN: 9780333495353
The New Palgrave Dictionary of Economics ISBN: 9781349951215
The New Palgrave Dictionary of Economics ISBN: 9781349951215
Financial contracting is as old as human history. Deeds for the sale of land have been discovered that date to before 2800 bc. The Code of Hammurabi (c1800 bc) regulated, among other things, the terms of credit. Contingent contracting was also common
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::95ef5b9b6ddbd715d7eb8415aac93d4f
https://doi.org/10.1057/978-1-349-95189-5_1707
https://doi.org/10.1057/978-1-349-95189-5_1707
Autor:
Jr. Jonathan E. Ingersoll
Publikováno v:
Critical Finance Review. 4:149-155
This note addresses the issue of impossible mean-variance frontiers – those on which there are no portfolios all of whose weights are positive. This is a concern because the market portfolio should be mean-variance efficient, and it has entire
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e1026d02ad0a69d72a4ae46f7bff8b13
https://doi.org/10.1561/104.00000027
https://doi.org/10.1561/104.00000027
Publikováno v:
Management Science. 54:1381-1394
Prediction markets now cover many important political events. The 2004 presidential election featured an active online prediction market at Intrade.com, where securities addressing many different election-related outcomes were traded. Using the 2004
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43187a27aeafe3f08b56fdcc470444f4
https://doi.org/10.1287/mnsc.1080.0872
https://doi.org/10.1287/mnsc.1080.0872
Autor:
Jonathan E. Ingersoll
Publikováno v:
European Financial Management. 14:385-390
Cumulative Prospect Theory has gained a great deal of support as an alternative to Expected Utility Theory as it accounts for a number of anomalies in the observed behavior of economic agents. Expected Utility Theory uses a utility function and subje
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f69b4308e1509124d78db6f4063913b7
https://doi.org/10.1111/j.1468-036x.2007.00439.x
https://doi.org/10.1111/j.1468-036x.2007.00439.x
Publikováno v:
Review of Financial Studies. 20:1503-1546
Numerous measures have been proposed to gauge the performance of active management. Unfortunately, these measures can be gamed. Our article shows that gaming can have a substantial impact on popular measures even in the presence of high transactions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f99afe5ed828161e347948a0d368a0b
https://doi.org/10.1093/rfs/hhm025
https://doi.org/10.1093/rfs/hhm025