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THE DECLINING U.S. EQUITY PREMIUM
Jagannathan, Ravi; McGrattan, Ellen R.; Scherbina, Anna - 2001
Persistent link: https://www.econbiz.de/10006979951
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TAIL RISK IN MOMENTUM STRATEGY RETURNS
Daniel, Kent; Jagannathan, Ravi; Kim, Soohun - 2012
Persistent link: https://www.econbiz.de/10009991896
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ASSESSING THE RISK IN SAMPLE MINIMUM RISK PORTFOLIOS
Basak, Gopal K.; Jagannathan, Ravi; Ma, Tongshu - 2004
Persistent link: https://www.econbiz.de/10006964019
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UNDERSTANDING MUTUAL FUND AND HEDGE FUND STYLES USING RETURN BASED STYLE ANALYSIS
Dor, Arlk Ben; Jagannathan, Ravi - 2002
Persistent link: https://www.econbiz.de/10006973081
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RISK REDUCTION IN LARGE PORTFOLIOS: WHY IMPOSING THE WRONG CONSTRAINTS HELPS
Jagannathan, Ravi; Ma, Tongshu - 2002
Persistent link: https://www.econbiz.de/10006974161
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DO WE NEED CAPM FOR CAPITAL BUDGETING?
Jagannathan, Ravi; Meler, Iwan - 2002
Persistent link: https://www.econbiz.de/10006975462
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AN EVALUATION OF MULTI-FACTOR CIR MODELS USING LIBOR, SWAP RATES, AND CAP AND SWAPTION PRICES -
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve Guogiang - 2001
Persistent link: https://www.econbiz.de/10006976081
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EMPIRICAL EVALUATION OF ASSET PRICING MODELS: A COMPARISON OF THE SDF AND BETA METHODS
Jagannathan, Ravi; Wang, Zhenyu - 2001
Persistent link: https://www.econbiz.de/10006980366
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THE STOCK MARKET'S REACTION TO UNEMPLOYMENT NEWS: WHY BAD NEWS IS USUALLY GOOD FOR STOCKS
Boyd, John H.; Jagannathan, Ravi; Hu, Jian - 2001
Persistent link: https://www.econbiz.de/10006980373
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DOES PRODUCT MARKET COMPETITION REDUCE AGENCY COSTS?
Jagannathan, Ravi; Srinivasan, Shaker B. - 2000
Persistent link: https://www.econbiz.de/10006985444