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UNDERSTANDING MUTUAL FUND AND...
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Theorie
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CAPM
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44
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37
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Jagannathan, Ravi
381
Da, Zhi
34
Wang, Zhenyu
29
Schaumburg, Ernst
23
Ghysels, Eric
22
Boyd, John H.
21
Ma, Tongshu
19
Hansen, Lars Peter
18
Meier, Iwan
18
Chabot, Benjamin
16
Gao, Pengjie
16
Wang, Yong
15
Sherman, Ann E.
13
Takehara, Hitoshi
12
Glosten, Lawrence R.
11
Pelizzon, Loriana
11
Yuferova, Darya
11
Marakani, Srikant
10
Shen, Jianfeng
10
Kapoor, Mudit
9
McGrattan, Ellen R.
9
Guo, Re-Jin
8
Hayashi, Fumio
8
Hu, Jian
8
Jirnyi, Andrei
8
Kaplin, Andrew
8
Getmansky, Mila
7
Kubota, Keiichi
7
Novikov, Dmitry
7
Scherbina, Anna
7
Tarhan, Vefa
7
Basak, Gopal
6
Basak, Gopal K.
6
Chabot, Benjamin Remy
6
JAGANNATHAN, RAVI
6
Kim, Soohun
6
Korajczyk, Robert A.
6
Liu, Binying
6
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6
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23
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14
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9
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Management science : journal of the Institute for Operations Research and the Management Sciences
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2
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ECONIS (ZBW)
241
RePEc
87
OLC EcoSci
53
EconStor
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Other ZBW resources
3
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61
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61
Understanding mutual fund and hedge fund styles using return based style analysis
Dor, Arik Ben
;
Jagannathan, Ravi
-
2002
Persistent link: https://www.econbiz.de/10001691783
Saved in:
62
An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices
Jagannathan, Ravi
;
Kaplin, Andrew
;
Sun, Steve Guoqiang
-
2001
Persistent link: https://www.econbiz.de/10001637620
Saved in:
63
Do we need CAPM for capital budgeting?
Jagannathan, Ravi
;
Meier, Iwan
-
2002
Persistent link: https://www.econbiz.de/10001640536
Saved in:
64
Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
Saved in:
65
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
66
Assessing the risk in sample minimum risk portfolios
Basak, Gopal K.
;
Jagannathan, Ravi
;
Ma, Tongshu
-
2004
Persistent link: https://www.econbiz.de/10002039152
Saved in:
67
Does product market competition reduce agency costs?
Jagannathan, Ravi
;
Srinivasan, Shaker B.
- In:
The North American journal of economics and finance : a …
10
(
1999
)
2
,
pp. 387-399
Persistent link: https://www.econbiz.de/10001508340
Saved in:
68
The declining US equity premium
Jagannathan, Ravi
;
McGrattan, Ellen R.
;
Scherbina, Anna
- In:
Federal Reserve Bank of Minneapolis quarterly review
24
(
2000
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10001570585
Saved in:
69
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/10001548712
Saved in:
70
Does product market competition reduce agency costs?
Jagannathan, Ravi
;
Srinivasan, Shaker B.
-
2000
Persistent link: https://www.econbiz.de/10001440676
Saved in:
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