Jonathan E. Ingersoll

Best Publications

• Dynamic Asset Pricing Theory

  Darrell Duffie

  5335
  Citations

• A theory of the term structure of interest rates'', Econometrica 53, 385-407

  Unknown

  5111
  Citations

• Theory of Financial Decision Making

  Jonathan E. Ingersoll

  3316
  Citations

• AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES

  John C. Cox;Jonathan E. Ingersoll;Stephen A. Ross

  2946
  Citations

• The relation between forward prices and futures prices

  John C. Cox;Jonathan E. Ingersoll;Stephen A. Ross

  1211
  Citations

• A contingent-claims valuation of convertible securities

  Jonathan E. Ingersoll

  902
  Citations

• Waiting to Invest: Investment and Uncertainty

  Jonathan E. Ingersoll;Stephen A. Ross

  846
  Citations

• A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

  John C. Cox;Jonathan E. Ingersoll;Stephen A. Ross

  805
  Citations

• Portfolio Performance Manipulation and Manipulation-proof Performance Measures

  William Goetzmann;Jonathan Ingersoll;Matthew Spiegel;Ivo Welch

  772
  Citations

• An Analysis of Variable Rate Loan Contracts

  John C. Cox;Jonathan E. Ingersoll;Stephen A. Ross

  449
  Citations

• AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES

  Jonathan Ingersoll

  418
  Citations

• OPTIMAL BOND TRADING WITH PERSONAL TAXES

  George Constantinides;Jonathan E. Ingersoll

  404
  Citations

• Optimal bond trading with personal taxes

  George M. Constantinides;Jonathan E. Ingersoll

  404
  Citations

• Duration and the Measurement of Basis Risk

  John C. Cox;Jonathan E. Ingersoll;Stephen A. Ross

  382
  Citations

• Mean-Variance Theory in Complete Markets

  Philip H. Dybvig;Jonathan E. Ingersoll

  368
  Citations

• Monthly measurement of daily timers

  William N. Goetzmann;Jonathan Ingersoll;Zoran Ivković

  368
  Citations

• Realization Utility with Reference-Dependent Preferences

  Jonathan E. Ingersoll;Lawrence J. Jin

  294
  Citations

• Duration Forty Years Later

  Jonathan E. Ingersoll;Jeffrey Skelton;Roman L. Weil

  260
  Citations

• Long Forward and Zero-Coupon Rates Can Never Fall

  Philip H. Dybvig;Jonathan E. Ingersoll;Stephen A. Ross

  242
  Citations

• Sharpening Sharpe Ratios

  William N. Goetzmann;Jonathan E. Ingersoll;Matthew I. Spiegel;Ivo Welch

  238
  Citations