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Does product market competition reduce agency costs?
Jagannathan, Ravi; Srinivasan, Shaker B. - 2000
Persistent link: https://www.econbiz.de/10001440676
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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/10001548712
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Understanding mutual fund and hedge fund styles using return based style analysis
Ben Dor, Arik; Jagannathan, Ravi - 2002
Persistent link: https://www.econbiz.de/10001691783
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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/10001667500
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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 Guoqiang - 2001
Persistent link: https://www.econbiz.de/10001637620
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Do we need CAPM for capital budgeting?
Jagannathan, Ravi; Meier, Iwan - 2002
Persistent link: https://www.econbiz.de/10001640536
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Assessing the risk in sample minimum risk portfolios
Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - 2004
Persistent link: https://www.econbiz.de/10002039152
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Consumption risk and the cost of equity capital
Jagannathan, Ravi; Wang, Yong - 2005
Persistent link: https://www.econbiz.de/10002527282
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Momentum Trading, Return Chasing and Predictable Crashes
Chabot, Benjamin Remy - 2014
We combine self-collected historical data from 1867 to 1907 with CRSP data from 1926 to 2012, to examine the risk and return over the past 140 years of one of the most popular mechanical trading strategies — momentum. We find that momentum has earned abnormally high risk-adjusted returns — a...
Persistent link: https://www.econbiz.de/10013040026
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Momentum Trading, Return Chasing, and Predictable Crashes
Chabot, Benjamin Remy - 2014
We combine self-collected historical data from 1867 to 1907 with CRSP data from 1926 to 2012, to examine the risk and return over the past 140 years of one of the most popular mechanical trading strategies — momentum. We find that momentum has earned abnormally high risk-adjusted returns — a...
Persistent link: https://www.econbiz.de/10013040544