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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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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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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
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Ex-dividend price behavior of common stocks
Boyd, John H.; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000893109
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Ex-dividend price behavior of common stocks
Boyd, John H. - In: The review of financial studies 7 (1994) 4, pp. 711-741
Persistent link: https://www.econbiz.de/10001174800
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z. - 1997
Persistent link: https://www.econbiz.de/10000962219
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Relationship between labor-income risk and average return : empirical evidence from the Japanese stock market
Jagannathan, Ravi - 1997
Persistent link: https://www.econbiz.de/10000968493
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The simple analytics of commodity futures markets : do they stabilize prices? Do they raise welfare?
Chari, Varadarajan V. - In: Federal Reserve Bank of Minneapolis quarterly review 14 (1990) 3, pp. 12-24
Persistent link: https://www.econbiz.de/10001101234
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Solution methods for material requirement planning with lot-size dependent lead times
Jagannathan, R.; Juang, L.S. - 1998
Persistent link: https://www.econbiz.de/10008219419