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On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.; Jagannathan, Ravi; Runkle, David E. - 1993 - rev
Persistent link: https://www.econbiz.de/10000142591
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The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi; Wang, Zhenyu - 1996
Persistent link: https://www.econbiz.de/10000588919
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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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Generalized method of moments : applications in finance
Jagannathan, Ravi; Skoulakis, Georgios; Wang, Zhenyu - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 470-481
Persistent link: https://www.econbiz.de/10001705960
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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
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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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A direct test for mean variance efficiency of portfolio
Basak, Gopal; Jagannathan, Ravi; Sun, Guoqiang - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1195-1215
Persistent link: https://www.econbiz.de/10001656077
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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