Jonathan E. Ingersoll | Academic Influence

Jonathan E. Ingersoll's AcademicInfluence.com Rankings

Jonathan E. Ingersoll

Economics

#1782

World Rank

#2040

Historical Rank

#731

USA Rank

economics Degrees

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Economics

Jonathan E. Ingersoll's Degrees

PhD Finance Stanford University
Masters Finance Stanford University

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Why Is Jonathan E. Ingersoll Influential?

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According to Wikipedia, Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is the Adrian C. Israel Professor of International Trade and Finance at Yale School of Management. Prior to coming to Yale he was on the faculty at the Graduate School of Business at the University of Chicago.

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Jonathan E. Ingersoll's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A theory of the term structure of interest rates'', Econometrica 53, 385-407 (1985) (4473)
AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES (1985) (1993)
Theory of Financial Decision Making (1987) (1859)
The relation between forward prices and futures prices (1981) (738)
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures (2004) (558)
High-Water Marks and Hedge Fund Management Contracts (2001) (544)
Waiting to Invest: Investment and Uncertainty (1992) (523)
A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981) (503)
An Analysis of Variable Rate Loan Contracts (1980) (293)
Optimal bond trading with personal taxes (1984) (285)
AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES (1977) (259)
Mean-Variance Theory in Complete Markets (1982) (253)
Duration and the Measurement of Basis Risk (1979) (251)
Monthly Measurement of Daily Timers (1998) (247)
A Contingent-Claims Valuation of Convertible Securities (1977) (212)
Long Forward and Zero-Coupon Rates Can Never Fall (1996) (210)
Duration Forty Years Later (1978) (187)
Some Results in the Theory of Arbitrage Pricing (1984) (175)
The Subjective and Objective Evaluation of Incentive Stock Options (2002) (165)
Realization Utility with Reference-Dependent Preferences (2012) (138)
A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent-Claims Analysis (2015) (121)
Multidimensional Security Pricing (1975) (104)
Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note (2007) (89)
Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note (1983) (88)
Valuing foreign exchange rate derivatives with a bounded exchange process (1996) (50)
The Term Structure of Interest Rates (1985) (49)
High Water Marks (1998) (49)
Rowman & Littlefield studies in financial economics (1987) (42)
Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (1992) (35)
Approximating American options and other financial contracts using barrier derivatives (1998) (34)
Modeling a Presidential Prediction Market (2008) (30)
Portfolio Theory, 25 Years After. (1981) (25)
The Pricing of Commodity-Linked Bonds: Discussion (1982) (21)
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims (1977) (16)
Cumulative Prospect Theory, Aggregation, and Pricing (2016) (10)
Option Pricing Theory (1989) (8)
Cumulative Prospect Theory and the Representative Investor (2011) (8)
Positive Interest Rates and Yields: Additional Serious Considerations (2010) (5)
Time-Additive Consumption-Wealth Utility (2011) (4)
Prevention: A law-enforcement point of view (1973) (3)
Valuing reload options (2006) (3)
Portfolio Insurance , Underdiversification , and Idiosyncratic Risks (2008) (3)
The Police Scandal Syndrome (1964) (2)
A New Explanation for Underdiversification (2008) (1)
Multiperiod Financial Models: Discussion (1979) (0)
Chapter 9 — Mutual Fund Separation Theorems (2019) (0)
DIRECTION GÉNÉRALE DES ÉTUDES ET DES RELATIONS INTERNATIONALES A TERM STRUCTURE MODEL WITH LEVEL FACTOR CANNOT BE REALISTIC AND ARBITRAGE FREE Simon Dubecq and Christian Gourieroux (2012) (0)
Why Do Investors Trade? A Realization Utility Explanation (2013) (0)
Chapter 11 — Probability Weighting and Rank Dependent Utility (2019) (0)
Chapter 12 — Cumulative Prospect Theory (2019) (0)
An examination of relative security pricing as a method of superior portfolio formation. (1973) (0)
THE 1967 SUMMER SCIENCE PROJECT AT UNIVERSITY SCHOOL. (1967) (0)
Chapter 8 — Efficient Portfolios Efficient Portfolios and Risk (2019) (0)
Drug abuse forum. Prevention: a law-enforcement point of view. (1973) (0)
General One-Period Models (2003) (0)
The relevancy of drug control in the United States during the seventies. (1972) (0)
Fischer Black: Some Personal Memories (1996) (0)
The Contributions of Stephen A. Ross to Financial Economics (2021) (0)

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