| . |
Ingersoll, Jonathan E.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
16,190 |
Total
Citations
542 |
|
|
|
|
|
1.
|
|
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
|
|
Posted:
|
|
22 Mar 02
|
|
Last Revised:
|
|
29 Jul 10
|
|
6,854
(302)
|
101
|
|
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
|
|
0
|
|
|
| |
|
| |
G11, G23, G24
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
|
|
6,854
|
101
|
|
| |
|
| |
|
|
|
|
|
|
2.
|
|
High-Water Marks and Hedge Fund Management Contracts
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
Posted:
|
|
08 Feb 98
|
|
Last Revised:
|
|
12 Oct 12
|
|
5,638
(447)
|
116
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
5,638
|
116
|
|
| |
|
| |
|
|
|
|
|
|
3.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
1,450
(4,960)
|
58
|
|
| |
|
| |
|
|
|
4.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Ivkovich, Zoran
Michigan State University, Department of Finance
|
|
1,295
(6,031)
|
57
|
|
| |
|
| |
|
|
|
5.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Jin, Lawrence J.
Yale School of Management - International Center for Finance
|
| Posted: |
|
01 Jan 12
|
|
Last Revised:
|
|
20 Feb 13
|
|
216
(69,194)
|
1
|
|
| |
|
| |
Realization Utility, Prospect Theory, Disposition Effect
|
|
|
6.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
|
|
195
(76,692)
|
44
|
|
| |
|
| |
|
|
|
7.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
160
(92,411)
|
1
|
|
| |
|
| |
Prospect Theory, Rpresentative Investor, Portfolios, CAPM
|
|
|
8.
|
|
Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
18 Oct 07
|
|
Last Revised:
|
|
13 May 08
|
|
144
(101,551)
|
13
|
|
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
3
|
13
|
|
| |
|
| |
|
|
|
|
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
141
|
13
|
|
| |
|
| |
Tversky-Kahneman, Probability Weighting, Cumulative Prospect Theory, economic models, Expected Utility Theory
|
|
|
|
|
|
9.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
| Posted: |
|
19 Aug 11
|
|
Last Revised:
|
|
26 Jan 12
|
|
100
(135,253)
|
|
|
| |
|
| |
intertemporal models, non-standard utility, portfolio models, consumption models
|
|
|
10.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
84
(151,750)
|
119
|
|
| |
|
| |
|
|
|
11.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Jin, Lawrence J.
Yale School of Management - International Center for Finance
|
| Posted: |
|
27 Feb 13
|
|
Last Revised:
|
|
06 Mar 13
|
|
33
(235,645)
|
|
|
| |
|
| |
realization utility, diminishing sensitivity, disposition effect
|
|
|
12.
|
|
|
Constantinides, George M.
University of Chicago - Booth School of Business Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
21
(271,820)
|
30
|
|
| |
|
| |
|
|
|
13.
|
|
|
Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
14.
|
|
|
Dybvig, Philip H.
Washington University in Saint Louis - John M. Olin Business School Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
|
|
|
| |
|
| |
|
|
