Feedback to SSRN

 
  • Selected
  • Entire List
 

Das, Sanjiv Ranjan


 SSRN Author Rank: 949 by Downloads
 Professor of Finance
 

Santa Clara University - Leavey School of Business


 Department of Finance
 321E Lucas Hall
 Santa Clara, CA 95053
 United States
 HOME PAGE: http://algo.scu.edu/~sanjivdas/
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Das, Sanjiv Ranjan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,506
Total
Citations
706
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Sarin, Atulya
Santa Clara University - Department of Finance
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jagannathan, Murali
State University of New York (SUNY) at Binghamton
Posted:
29 Jan 02
2,062
(3,331)
27

2.   Incl. Electronic Paper
Acharya, Viral V.
New York University - Leonard N. Stern School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
22 Oct 01
Last Revised:
14 Mar 11
1,809
(4,186)
6

3.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Chen, Mike Y.
University of California, Berkeley
Posted:
11 Jul 01
1,245
(7,892)
47

4.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
02 Jun 98
Last Revised:
27 Oct 09
1,216
(8,209)
75

5.   Incl. Electronic Paper
Balduzzi, Pierluigi
Boston College - Carroll School of Management
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Posted:
26 Oct 95
Last Revised:
14 Mar 11
916
(12,910)
52

6.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
23 Jul 03
911
(13,060)
11

7.  
Correlated Default Risk | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 928; AFA 2003 Washington, DC Meetings
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Freed, Laurence
Moody's Investors Service
Geng, Gary
Amaranth Advisors llc
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
23 Sep 02
827
(15,099)
41

8.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Uppal, Raman
EDHEC Business School
Posted:
14 May 02
Last Revised:
27 Oct 09
774
(16,687)
69

9.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Sep 98
Last Revised:
10 Oct 10
703
(19,133)
18

10.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
04 Dec 03
702
(19,216)
11

11.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Geng, Gary
Amaranth Advisors llc
Posted:
07 Mar 04
Last Revised:
27 Oct 09
609
(23,433)
3

12.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Sarin, Atulya
Santa Clara University - Department of Finance
Posted:
09 Nov 07
Last Revised:
31 Aug 10
462
(33,972)
22

13.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
448
(35,342)
21

14.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Duffie, Darrell
Stanford University - Graduate School of Business
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Saita, Leandro
Independent
Posted:
02 Jan 06
Last Revised:
08 Sep 10
445
(35,628)
96

15.  
Financial Communities | Show Abstract | Download |
Santa Clara University Working Paper No. 02/03-20-WP
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sisk, Jacob
University of California, Los Angeles (UCLA) - Anderson School of Management
Posted:
23 Jun 03
323
(52,659)
9

16.   Incl. Electronic Paper
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Sep 98
Last Revised:
10 Oct 10
320
(53,271)
4

17.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
316
(54,098)
11

18.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
05 Nov 08
272
(64,164)
11

19.  
Did CDS Trading Improve the Market for Corporate Bonds? | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kalimipalli, Madhu
Wilfrid Laurier University - School of Business & Economics
Nayak, Subhankar
Wilfrid Laurier University - Financial Services Research Centre
Posted:
10 Mar 11
Last Revised:
30 Aug 13
224
(78,926)
4

20.  
An Index-Based Measure of Liquidity | Show Abstract | Download |
SCU Leavey School of Business Research Paper No. 11-10
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Chacko, George
Santa Clara University
Fan, Rong
Gifford Fong Associates
Posted:
10 Mar 11
Last Revised:
24 Aug 11
223
(79,286)
1

21.   Incl. Electronic Paper
Raghubir, Priya
University of California, Berkeley - Marketing Group
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
12 Feb 04
Last Revised:
14 Mar 11
171
(102,561)
6

22.  
News Analytics: Framework, Techniques and Metrics | Show Abstract | Download |
SCU Leavey School of Business Research Paper No. 11-08
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
Last Revised:
24 Aug 11
162
(107,823)
1

23.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Statman, Meir
Santa Clara University - Department of Finance
Posted:
10 Mar 11
162
(107,823)
1

24.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
11 Nov 07
148
(116,749)
4

25.   Incl. Electronic Paper
Bubna, Amit
Indian School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Prabhala, Nagpurnanand R.
University of Maryland - Robert H. Smith School of Business
Posted:
19 Mar 11
Last Revised:
26 Jun 13
93
(166,317)
3

26.  
Poisson-Guassian Processes and the Bond Markets | Show Abstract | Download |
NBER Working Paper No. w6631
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
17 Sep 98
85
(176,178)
11

27.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
72
(194,654)
2

28.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
21 Sep 98
69
(199,440)
34

29.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Meadows, Ray
Hult International Business School
Posted:
19 Apr 11
Last Revised:
26 Apr 11
66
(204,232)
2

30.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
01 Jul 00
66
(204,232)
7

31.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
61
(212,776)
1

32.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
03 Nov 08
60
(214,556)
5

33.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
07 Nov 08
56
(222,033)
10

34.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
03 Nov 08
54
(225,851)
32

35.  
Fee Speech: Signalling and the Regulation of Mutual Fund Fees | Show Abstract | Download |
NYU Working Paper No. FIN-99-085
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Nov 08
53
(227,862)
8

36.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
11 Nov 08
50
(234,107)
14

37.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
16 Jul 00
49
(236,225)
8

38.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
28 Feb 14
Last Revised:
10 Sep 14
44
(247,133)
 

39.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
13 Jul 00
40
(256,342)
2

40.  
Average Interest | Show Abstract | Download |
NBER Working Paper No. w6045
Working Paper Series
Chacko, George
Harvard Business School
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
16 Jul 00
36
(266,582)
6

41.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
19 Apr 11
30
(283,707)
 

42.  
Bubna, Amit
Indian School of Business
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Hanouna, Paul
Villanova University - School of Business
Posted:
29 Jun 13
24
(304,787)
 

43.  
eInformation: A Clinical Study of Investor Discussion and Sentiment | Show Abstract | Download |
Financial Management, Vol. 34, No. 3, pp. 103-137, Autumn 2005
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Martinez-Jerez, Francisco de Asis
University of Notre Dame - Department of Accountancy
Tufano, Peter
National Bureau of Economic Research (NBER)
Posted:
22 Nov 05
18
(329,327)
10

44.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
26 Sep 13
Last Revised:
26 Jul 14
17
(333,522)
 

45.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Statman, Meir
Santa Clara University - Department of Finance
Posted:
20 Feb 14
13
(350,441)
 

46.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Kim, Seoyoung
Santa Clara University
Posted:
17 Jul 12
Last Revised:
27 Jun 14
 

47.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Fan, Rong
Gifford Fong Associates
Geng, Gary
Amaranth Advisors llc
Posted:
10 Mar 11
 

48.  
Options on Portfolios with Higher-Order Moments | Show Abstract |
Finance Research Letters, Vol. 6, 2009
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Bhandari, Rishabh
affiliation not provided to SSRN
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

49.  
Correlated Default Modeling with a Forest of Binomial Trees | Show Abstract |
Journal of Fixed Income, Winter 2007
Accepted Paper Series
Bandreddi, Santhosh
affiliation not provided to SSRN
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Fan, Rong
Gifford Fong Associates
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

50.  
Aingworth, Donald D.
affiliation not provided to SSRN
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Motwani, Rajeev
affiliation not provided to SSRN
Posted:
09 Mar 11
Last Revised:
14 Mar 11
 

51.  
Pricing Interest Rate Derivatives: A General Approach | Show Abstract |
The Review of Financial Studies, Vol. 15, No. 1, pp. 195-241, Spring 2002
Accepted Paper Series
Chacko, George
Santa Clara University
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
01 Sep 10
Last Revised:
14 Mar 11
 

52.  
The Surprise Element: Jumps in Interest Rates | Show Abstract |
Journal of Econometrics, Vol. 106, pp. 27-65, 2002
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
30 Aug 10
 

53.  
An Integrated Model for Hybrid Securities | Show Abstract |
Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Posted:
29 Aug 10
Last Revised:
14 Mar 11
 

54.  
Polishing Diamonds in the Rough: The Sources of Syndicated Venture Performance | Show Abstract |
Journal of Financial Intermediation, Forthcoming
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jo, Hoje
Santa Clara University
Kim, Yongtae
Santa Clara University - Leavey School of Business
Posted:
02 Jun 10
 

55.  
Financial Applications with Parallel R | Show Abstract |
Journal Of Investment Management (JOIM), Fourth Quarter 2009
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Granger, Brian
California State Polytechnic University, San Luis Obispo
Posted:
19 Jan 10
Last Revised:
03 Jun 10
 

56.  
Dealing with Dimension: Option Pricing on Factor Trees | Show Abstract |
Journal of Investment Management, 2009
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Granger, Brian
California State Polytechnic University, San Luis Obispo
Posted:
18 Jul 09
 

57.  
Portfolio Optimization with Mental Accounts | Show Abstract |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Markowitz, Harry
University of California at San Diego
Scheid, Jonathan
Bellatore, Inc.
Statman, Meir
Santa Clara University - Department of Finance
Posted:
25 Jul 08
 

58.  
A Markov Chain Monte Carlo Method for Derivative Pricing and Risk Assessment | Show Abstract |
Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Sinclair, Alistair
University of Newcastle upon Tyne (UK)
Posted:
01 Apr 05
 

59.  
Private Equity Returns: An Empirical Examination of The Exit of Venture Backed Companies | Show Abstract |
Journal Of Investment Management, Vol. 1, No. 1, First Quarter 2003
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Jagannathan, Murali
State University of New York (SUNY) at Binghamton
Sarin, Atulya
Santa Clara University - Department of Finance
Posted:
02 Jul 04
 

60.  
Credit Risk Derivatives | Show Abstract |
THE JOURNAL OF DERIVATIVES Vol 2 No 3 Spring 1995
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
26 Oct 99
 

61.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
26 Aug 99
 

62.  
Jump-Diffusion Processes and the Bond Markets | Show Abstract |
HBS Working Paper No. 95-034
Working Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
20 Dec 98
 

63.  
Sundaram, Rangarajan K.
New York University (NYU) - Department of Finance
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Posted:
08 May 98
 

64.  
Exact Solutions for Bond and Option Prices with Systematic Jump Risk | Show Abstract |
REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
Accepted Paper Series
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Foresi, Silverio
Goldman Sachs Group, Inc. - Quantitative Strategy Group
Posted:
14 Apr 98
 

65.  
Das, Sanjiv Ranjan
Santa Clara University - Leavey School of Business
Tufano, Peter
National Bureau of Economic Research (NBER)
Posted:
12 Feb 97
 


Records 1 - 65 of 65 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 1.141 seconds