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Das, Sanjiv Ranjan's
Scholarly Papers
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Total Downloads
15,725 |
Total
Citations
688 |
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1.
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Sarin, Atulya Santa Clara University - Department of Finance Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Jagannathan, Murali Binghamton University - State University of New York
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2,009
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Private Equity Discount
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Pricing Credit Derivatives with Rating Transitions
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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
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Posted:
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22 Oct 01
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Last Revised:
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14 Mar 11
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1,779
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6
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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
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09 Mar 11
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14 Mar 11
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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
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107
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Risky Debt, Rating Transitions, Credit Derivatives, Cresdit Senstive Note, HJM Model
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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
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51
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Risky debt, Rating Transitions
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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
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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
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Risky debt, rating transitions, credit derivatives, credit sensitive note, HJM model
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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
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1,537
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Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
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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
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Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
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3.
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Of Smiles and Smirks: A Term-Structure Perspective
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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Posted:
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02 Jun 98
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27 Oct 09
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1,190
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76
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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1,119
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4.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Chen, Mike Y. University of California, Berkeley
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1,091
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45
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5.
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The Central Tendency: A Second Factor in Bond Yields
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Foresi, Silverio Goldman Sachs Group, Inc. - Quantitative Strategy Group Balduzzi, Pierluigi Boston College - Carroll School of Management Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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Posted:
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26 Oct 95
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14 Mar 11
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911
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53
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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
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09 Mar 11
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14 Mar 11
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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
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term structure
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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
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term structure
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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
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term structure
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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
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Foresi, Silverio Goldman Sachs Group, Inc. - Quantitative Strategy Group Balduzzi, Pierluigi Boston College - Carroll School of Management Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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815
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6.
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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
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889
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11
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risk-neutral, PDs, reduced-form models
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7.
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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
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802
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40
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8.
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Systemic Risk and International Portfolio Choice
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Uppal , Raman EDHEC Business School
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Posted:
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14 May 02
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27 Oct 09
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742
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66
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Uppal , Raman EDHEC Business School
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713
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66
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asset allocation, contagion, emerging markets, skewness, jump-diffusion processes
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Uppal , Raman EDHEC Business School
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29
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Asset allocation, contagion, emerging markets, skewness, jump-diffusion processes
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9.
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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
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695
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11
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Risk-neutral, PDs, reduced-form models
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10.
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On the Regulation of Fee Structures in Mutual Funds
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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Posted:
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11 Sep 98
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Last Revised:
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10 Oct 10
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690
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18
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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49
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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641
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11.
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Correlated Default Processes: A Criterion-Based Copula Approach
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Geng, Gary Amaranth Advisors llc
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Posted:
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07 Mar 04
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27 Oct 09
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586
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3
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Geng, Gary Amaranth Advisors llc
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Correlated default, copulas, tail dependence
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Geng, Gary Amaranth Advisors llc
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586
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3
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copula, tail-dependence, default
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12.
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Common Failings: How Corporate Defaults are Correlated
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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 Stanford Graduate School of Business
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Posted:
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02 Jan 06
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Last Revised:
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08 Sep 10
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433
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92
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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 Stanford Graduate School of Business
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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 Stanford Graduate School of Business
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401
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Correlated default, doubly stochastic, contagion, frailty
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13.
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Accounting-Based Versus Market-Based Cross-Sectional Models of CDS Spreads
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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
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Posted:
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09 Nov 07
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Last Revised:
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31 Aug 10
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426
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21
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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
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0
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Credit default swap, Credit risk, Bankruptcy prediction
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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
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426
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credit default swap, credit risk, bankruptcy prediction
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14.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Hanouna, Paul Villanova University - School of Business
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412
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18
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Implied, Recovery, Loss-Given-Default, Credit Default Swaps
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15.
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Fee Speech: Adverse Selection and the Regulation of Mutual Funds
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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Posted:
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11 Sep 98
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Last Revised:
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10 Oct 10
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319
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4
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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20
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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16.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sisk, Jacob University of California, Los Angeles (UCLA) - Anderson School of Management
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300
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9
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Graph theory, connectedness, centrality
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17.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Hanouna, Paul Villanova University - School of Business
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296
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12
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Credit Default Swaps, Liquidity
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18.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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251
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11
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19.
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Chacko, George Santa Clara University Fan, Rong Gifford Fong Associates
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10 Mar 11
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Last Revised:
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24 Aug 11
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195
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1
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20.
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Venture Capital Communities
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Prabhala, Nagpurnanand R. University of Maryland - Robert H. Smith School of Business Bubna, Amit Indian School of Business Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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Posted:
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19 Mar 11
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Last Revised:
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16 Sep 12
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169
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3
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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
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16
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Venture capital, syndication, community detection, social networks, boundaries of the firm
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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
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17 Sep 11
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16 Sep 12
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65
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Venture Capital, Syndication, Community Detection, Social Networks, Boundaries of the Firm
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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
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19 Mar 11
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25 May 11
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Prabhala, Nagpurnanand R. University of Maryland - Robert H. Smith School of Business Bubna, Amit Indian School of Business Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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Venture Capital, Syndication, Communities, Social Networks
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21.
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The Long and Short of it: Why are Stocks with Shorter Runs Preferred?
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Raghubir, Priya University of California, Berkeley - Marketing Group Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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Posted:
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12 Feb 04
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14 Mar 11
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167
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6
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Raghubir, Priya University of California, Berkeley - Marketing Group Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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09 Mar 11
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14 Mar 11
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Raghubir, Priya University of California, Berkeley - Marketing Group Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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167
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Information processing, runlength, salience, bias
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Hanouna, Paul Villanova University - School of Business
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137
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4
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run length, liquidity, liquidity risk, asset pricing
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Kalimipalli, Madhu Wilfrid Laurier University - School of Business & Economics Nayak , Subhankar Wilfrid Laurier University - Clarica Financial Services Research Centre
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10 Mar 11
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16 Oct 12
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133
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4
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CDS, bond market efficiency
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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19 Apr 11
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24 Aug 11
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126
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Statman, Meir Santa Clara University - Department of Finance
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106
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
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83
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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68
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33
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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64
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5
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Meadows, Ray Hult International Business School
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19 Apr 11
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Last Revised:
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26 Apr 11
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60
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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60
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5
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Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
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55
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10
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|
32.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
54
(193,854)
|
1
|
|
| |
|
| |
|
|
|
33.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
|
|
53
(195,495)
|
8
|
|
| |
|
| |
|
|
|
34.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
|
|
52
(197,255)
|
30
|
|
| |
|
| |
|
|
|
35.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
51
(198,954)
|
2
|
|
| |
|
| |
|
|
|
36.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
|
|
47
(206,312)
|
14
|
|
| |
|
| |
|
|
|
37.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sundaram, Rangarajan K. New York University (NYU) - Department of Finance
|
|
47
(206,312)
|
8
|
|
| |
|
| |
|
|
|
38.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Kim, Seoyoung Santa Clara University
|
| Posted: |
|
17 Jul 12
|
|
Last Revised:
|
|
14 Aug 12
|
|
43
(214,034)
|
|
|
| |
|
| |
restructured debt, willingness-to-pay, ability-to-pay, strategic default, pooling, portfolio optimization, debt overhang
|
|
|
39.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
40
(220,123)
|
2
|
|
| |
|
| |
|
|
|
40.
|
|
|
Chacko, George Harvard Business School Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
34
(233,531)
|
6
|
|
| |
|
| |
|
|
|
41.
|
|
|
Bubna, Amit Indian School of Business Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Hanouna, Paul Villanova University - School of Business
|
| Posted: |
|
12 Dec 12
|
|
Last Revised:
|
|
18 Mar 13
|
|
23
(265,274)
|
|
|
| |
|
| |
Venture Capital, Styles, Drift
|
|
|
42.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
19
(279,131)
|
|
|
| |
|
| |
|
|
|
43.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Martinez-Jerez, Francisco de Asis Harvard University - Accounting & Management Unit Tufano, Peter National Bureau of Economic Research (NBER)
|
|
18
(282,657)
|
9
|
|
| |
|
| |
|
|
|
44.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Fan, Rong Gifford Fong Associates Geng, Gary Amaranth Advisors llc
|
|
|
|
|
| |
|
| |
|
|
|
45.
|
|
|
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
|
|
|
|
|
| |
|
| |
|
|
|
46.
|
|
|
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
|
|
|
|
|
| |
|
| |
|
|
|
47.
|
|
|
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
|
|
|
|
|
| |
|
| |
|
|
|
48.
|
|
|
Chacko, George Santa Clara University Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
| Posted: |
|
01 Sep 10
|
|
Last Revised:
|
|
14 Mar 11
|
|
|
|
|
| |
|
| |
interest rate derivatives, securities, pricing
|
|
|
49.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
Jumps, Diffusions, Characteristic functions
|
|
|
50.
|
|
|
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
|
|
|
|
|
| |
|
| |
securities, hybrid models, default, credit risk
|
|
|
51.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Jo, Hoje Santa Clara University Kim, Yongtae Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
syndication, venture capital, selection, value-add
|
|
|
52.
|
|
|
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
|
|
|
|
|
| |
|
| |
R, parallel computing
|
|
|
53.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Granger, Brian California State Polytechnic University, San Luis Obispo
|
|
|
|
|
| |
|
| |
High-dimension; multi-factor trees; multi-threading
|
|
|
54.
|
|
|
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
|
|
|
|
|
| |
|
| |
|
|
|
55.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Sinclair, Alistair University of Newcastle upon Tyne (UK)
|
|
|
|
|
| |
|
| |
Risk management
|
|
|
56.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Jagannathan, Murali Binghamton University - State University of New York Sarin, Atulya Santa Clara University - Department of Finance
|
|
|
|
|
| |
|
| |
Private Equity
|
|
|
57.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
|
|
|
58.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
|
|
|
59.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
|
|
|
60.
|
|
|
Sundaram, Rangarajan K. New York University (NYU) - Department of Finance Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business
|
|
|
|
|
| |
|
| |
|
|
|
61.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Foresi, Silverio Goldman Sachs Group, Inc. - Quantitative Strategy Group
|
|
|
|
|
| |
|
| |
|
|
|
62.
|
|
|
Das, Sanjiv Ranjan Santa Clara University - Leavey School of Business Tufano, Peter National Bureau of Economic Research (NBER)
|
|
|
|
|
| |
|
| |
|
|