Author Page for Jonathan E. Ingersoll

1.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Downloads 8,226 ( 1,661)

Citation 147

2

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings

Number of pages: 48 Posted: 22 Mar 2002

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

Downloads 8,226 (1,647)

Citation 147

Abstract:

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007

Posted: 26 Jun 2008

Jonathan E. Ingersoll, Matthew I. Spiegel, William N. Goetzmann and Ivo Welch

Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA)

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2.

High-Water Marks and Hedge Fund Management Contracts

Downloads 6,566 ( 2,414)

Citation 63

2

High-Water Marks and Hedge Fund Management Contracts

Number of pages: 41 Posted: 08 Feb 1998

William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 6,566 (2,385)

Citation 63

Abstract:

High-Water Marks and Hedge Fund Management Contracts

Journal of Finance, Vol. 58, pp. 1685-1718, August 2003

Posted: 30 Nov 2003

William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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3.

The Subjective and Objective Evaluation of Incentive Stock Options

Number of pages: 46 Posted: 15 Apr 2002

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

Downloads 1,652 (23,162)

Citation 33

Abstract:

4.

Monthly Measurement of Daily Timers

Number of pages: 50 Posted: 23 Apr 1998

Jonathan E. Ingersoll, William N. Goetzmann and Zoran Ivkovich

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Michigan State University, Department of Finance

Downloads 1,420 (29,089)

Citation 24

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5.

Sharpening Sharpe Ratios

NBER Working Paper No. w9116

Number of pages: 51 Posted: 23 Aug 2002 Last Revised: 30 Nov 2022

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)

Downloads 726 (74,600)

Abstract:

6.

Realization Utility with Reference-Dependent Preferences

The Review of Financial Studies (2013) 26 (3): 723-767.

Number of pages: 48 Posted: 01 Jan 2012 Last Revised: 20 Feb 2013

Jonathan E. Ingersoll and Lawrence J. Jin

Yale School of Management - International Center for Finance and SC Johnson College of Business, Cornell University

Downloads 444 (137,609)

Citation 63

Abstract:

7.

Cumulative Prospect Theory and the Representative Investor

Number of pages: 39 Posted: 29 Oct 2011

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

Downloads 396 (156,949)

Citation 4

Abstract:

8.

Time-Additive Consumption-Wealth Utility

Number of pages: 30 Posted: 19 Aug 2011 Last Revised: 26 Jan 2012

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

Downloads 314 (202,189)

Citation 2

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9.

Why Do Investors Trade? A Realization Utility Explanation

Finance and Accounting MeMOS (2014) 1 (1): 10-13.

Number of pages: 6 Posted: 27 Feb 2013 Last Revised: 16 Jan 2014

Jonathan E. Ingersoll and Lawrence J. Jin

Yale School of Management - International Center for Finance and SC Johnson College of Business, Cornell University

Downloads 209 (304,132)

Abstract:

10.

Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

Yale ICF Working Paper No. 07-15

Number of pages: 8 Posted: 18 Oct 2007

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

Downloads 207 (306,892)

Abstract:

11.

High Water Marks

NBER Working Paper No. w6413

Number of pages: 37 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010

William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross

Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 185 (340,485)

Citation 3

Abstract:

12.

Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves

NBER Working Paper No. w1184

Number of pages: 58 Posted: 19 Jun 2004 Last Revised: 28 Sep 2022

George M. Constantinides and Jonathan E. Ingersoll

University of Chicago - Booth School of Business and Yale School of Management - International Center for Finance

Downloads 71 (681,481)

Abstract:

13.

Digital Contracts: Simple Tools for Pricing Complex Derivatives

Posted: 23 Nov 1999

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

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14.

Long Forward and Zero-Coupon Rates Can Never Fall

Posted: 22 Aug 1998

Philip H. Dybvig, Jonathan E. Ingersoll and Stephen A. Ross

Washington University in St. Louis - John M. Olin Business School, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

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Scholarly Papers (14)

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