Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 5,073

in Total Papers Citations

282

CROSSREF CITATIONS

83

Scholarly Papers (14)

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 8,115 (1,530)
Citation 142

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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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G11, G23, G24

2.
Downloads 6,476 ( 2,223)
Citation 61

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 6,476 (2,201)
Citation 61

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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 1,639 (21,149)
Citation 33

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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 1,413 (26,452)
Citation 23

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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 678 (73,511)

Abstract:

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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 427 (129,551)
Citation 54

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Realization Utility, Prospect Theory, Disposition Effect

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 383 (146,684)
Citation 4

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Prospect Theory, Rpresentative Investor, Portfolios, CAPM

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 301 (190,145)
Citation 2

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intertemporal models, non-standard utility, portfolio models, consumption models

9.

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 198 (285,955)

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Tversky-Kahneman, Probability Weighting, Cumulative Prospect Theory, economic models, Expected Utility Theory

10.

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 191 (295,255)

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realization utility, diminishing sensitivity, disposition effect

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 173 (322,400)
Citation 3

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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 68 (621,090)

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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

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