Ravi Bansal

Duke University and NBER

Professor of Finance

Box 90120

Durham, NC 27708-0120

United States

  • Duke University and NBER

    • Email
    • Tel: 919-660-7758
    • Fax: 919-660-8038
SCHOLARLY PAPERS

35

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6,677

CITATIONS
Rank 416

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Top 416

in Total Papers Citations

1,099

Scholarly Papers (35)

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1.

Dynamic Trading Strategies and Portfolio Choice

Downloads 1,587 ( 9,916)
Citation 11

Dynamic Trading Strategies and Portfolio Choice

Number of pages: 27 Posted: 24 Sep 2004
Ravi Bansal, Campbell R. Harvey and Magnus Dahlquist
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 1,466 (11,046)
Citation 11

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Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment

Dynamic Trading Strategies and Portfolio Choice

NBER Working Paper No. w10820
Number of pages: 28 Posted: 19 Oct 2004 Last Revised: 27 Jul 2010
Ravi Bansal, Campbell R. Harvey and Magnus Dahlquist
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 121 (221,031)
Citation 11

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2.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Downloads 569 (44,372)
Citation 15

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

3.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 469 (56,694)
Citation 137

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Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models

4.

Expropriation Risk and Return in Global Equity Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 35 Posted: 16 Feb 2002
Magnus Dahlquist and Ravi Bansal
Stockholm School of Economics and Duke University and NBER
Downloads 451 (59,501)
Citation 7

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Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.

5.

Long Run Risks and Equity Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 53 Posted: 22 Mar 2006
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 447 (60,172)
Citation 3

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6.

Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

Duke University, Economics Working Paper
Number of pages: 33 Posted: 26 Jun 2003
Ravi Bansal, George Tauchen and Hao Zhou
Duke University and NBER, Duke University - Economics Group and Tsinghua University - PBC School of Finance
Downloads 434 (62,525)
Citation 25

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Term Structure of Interest Rates, Yield Curve, Regime Switching, Risk Premium, Expectation Hypothesis, Business Cycle, Efficient Method of Moments, EMM

7.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711
Number of pages: 44 Posted: 24 Jul 2003
Ravi Bansal, Robert F. Dittmar and Christian T. Lundblad
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 403 (68,255)
Citation 4

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8.

Term Structure of Interest Rates with Regime Shifts

Downloads 381 ( 72,845)

Term Structure of Interest Rates with Regime Shifts

Board of Governors of the Federal Reserve System-FEDS 2001-46
Number of pages: 58 Posted: 14 Dec 2001
Hao Zhou and Ravi Bansal
Tsinghua University - PBC School of Finance and Duke University and NBER
Downloads 381 (72,182)
Citation 98

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Regime switching, term structure of interest rate, reprojection, efficient method of moments

Term Structure of Interest Rates with Regime Shifts

Journal of Finance, Vol. 57, pp. 1997-2043, 2002
Posted: 05 Aug 2004
Ravi Bansal and Hao Zhou
Duke University and NBER and Tsinghua University - PBC School of Finance

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9.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Ravi Bansal, Wilbur John Coleman and Christian T. Lundblad
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 333 (85,126)
Citation 1

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10.

Uncertainty-Induced Reallocations and Growth

Number of pages: 57 Posted: 18 Nov 2016 Last Revised: 05 Dec 2017
Ravi Bansal, Mariano (Max) Massimiliano Croce, Wenxi Liao and Samuel Rosen
Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business
Downloads 178 (160,306)

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Uncertainty shocks, Reallocation, Safe Public Capital

11.

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

NBER Working Paper No. w8059
Number of pages: 43 Posted: 15 Dec 2000 Last Revised: 20 Oct 2010
Ravi Bansal and Amir Yaron
Duke University and NBER and University of Pennsylvania -- Wharton School of Business
Downloads 157 (178,673)
Citation 515

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12.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 41 Posted: 08 Nov 2006
Amir Yaron, Ravi Bansal and Ed Fang
University of Pennsylvania -- Wharton School of Business, Duke University and NBER and affiliation not provided to SSRN
Downloads 156 (179,625)
Citation 6

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13.

Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?

Number of pages: 55 Posted: 04 May 2017 Last Revised: 27 Nov 2017
Ravi Bansal, Colin Ward and Amir Yaron
Duke University and NBER, University of Minnesota - Carlson School of Management and University of Pennsylvania -- Wharton School of Business
Downloads 141 (195,259)

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Portfolio Allocation, Hedging Demand, Asset Pricing, Production, Equity Markets, Housing

14.

Is Socially Responsible Investing A Luxury Good?

Number of pages: 37 Posted: 25 Oct 2018
Ravi Bansal, Di (Andrew) Wu and Amir Yaron
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 134 (203,440)

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15.

The Asset Pricing-Macro Nexus and Return-Cash Flow Predictability

Number of pages: 45 Posted: 15 Mar 2011
Ravi Bansal and Yaron A. A.
Duke University and NBER and affiliation not provided to SSRN
Downloads 133 (204,601)
Citation 12

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Long Run Risks, Cointegration, aggregate dividends

16.

Confidence Risk and Asset Prices

Downloads 106 (242,240)
Citation 12

Confidence Risk and Asset Prices

Number of pages: 49 Posted: 13 Mar 2009
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 83 (286,338)
Citation 12

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Learning, confidence risk, asset price dynamics

Confidence Risk and Asset Prices

NBER Working Paper No. w14815
Number of pages: 49 Posted: 29 Mar 2009 Last Revised: 03 Nov 2010
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 23 (494,846)
Citation 12

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17.

Learning and Asset-Price Jumps

Downloads 105 (243,782)
Citation 13

Learning and Asset-Price Jumps

Number of pages: 55 Posted: 13 Mar 2009 Last Revised: 13 Dec 2011
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 77 (299,688)
Citation 13

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Recursive utility, learning, asset price jumps

Learning and Asset-Price Jumps

NBER Working Paper No. w14814
Number of pages: 47 Posted: 27 Mar 2009 Last Revised: 25 Jun 2010
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 28 (466,350)
Citation 13

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18.

Long-Run Risks and Financial Markets

NBER Working Paper No. w13196
Number of pages: 34 Posted: 03 Jul 2007 Last Revised: 24 Jul 2010
Ravi Bansal
Duke University and NBER
Downloads 72 (308,382)
Citation 11

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19.

Risk Preferences and the Macro Announcement Premium

Downloads 66 (323,218)

Risk Preferences and the Macro Announcement Premium

Number of pages: 61 Posted: 27 Sep 2016
Hengjie Ai and Ravi Bansal
University of Minnesota - Twin Cities - Carlson School of Management and Duke University and NBER
Downloads 45 (393,022)

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Risk Preferences and the Macro Announcement Premium

NBER Working Paper No. w22527
Number of pages: 62 Posted: 22 Aug 2016 Last Revised: 02 Sep 2016
Hengjie Ai and Ravi Bansal
University of Minnesota - Twin Cities - Carlson School of Management and Duke University and NBER
Downloads 21 (507,229)

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20.

Interpretable Asset Markets?

NBER Working Paper No. w9383
Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 31 Oct 2010
Ravi Bansal, Varoujan Khatchatrian and Amir Yaron
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of Pennsylvania -- Wharton School of Business
Downloads 60 (339,279)
Citation 48

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21.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104
Number of pages: 54 Posted: 25 May 2012
Ravi Bansal, Dana Kiku, Ivan Shaliastovich and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business
Downloads 53 (360,066)
Citation 16

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22.

Rational Pessimism, Rational Exuberance, and Asset Pricing Models

NBER Working Paper No. w13107
Number of pages: 45 Posted: 27 Jun 2007 Last Revised: 09 Aug 2007
Ravi Bansal, A. Ronald Gallant and George Tauchen
Duke University and NBER, Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 37 (415,366)
Citation 23

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23.

Sovereign Risk and Return in Global Equity Markets

CEPR Discussion Paper No. 3034
Number of pages: 40 Posted: 20 Nov 2001
Ravi Bansal and Magnus Dahlquist
Duke University and NBER and Stockholm School of Economics
Downloads 36 (419,380)
Citation 7
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems

24.

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

NBER Working Paper No. w15504
Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 19 Nov 2009
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 30 (444,487)
Citation 26

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25.

Cointegration and Consumption Risks in Asset Returns

Downloads 30 (444,487)

Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 09 Aug 2007
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 30 (455,980)
Citation 40

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Cointegration and Consumption Risks in Asset Returns

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1343-1375, 2009
Posted: 17 Mar 2009
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

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G1, G12

26.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017
Ravi Bansal, Marcelo Ochoa and Dana Kiku
Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign
Downloads 26 (463,921)

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27.

A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets

NBER Working Paper No. w18357
Number of pages: 44 Posted: 08 Sep 2012
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 22 (485,353)
Citation 55

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28.

Temperature, Aggregate Risk, and Expected Returns

NBER Working Paper No. w17575
Number of pages: 53 Posted: 04 Nov 2011
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 20 (496,449)
Citation 4

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29.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305
Number of pages: 52 Posted: 18 Aug 2012
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 18 (507,492)
Citation 7

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30.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016
Ravi Bansal, Dana Kiku and Marcelo Ochoa
Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
Downloads 12 (541,047)

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31.

Welfare Costs of Long-Run Temperature Shifts

NBER Working Paper No. w17574
Number of pages: 44 Posted: 04 Nov 2011
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 11 (546,618)
Citation 2

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32.

A Model of the Macroeconomic Announcement Premium with Production

Posted: 28 Nov 2018
Hengjie Ai, Ravi Bansal, Jay Im and Chao Ying
University of Minnesota - Twin Cities - Carlson School of Management, Duke University and NBER, Duke University - Fuqua School of Business and University of Minnesota - Twin Cities, Carlson School of Management

Abstract:

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announcement premium, generalized risk sensitivity, production

33.

Market Effciency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Forthcoming in Journal of Econometrics
Posted: 20 Feb 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School

Abstract:

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

34.

A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles

JOURNAL OF POLITICAL ECONOMY, Vol 104 No 6, December 1996
Posted: 17 Feb 1997
Ravi Bansal and Wilbur John Coleman
Duke University and NBER and Duke University, Fuqua School of Business-Economics Group

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35.

An Exploration of the Forward Premium Puzzle in Currency Markets

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2
Posted: 13 Feb 1997
Ravi Bansal
Duke University and NBER

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