Ravi Bansal

Duke University and NBER

Professor of Finance

Box 90120

Durham, NC 27708-0120

United States

SCHOLARLY PAPERS

37

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Top 6,886

in Total Papers Downloads

9,288

SSRN CITATIONS
Rank 380

SSRN RANKINGS

Top 380

in Total Papers Citations

752

CROSSREF CITATIONS

1,662

Scholarly Papers (37)

Dynamic Trading Strategies and Portfolio Choice

Number of pages: 27 Posted: 24 Sep 2004
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 1,524 (17,270)

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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 2022
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 193 (221,458)

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2.

Socially Responsible Investing in Good and Bad Times

Number of pages: 45 Posted: 25 Oct 2018 Last Revised: 25 Aug 2021
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 1,066 (29,875)
Citation 5

Abstract:

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3.

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 596 (65,398)
Citation 14

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

4.

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

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 522 (77,216)
Citation 160

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

5.

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 476 (86,343)
Citation 11

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

6.

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 475 (86,549)
Citation 2

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7.

Uncertainty-Induced Reallocations, Innovation, and Growth

Number of pages: 73 Posted: 18 Nov 2016 Last Revised: 24 Feb 2021
Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business
Downloads 458 (90,407)
Citation 1

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Uncertainty shocks, Reallocation, Growth

8.

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 456 (90,841)
Citation 11

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

9.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711
Number of pages: 44 Posted: 24 Jul 2003
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 436 (95,726)
Citation 7

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10.
Downloads 425 ( 98,582)
Citation 69

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 425 (97,747)
Citation 69

Abstract:

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

Term Structure of Interest Rates with Regime Shifts

Posted: 05 Aug 2004
Ravi Bansal and Hao Zhou
Duke University and NBER and Tsinghua University - PBC School of Finance

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11.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 398 (106,384)
Citation 15

Abstract:

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12.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 16 May 2021
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 237 (183,085)
Citation 3

Abstract:

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13.

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: 09 Jan 2022
Ravi Bansal, Amir Yaron and Amir Yaron
Duke University and NBER and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 214 (201,683)
Citation 199

Abstract:

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14.

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, Amir Yaron and Amir Yaron
Duke University and NBER, University of Minnesota - Carlson School of Management and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 199 (215,668)
Citation 3

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

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 171 (245,936)
Citation 19

Abstract:

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Long Run Risks, Cointegration, aggregate dividends

16.

Information Acquisition and the Pre-Announcement Drift

Number of pages: 53 Posted: 18 Nov 2021 Last Revised: 13 Apr 2022
Hengjie Ai, Ravi Bansal and Leyla Jianyu Han
University of Wisconsin-Madison, Duke University and NBER and Boston University - Questrom School of Business
Downloads 168 (249,554)

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Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.

17.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 41 Posted: 08 Nov 2006
Amir Yaron, Amir Yaron, Ravi Bansal and Ed Fang
Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business, Duke University and NBER and affiliation not provided to SSRN
Downloads 167 (250,789)

Abstract:

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18.
Downloads 118 (328,620)
Citation 11

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 86 (407,849)
Citation 12

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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 2022
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 32 (642,971)

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19.
Downloads 117 (330,593)
Citation 15

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 88 (402,146)
Citation 11

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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: 26 Jun 2022
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 29 (664,067)

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20.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 24 Jul 2022
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 115 (334,734)
Citation 5

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21.
Downloads 98 (372,643)
Citation 46

Risk Preferences and the Macro Announcement Premium

Number of pages: 61 Posted: 27 Sep 2016
Hengjie Ai and Ravi Bansal
University of Wisconsin-Madison and Duke University and NBER
Downloads 56 (514,613)

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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: 22 Jul 2022
Hengjie Ai and Ravi Bansal
University of Wisconsin-Madison and Duke University and NBER
Downloads 42 (583,022)
Citation 33

Abstract:

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22.

Long-Run Risks and Financial Markets

NBER Working Paper No. w13196
Number of pages: 34 Posted: 03 Jul 2007 Last Revised: 24 Jul 2022
Ravi Bansal
Duke University and NBER
Downloads 82 (415,615)
Citation 2

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23.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690
Number of pages: 51 Posted: 26 Mar 2019 Last Revised: 29 Jul 2022
Duke University and NBER, University of Michigan - Stephen M. Ross School of Business, Johns Hopkins University - Carey Business School and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 74 (440,447)
Citation 1

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24.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305
Number of pages: 52 Posted: 18 Aug 2012 Last Revised: 09 Jul 2022
Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 72 (446,988)
Citation 21

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25.

Interpretable Asset Markets?

NBER Working Paper No. w9383
Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 22 Aug 2022
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 72 (446,988)
Citation 15

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26.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104
Number of pages: 54 Posted: 25 May 2012 Last Revised: 20 Jun 2022
Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 71 (450,375)
Citation 17

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27.

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: 14 May 2022
Ravi Bansal, Dana Kiku, Amir Yaron and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 54 (514,908)
Citation 94

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28.

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 Last Revised: 29 Aug 2022
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 53 (519,259)
Citation 55

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29.

Rational Pessimism, Rational Exuberance, and Asset Pricing Models

NBER Working Paper No. w13107
Number of pages: 45 Posted: 27 Jun 2007 Last Revised: 25 Apr 2022
Duke University and NBER, Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 46 (551,169)
Citation 9

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30.
Downloads 42 (571,113)
Citation 13

Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 27 Apr 2022
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 42 (583,022)
Citation 13

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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

Abstract:

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G1, G12

31.

Sovereign Risk and Return in Global Equity Markets

Number of pages: 40 Posted: 20 Nov 2001
Ravi Bansal and Magnus Dahlquist
Duke University and NBER and Stockholm School of Economics
Downloads 36 (603,438)
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems

32.

Temperature, Aggregate Risk, and Expected Returns

NBER Working Paper No. w17575
Number of pages: 53 Posted: 04 Nov 2011 Last Revised: 09 Jan 2022
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 32 (627,066)

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33.

Welfare Costs of Long-Run Temperature Shifts

NBER Working Paper No. w17574
Number of pages: 44 Posted: 04 Nov 2011 Last Revised: 10 Jul 2022
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 25 (675,004)

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34.

A Model of the Macroeconomic Announcement Premium with Production

Posted: 28 Nov 2018
Hengjie Ai, Ravi Bansal, Jay Im and Chao Ying
University of Wisconsin-Madison, Duke University and NBER, Board of Governors of the Federal Reserve System and Chinese University of Hong Kong

Abstract:

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announcement premium, generalized risk sensitivity, production

35.

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

36.

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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37.

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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