Rangarajan K. Sundaram

New York University (NYU) - Department of Finance

Associate Professor of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

  • New York University (NYU) - Department of Finance

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    • Tel: 212-998-0308
    • Fax: 212-995-4233
SCHOLARLY PAPERS

38

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341

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678

Scholarly Papers (38)

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1.

Pricing Credit Derivatives with Rating Transitions

Downloads 2,019 (13,873)
Citation 17

Pricing Credit Derivatives with Rating Transitions

Number of pages: 30 Posted: 22 Oct 2001
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 1,681 (18,169)
Citation 1

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Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model

Pricing Credit Derivatives with Rating Transitions

NYU Working Paper No. S-DRP-01-17
Number of pages: 33 Posted: 07 Nov 2008
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 143 (346,382)

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Risky Debt, Rating Transitions, Credit Derivatives, Cresdit Senstive Note, HJM Model

Pricing Credit Derivatives with Rating Transitions

NYU Working Paper No. S-CDM-01-07
Number of pages: 33 Posted: 05 Nov 2008
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 84 (508,070)

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Risky debt, Rating Transitions

Pricing Credit Derivatives with Rating Transitions

NYU Working Paper No. FIN-01-035
Number of pages: 33 Posted: 03 Nov 2008
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 69 (570,664)

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Pricing Credit Derivatives with Rating Transitions

Number of pages: 34 Posted: 21 May 2002
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 42 (723,952)
Citation 2
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Risky debt, rating transitions, credit derivatives, credit sensitive note, HJM model

Pricing Credit Derivatives with Rating Transitions

Financial Analysts Journal, 2002
Posted: 09 Mar 2011 Last Revised: 14 Mar 2011
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance

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Pricing Credit Derivatives with Rating Transitions

Financial Analysts Journal, Vol. 58, No. 3 May/June 2002
Posted: 23 Oct 2001
Viral V. Acharya, Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance

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Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model

2.

Contract Renegotiation and the Optimality of Resetting Executive Stock Options

Downloads 1,701 (18,179)
Citation 15

Contract Renegotiation and the Optimality of Resetting Executive Stock Options

Number of pages: 43 Posted: 31 Dec 1998
Viral V. Acharya, Viral V. Acharya, Kose John and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,651 (18,674)
Citation 15

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Contract Renegotiation and the Optimality of Resetting Executive Stock Options

NYU Working Paper No. FIN-98-088
Number of pages: 48 Posted: 11 Nov 2008
Viral V. Acharya, Viral V. Acharya, Kose John and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 50 (671,567)

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3.

Of Smiles and Smirks: A Term-Structure Perspective

Downloads 1,548 (20,970)
Citation 15

Of Smiles and Smirks: A Term-Structure Perspective

Journal of Financial and Quantitative Analysis (JFQA), Vol. 34, No. 2, 1999
Number of pages: 44 Posted: 02 Jun 1998 Last Revised: 17 Nov 2015
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 1,444 (22,889)
Citation 20

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Of Smiles and Smirks: A Term-Structure Perspective

NYU Working Paper No. FIN-98-024
Number of pages: 46 Posted: 07 Nov 2008 Last Revised: 17 Nov 2015
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 104 (440,961)

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Of Smiles and Smirks: A Term-Structure Perspective

Journal of Financial and Quantitative Analysis
Posted: 12 Oct 1999
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance

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4.

Pay Me Later: Inside Debt and its Role in Managerial Compensation

Downloads 1,510 (21,828)
Citation 144

Pay Me Later: Inside Debt and its Role in Managerial Compensation

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 12 May 2005
Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 1,252 (28,303)
Citation 2

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CEO pensions, inside debt, deferred compensation

Pay Me Later: Inside Debt and its Role in Managerial Compensation

NYU Working Paper No. FIN-05-002
Number of pages: 40 Posted: 03 Nov 2008
Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 144 (344,446)
Citation 48

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Pay Me Later: Inside Debt and its Role in Managerial Compensation

NYU Working Paper No. CLB-06-003
Number of pages: 41 Posted: 31 Oct 2008
Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 114 (412,183)

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5.

Cross-Country Variations in Capital Structures the Role of Bankruptcy Codes

Downloads 1,164 (32,005)
Citation 49

Cross-Country Variations in Capital Structures the Role of Bankruptcy Codes

AFA 2005 Philadelphia Meetings, Tuck Contemporary Corporate Finance Issues III Conference Paper
Number of pages: 46 Posted: 21 May 2004 Last Revised: 08 Jan 2009
Viral V. Acharya, Viral V. Acharya, Rangarajan K. Sundaram and Kose John
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 972 (40,689)
Citation 8

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Capital structure, bankruptcy, financial distress, asset specificity, bankruptcy code, bankruptcy costs

Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes

Journal of Financial Intermediation, Forthcoming
Number of pages: 43 Posted: 29 Nov 2009 Last Revised: 27 Jan 2010
Viral V. Acharya, Viral V. Acharya, Rangarajan K. Sundaram and Kose John
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 158 (318,807)

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Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes

Number of pages: 47 Posted: 15 Jun 2005
Viral V. Acharya, Viral V. Acharya, Kose John and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 34 (784,167)
Citation 8
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Leverage, bankruptcy costs, asset-specificity, intangibles, financial distress

6.

A Simple Model for Pricing Derivative Securities with Equity, Interest-Rate, Default and Liquidity Risk

EFA 2003 Annual Conference Paper No. 852
Number of pages: 22 Posted: 23 Jul 2003
Sanjiv Ranjan Das, Rangarajan K. Sundaram and Suresh M. Sundaresan
Santa Clara University - Leavey School of Business, New York University (NYU) - Department of Finance and Columbia University - Columbia Business School, Finance
Downloads 1,009 (39,196)
Citation 7

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risk-neutral, PDs, reduced-form models

7.

Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

Downloads 973 (41,256)
Citation 6

Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

Number of pages: 46 Posted: 30 Mar 2000
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 814 (52,048)
Citation 7

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Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

NYU Working Paper No. FIN-99-048
Number of pages: 46 Posted: 11 Nov 2008
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 99 (456,619)

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Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt

NYU Working Paper No. FIN-01-043
Number of pages: 46 Posted: 03 Nov 2008
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 60 (614,688)

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8.

On the Regulation of Fee Structures in Mutual Funds

Downloads 785 (55,401)
Citation 2

On the Regulation of Fee Structures in Mutual Funds

New York University, Center for Law and Business, Working Paper No. 98-002
Number of pages: 46 Posted: 11 Sep 1998
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 705 (63,033)
Citation 1

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On the Regulation of Fee Structures in Mutual Funds

NBER Working Paper No. w6639
Number of pages: 42 Posted: 20 Jul 2000 Last Revised: 24 Aug 2022
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 80 (523,488)

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9.

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

AFA 2004 San Diego Meetings
Number of pages: 28 Posted: 04 Dec 2003
Sanjiv Ranjan Das, Rangarajan K. Sundaram and Suresh M. Sundaresan
Santa Clara University - Leavey School of Business, New York University (NYU) - Department of Finance and Columbia University - Columbia Business School, Finance
Downloads 772 (56,653)
Citation 6

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Risk-neutral, PDs, reduced-form models

10.

Altering the Terms of Executive Stock Options

Downloads 733 (60,706)
Citation 11

Altering the Terms of Executive Stock Options

New York University, Center for Law and Business, Working Paper No. 98-001
Number of pages: 32 Posted: 30 Aug 1998
Menachem Brenner, Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 663 (68,220)
Citation 12

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Altering the Terms of Executive Stock Options

NYU Working Paper No. FIN-98-010
Number of pages: 38 Posted: 07 Nov 2008
Menachem Brenner, Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 70 (566,139)

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11.

First-Purchase Rights: Rights of First Refusal and Rights of First Offer

American Law and Economics Review 12(2), pp. 331-337 (2012), NYU Law and Economics Research Paper No. 07-42
Number of pages: 35 Posted: 13 Nov 2007 Last Revised: 15 Jul 2013
Marcel Kahan, Shmuel Leshem and Rangarajan K. Sundaram
New York University School of Law, Independent Researcher and New York University (NYU) - Department of Finance
Downloads 561 (85,250)
Citation 1

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12.

On Rescissions in Executive Stock Options

Downloads 421 (120,517)
Citation 4

On Rescissions in Executive Stock Options

Number of pages: 31 Posted: 27 May 2002
Menachem Brenner, Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 312 (166,594)
Citation 3

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rescissions, executive stock options, incentives, valuation, taxes

On Rescissions in Executive Stock Options

NYU Working Paper No. FIN-02-014
Number of pages: 31 Posted: 03 Nov 2008
Menachem Brenner, Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 58 (625,583)

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On Rescissions in Executive Stock Options

NYU Working Paper No. S-CG-02-05
Number of pages: 32 Posted: 04 Nov 2008
Menachem Brenner, Rangarajan K. Sundaram and David Yermack
New York University (NYU) - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Stern School of Business
Downloads 51 (665,573)

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13.

The Efficiency and Welfare Foundations of Freezeout Laws in Takeovers

NYU, Ctr for Law and Business Research Paper No. 02-03
Number of pages: 25 Posted: 26 Aug 2002
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 380 (135,484)

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14.

Fee Speech: Adverse Selection and the Regulation of Mutual Funds

Downloads 379 (135,880)
Citation 3

Fee Speech: Adverse Selection and the Regulation of Mutual Funds

New York University, Center for Law and Business, Working Paper No. 98-020
Number of pages: 39 Posted: 11 Sep 1998
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 338 (152,850)
Citation 3

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Fee Speech: Adverse Selection and the Regulation of Mutual Funds

NBER Working Paper No. w6644
Number of pages: 32 Posted: 29 Aug 2000 Last Revised: 17 Apr 2022
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 41 (731,185)

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15.

When Does Strategic Debt-Service Matter?

Downloads 374 (137,868)
Citation 22

When Does Strategic Debt-Service Matter?

Number of pages: 45 Posted: 27 May 2002
Rangarajan K. Sundaram, Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang and Marti G. Subrahmanyam
New York University (NYU) - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business
Downloads 272 (192,288)
Citation 2

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strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management

When Does Strategic Debt Service Matter?

NYU Working Paper No. FIN-02-013
Number of pages: 45 Posted: 03 Nov 2008
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 49 (677,670)

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When Does Strategic Debt Service Matter?

NYU Working Paper No. S-CDM-02-03
Number of pages: 45 Posted: 05 Nov 2008
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 30 (817,219)

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When Does Strategic Debt-Service Matter?

Number of pages: 47 Posted: 13 Nov 2002
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance
Downloads 23 (880,431)
Citation 1
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Strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management

When Does Strategic Debt Service Matter?

Economic Theory, pp. 1-16, April 2006
Posted: 09 May 2006
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Leonard N. Stern School of Business and New York University (NYU) - Department of Finance

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Strategic debt-service, optimal cash management, liquidity defaults, strategic defaults, yield spreads

16.

A Simple Model for Pricing Securities with Equity, Interest-Rate, and Default Risk

NYU Working Paper No. S-CDM-04-05
Number of pages: 31 Posted: 05 Nov 2008
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 360 (143,796)

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17.

CDS Auctions and Informative Biases in CDS Recovery Rates

Downloads 275 (191,074)

CDS Auctions and Informative Biases in CDS Recovery Rates

NYU Working Paper No. FIN-11-030
Number of pages: 45 Posted: 15 Dec 2011 Last Revised: 29 Jul 2013
Sudip Gupta and Rangarajan K. Sundaram
Johns Hopkins University and New York University (NYU) - Department of Finance
Downloads 184 (279,172)

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Credit default swaps, CDS credit-event auctions, price discovery, underpricing bias, winner's curse, structural estimation of auctions

CDS Credit-Event Auctions

NYU Working Paper No. 2451/31363
Number of pages: 45 Posted: 10 Sep 2013
Sudip Gupta and Rangarajan K. Sundaram
Johns Hopkins University and New York University (NYU) - Department of Finance
Downloads 91 (483,002)

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CDS Auctions and Informative Biases in CDS Recovery Rates

Journal of Derivatives, Forthcoming
Posted: 13 Oct 2011 Last Revised: 26 Jan 2016
Sudip Gupta and Rangarajan K. Sundaram
Johns Hopkins University and New York University (NYU) - Department of Finance

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18.

The Foundations of Freezeout Laws in Takeovers

Downloads 265 (198,375)
Citation 18

The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. FIN-02-009
Number of pages: 31 Posted: 03 Nov 2008
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 178 (287,547)

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The Foundations of Freezeout Laws in Takeovers

NYU Working Paper No. S-CG-02-04
Number of pages: 32 Posted: 04 Nov 2008
Yakov Amihud, Marcel Kahan and Rangarajan K. Sundaram
New York University - Stern School of Business, New York University School of Law and New York University (NYU) - Department of Finance
Downloads 87 (496,879)
Citation 3

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19.

CDS Credit Event Auctions

Number of pages: 45 Posted: 16 Mar 2012 Last Revised: 29 Jul 2013
Sudip Gupta and Rangarajan K. Sundaram
Johns Hopkins University and New York University (NYU) - Department of Finance
Downloads 154 (325,552)
Citation 5

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20.

Optimal Retention in Principal/Agent Models

NYU Working Paper No. FIN-98-006
Number of pages: 32 Posted: 07 Nov 2008
Jeffrey Banks and Rangarajan K. Sundaram
California Institute of Technology - Division of the Humanities and Social Sciences and New York University (NYU) - Department of Finance
Downloads 127 (378,678)

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21.

Cash Holdings and Bank Compensation

Economic Policy Review, Issue Aug, pp. 77-83, 2016
Number of pages: 7 Posted: 23 Aug 2016 Last Revised: 16 Dec 2017
Viral V. Acharya, Viral V. Acharya, Hamid Mehran and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Independent and New York University (NYU) - Department of Finance
Downloads 119 (397,598)

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financial stability, risk management, managerial incentives, deferred cash compensation

22.

On the Optimality of Resetting Executive Stock Options

Downloads 116 (404,964)

On the Optimality of Resetting Executive Stock Options

NYU Working Paper No. FIN-99-087
Number of pages: 38 Posted: 11 Nov 2008
Viral V. Acharya, Viral V. Acharya, Kose John and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 116 (406,892)

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On the Optimality of Resetting Executive Stock Options

Posted: 21 Nov 2000
Viral V. Acharya, Viral V. Acharya, Kose John and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

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23.

Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance

NBER Working Paper No. w5976
Number of pages: 44 Posted: 01 Jul 2000 Last Revised: 31 Oct 2022
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 114 (410,164)
Citation 4

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24.

Investment and Contagion Tradeoffs Between Fair Value and Historical Cost Accounting

Downloads 110 (420,940)

Investment and Contagion Tradeoffs Between Fair Value and Historical Cost Accounting

Number of pages: 55 Posted: 05 Feb 2022
Viral V. Acharya, Viral V. Acharya, Saptarshi Mukherjee and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Northeastern University and New York University (NYU) - Department of Finance
Downloads 110 (423,265)

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Mark-to-market, Financial crises, Redemption Gates, Government Guarantees

Investment and Contagion Tradeoffs between Fair Value and Historical Cost Accounting

CEPR Discussion Paper No. DP16835
Number of pages: 58 Posted: 04 Feb 2022
Viral V. Acharya, Viral V. Acharya, Saptarshi Mukherjee and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, Northeastern University and New York University (NYU) - Department of Finance
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financial crises, Government Guarantees, Mark to market, redemption gates

25.

Underwriting Government Debt Auctions: Auction Choice and Information Production

Columbia Business School Research Paper No. 16-75, Gabelli School of Business, Fordham University Research Paper No. 2859846
Number of pages: 57 Posted: 28 Oct 2016 Last Revised: 22 Dec 2019
Sudip Gupta, Rangarajan K. Sundaram and Suresh M. Sundaresan
Johns Hopkins University, New York University (NYU) - Department of Finance and Columbia University - Columbia Business School, Finance
Downloads 100 (450,451)
Citation 1

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26.

Auction Theory: A Summary with Applications to Treasury Markets

NBER Working Paper No. w5873
Number of pages: 32 Posted: 16 Jul 2000 Last Revised: 21 Jul 2022
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 99 (453,386)

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27.

A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives

NBER Working Paper No. w6635
Number of pages: 16 Posted: 21 Sep 1998 Last Revised: 20 Aug 2022
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 98 (456,416)
Citation 1

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28.

An Approximation Algorithm for Optimal Consumption/Investment Problems

NYU Working Paper No. FIN-01-034
Number of pages: 20 Posted: 03 Nov 2008
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 86 (495,848)

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29.

Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structure on Investor Welfare

NYU Working Paper No. FIN-01-033
Number of pages: 42 Posted: 03 Nov 2008 Last Revised: 17 Nov 2015
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 85 (499,463)
Citation 44

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30.

Fee Speech: Signalling and the Regulation of Mutual Fund Fees

NYU Working Paper No. FIN-99-085
Number of pages: 38 Posted: 11 Nov 2008
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 82 (510,316)

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31.

A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives1

NYU Working Paper No. FIN-99-013
Number of pages: 27 Posted: 07 Nov 2008
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 81 (514,028)

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32.

Survival and the Art of Profit Maximization

NYU Working Paper No. FIN-01-036
Number of pages: 21 Posted: 03 Nov 2008
Prajit K. Dutta and Rangarajan K. Sundaram
Columbia University, Graduate School of Arts and Sciences, Department of Economics and New York University (NYU) - Department of Finance
Downloads 77 (529,540)
Citation 1

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33.

The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis

NYU Working Paper No. FIN-98-085
Number of pages: 51 Posted: 11 Nov 2008
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 75 (537,705)

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34.

The Eurozone Membership Impact on Sovereign Creditworthiness

Number of pages: 74 Posted: 27 Feb 2021
Rangarajan K. Sundaram and Songtao Wang
New York University (NYU) - Department of Finance and Shanghai Jiao Tong University
Downloads 35 (755,684)

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Eurozone, Sovereign Credit Ratings, Risk Sharing, Financial Integration, Trade.

35.

Risk-Sharing and the Creation of Systemic Risk

CEPR Discussion Paper No. DP15269, NYU Stern School of Business Forthcoming
Number of pages: 65 Posted: 22 Sep 2020
Viral V. Acharya, Viral V. Acharya, Aaditya Iyer and Rangarajan K. Sundaram
New York University (NYU) - Leonard N. Stern School of Business, affiliation not provided to SSRN and New York University (NYU) - Department of Finance
Downloads 21 (871,865)
Citation 3

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36.

Mispricing and Arbitrage in CDS Auctions

Journal of Derivatives, Forthcoming, Kelley School of Business Research Paper No. 16-12
Posted: 27 Jan 2016
Sudip Gupta and Rangarajan K. Sundaram
Johns Hopkins University and New York University (NYU) - Department of Finance

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37.

An Integrated Model for Hybrid Securities

Management Science, Vol. 53, No. 9, pp. 1439-1451, 2007
Posted: 29 Aug 2010 Last Revised: 14 Mar 2011
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance

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securities, hybrid models, default, credit risk

38.

On the Regulation of Mutual Fund Fee Structures

Posted: 08 May 1998
Rangarajan K. Sundaram and Sanjiv Ranjan Das
New York University (NYU) - Department of Finance and Santa Clara University - Leavey School of Business

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