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

SCHOLARLY PAPERS

37

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15,334

SSRN CITATIONS
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Top 1,403

in Total Papers Citations

220

CROSSREF CITATIONS

680

Scholarly Papers (37)

1.
Downloads 1,929 ( 10,441)
Citation 16

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
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 1,642 (13,258)
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
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 124 (284,870)

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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
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 66 (426,011)

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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
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 55 (466,925)

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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
ProfessorNew York University - Leonard N. Stern School of Business, Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 42 (524,739)
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
ProfessorNew York University - 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
ProfessorNew York University - 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

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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1,629 (13,421)
Citation 14

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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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 37 (550,549)

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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 1,196 (21,572)
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 117 (297,196)
Citation 26

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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 99 (333,855)

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4.
Downloads 1,370 ( 17,916)
Citation 13

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 1,286 (19,310)
Citation 19

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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 84 (370,873)

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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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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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 943 (30,466)
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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 140 (259,447)

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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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 34 (567,477)
Citation 7
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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 Business School - Finance and Economics
Downloads 982 (29,181)
Citation 7

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risk-neutral, PDs, reduced-form models

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

Number of pages: 46 Posted: 30 Mar 2000
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 797 (38,525)
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
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 81 (379,194)

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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
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 49 (491,950)

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8.

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 Business School - Finance and Economics
Downloads 742 (43,038)
Citation 6

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Risk-neutral, PDs, reduced-form models

9.
Downloads 740 ( 43,189)
Citation 1

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 680 (47,779)
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: 23 Aug 2021
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 60 (447,582)

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10.
Downloads 698 ( 46,727)
Citation 8

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 643 (51,458)
Citation 9

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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 55 (466,925)

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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 and New York University (NYU) - Department of Finance
Downloads 488 (73,668)
Citation 1

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12.
Downloads 366 (103,128)
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 293 (130,819)
Citation 2

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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 39 (540,058)

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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 34 (567,477)

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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 351 (108,083)

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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 318 (119,820)
Citation 1

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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: 29 Aug 2021
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 25 (625,522)

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15.
Downloads 336 (113,498)
Citation 19

When Does Strategic Debt-Service Matter?

Number of pages: 45 Posted: 27 May 2002
New York University (NYU) - Department of Finance, ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 258 (149,197)
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
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 37 (550,549)

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When Does Strategic Debt-Service Matter?

Number of pages: 47 Posted: 13 Nov 2002
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 23 (640,380)
Citation 1
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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. S-CDM-02-03
Number of pages: 45 Posted: 05 Nov 2008
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 18 (679,144)

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When Does Strategic Debt Service Matter?

Economic Theory, pp. 1-16, April 2006
Posted: 09 May 2006
ProfessorNew York University - Leonard N. Stern School of Business, Pennsylvania State University - University Park - Department of Finance, New York University (NYU) - Department of Finance 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 329 (116,122)

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17.
Downloads 216 (177,849)
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 152 (242,642)

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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 64 (432,971)
Citation 3

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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 157 (236,212)

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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 48 (496,315)

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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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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 138 (261,535)
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 109 (310,829)

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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
ProfessorNew York University - Leonard N. Stern School of Business, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 96 (340,722)

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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
ProfessorNew York University - 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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22.

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: 02 May 2021
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 88 (357,094)
Citation 1

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23.

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 2021
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 83 (372,734)

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24.

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
ProfessorNew York University - Leonard N. Stern School of Business, Independent and New York University (NYU) - Department of Finance
Downloads 78 (383,733)

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

25.

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 71 (404,542)

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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 2021
Sanjiv Ranjan Das and Rangarajan K. Sundaram
Santa Clara University - Leavey School of Business and New York University (NYU) - Department of Finance
Downloads 70 (407,636)

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27.

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 69 (413,941)

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28.

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 68 (413,941)
Citation 44

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29.

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 63 (430,667)

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30.

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 Business School - Finance and Economics
Downloads 59 (444,845)
Citation 1

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31.

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 58 (448,495)

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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 51 (475,307)
Citation 1

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33.

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 10 (717,361)

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

34.

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
ProfessorNew York University - Leonard N. Stern School of Business, affiliation not provided to SSRN and New York University (NYU) - Department of Finance
Downloads 6 (749,014)
Citation 3

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35.

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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36.

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

37.

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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