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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216

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684

Scholarly Papers (38)

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1.

Pricing Credit Derivatives with Rating Transitions

Downloads 1,939 ( 11,897)
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 1,650 (15,080)
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 126 (310,336)

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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 (467,198)

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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 (511,340)

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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 (574,161)
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

2.

Contract Renegotiation and the Optimality of Resetting Executive Stock Options

Downloads 1,671 ( 15,050)
Citation 13

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 1,633 (15,324)
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 38 (596,198)

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3.

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

Downloads 1,436 ( 18,929)
Citation 121

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 1,214 (23,961)
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 123 (316,061)
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 (367,775)

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4.

Of Smiles and Smirks: A Term-Structure Perspective

Downloads 1,409 ( 19,461)
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 1,322 (21,060)
Citation 18

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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 87 (399,178)

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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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5.

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

Downloads 1,129 ( 27,052)
Citation 48

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 954 (33,913)
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 141 (284,677)

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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 (620,218)
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 University - Columbia Business School, Finance
Downloads 985 (32,862)
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 931 ( 35,567)
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
ProfessorNew York University - 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 797 (43,481)
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
ProfessorNew York University - 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 84 (407,852)

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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
ProfessorNew York University - 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 50 (534,039)

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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 University - Columbia Business School, Finance
Downloads 744 (48,321)
Citation 6

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Risk-neutral, PDs, reduced-form models

9.

On the Regulation of Fee Structures in Mutual Funds

Downloads 742 ( 48,488)
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 682 (53,531)
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: 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 60 (490,632)

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10.

Altering the Terms of Executive Stock Options

Downloads 702 ( 52,215)
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 646 (57,368)
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 56 (507,097)

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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 504 (79,422)
Citation 1

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12.

On Rescissions in Executive Stock Options

Downloads 370 (113,851)
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 295 (144,389)
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 40 (585,104)

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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 35 (614,075)

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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 357 (118,503)

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14.

Fee Speech: Adverse Selection and the Regulation of Mutual Funds

Downloads 349 (121,492)
Citation 1

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 324 (130,841)
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: 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 25 (683,439)

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15.

When Does Strategic Debt-Service Matter?

Downloads 338 (125,831)
Citation 19

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, ProfessorNew York University - 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 259 (165,046)
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
ProfessorNew York University - 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 37 (602,035)

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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
ProfessorNew York University - 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 (699,479)
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
Viral V. Acharya, Viral V. Acharya, Jing-Zhi Huang, Marti G. Subrahmanyam and Rangarajan K. Sundaram
ProfessorNew York University - 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 19 (733,493)

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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
ProfessorNew York University - 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 333 (127,871)

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17.

The Foundations of Freezeout Laws in Takeovers

Downloads 222 (192,024)
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 154 (265,117)

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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 68 (459,978)
Citation 3

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18.

CDS Auctions and Informative Biases in CDS Recovery Rates

Downloads 214 (198,764)

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 161 (255,544)

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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 53 (520,190)

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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 140 (285,271)
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 114 (331,914)

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21.

On the Optimality of Resetting Executive Stock Options

Downloads 99 (364,976)

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 99 (367,775)

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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: 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 91 (384,774)
Citation 1

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23.

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 89 (390,023)

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

24.

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: 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 85 (401,017)

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25.

Investment and Contagion Tradeoffs Between Fair Value and Historical Cost Accounting

Downloads 73 (437,325)

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
ProfessorNew York University - Leonard N. Stern School of Business, Northeastern University and New York University (NYU) - Department of Finance
Downloads 73 (442,528)

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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
ProfessorNew York University - 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

26.

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 72 (440,578)

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27.

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 72 (440,578)

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28.

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 70 (447,277)

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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 69 (450,696)
Citation 44

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30.

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 64 (468,302)

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31.

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 60 (483,452)
Citation 1

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32.

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
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33.

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 54 (507,319)
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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
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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
ProfessorNew York University - Leonard N. Stern School of Business, affiliation not provided to SSRN and New York University (NYU) - Department of Finance
Downloads 13 (771,159)
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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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