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Disambiguation of "Ingersoll, Jonathan"

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A Theory of the Term Structure of Interest Rates

, , and . Econometrica, 53 (2): 385-407 (March 1985)

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Inge Ingersoll

Sheila Most Ingersoll

Jonathan Roth

Jonathan Cavanagh

Jonathan Vöglein

 

Other publications of authors with the same name

Sharpening Sharpe Ratios, , , and . Working Paper, 9116. National Bureau of Economic Research, (August 2002)A Theory of the Term Structure of Interest Rates, , and . Econometrica, 53 (2): 385-407 (March 1985)The relation between forward prices and futures prices, , and . Journal of Financial Economics, 9 (4): 321--346 (December 1981)Duration and the Measurement of Basis Risk, , and . The Journal of Business, 52 (1): 51--61 (1979)Optimal consumption and portfolio rules with intertemporally dependent utility of consumption. Journal of Economic Dynamics and Control, 16 (3-4): 681--712 (00 1992)A theoretical and empirical investigation of the dual purpose funds : An application of contingent-claims analysis. Journal of Financial Economics, 3 (1-2): 83--123 (00 1976)Theory of financial decision making. Rowman & Littlefield studies in financial economics Rowman & Littlefield, Lanham, Md. u.a., (1987)Optimal bond trading with personal taxes, and . Journal of Financial Economics, 13 (3): 299--335 (September 1984)A contingent-claims valuation of convertible securities. Journal of Financial Economics, 4 (3): 289--321 (May 1977)Modeling a Presidential Prediction Market., , and . Manag. Sci., 54 (8): 1381-1394 (2008)