Research output per year
Research output per year
Research output
Search results
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2015
Price-Dividend Ratio Factor Proxies for Long-Run Risks
Jagannathan, R. & Marakani, S., Jun 2015, In: Review of Asset Pricing Studies. 5, 1, p. 1-47Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Open Access8 Citations (Scopus) -
2012
Calendar cycles, infrequent decisions, and the cross section of stock returns
Jagannathan, R., Marakani, S., Takehara, H. & Wang, Y., Mar 2012, In: Management Science. 58, 3, p. 507-522Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
10 Citations (Scopus) -
Long Run Risks and Price/Dividend Ratios Factors
Jagannathan, R. & MARAKANI, S., 6 Jun 2012.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
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2011
Long run risks, the factor structure of price dividend ratios and the cross section of returns
MARAKANI, S. & Jagannathan, R., 19 Jun 2011.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review
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2004
Comparison of field theory models of interest rates with market data
Baaquie, B. E. & Srikant, M., Mar 2004, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 69, 3 2, 36129.Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal
13 Citations (Scopus) -
Finite hedging in field theory models of interest rates
Baaquie, B. E. & Srikant, M., Mar 2004, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 69, 3 2, 36130.Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal
4 Citations (Scopus) -
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations
Baaquie, B. E., Corianò, C. & Srikant, M., 15 Mar 2004, In: Physica A: Statistical Mechanics and its Applications. 334, 3-4, p. 531-557Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
28 Citations (Scopus) -
2003
A quantum field theory term structure model applied to hedging
Baaquie, B. E., Srikant, M. & Warachka, M. C., Aug 2003, In: International Journal of Theoretical and Applied Finance. 6, 5, p. 443-467Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
6 Citations (Scopus)