Concepedia

Jonathan E. Ingersoll

JE

Statistics

Publications

46

Citations

22.9K

H-Index

38

Active since

1975

Affiliations

Yale University(Current)

University of Chicago

National Bureau of Economic Research

Massachusetts Institute of Technology

Jonathan E. Ingersoll is an author at Yale University specializing in financial economics, economics, and finance.

Publications per year

1975–2016

45

Publications

46

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

, , +17

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

, , +17

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

, , +15

Theory of Financial Decision Making.

Eduardo S. Schwartz, Jonathan E. Ingersoll · The Journal of Finance · 1988 · 1.9K citations

, , +17

The relation between forward prices and futures prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Journal of Financial Economics · 1981 · 754 citations

, , +14

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