Ravi Jagannathan - Revision history

>Citation bot: Alter: template type. Add: pages, issue, volume, year, journal, title, authors 1-1. Changed bare reference to CS1/2. | Use this bot. Report bugs. | Suggested by BrownHairedGirl | Linked from User:BrownHairedGirl/Articles_with_bare_links | #UCB_webform_linked 902/2194

2021-09-25T06:14:30Z

Alter: template type. Add: pages, issue, volume, year, journal, title, authors 1-1. Changed bare reference to CS1/2. | Use this bot. Report bugs. | Suggested by BrownHairedGirl | Linked from User:BrownHairedGirl/Articles_with_bare_links | #UCB_webform_linked 902/2194

← Older revision		Revision as of 11:44, 25 September 2021
Line 29:		Line 29:
	His research interests are in the areas of [[asset pricing]], [[capital markets]] and [[financial institutions]]. Along with [[Zhenyu Wang]], in 1996 he advanced a variation on the [[capital asset pricing model]] known as "conditional CAPM." Some recent empirical work on options prices supports this model.		His research interests are in the areas of [[asset pricing]], [[capital markets]] and [[financial institutions]]. Along with [[Zhenyu Wang]], in 1996 he advanced a variation on the [[capital asset pricing model]] known as "conditional CAPM." Some recent empirical work on options prices supports this model.

	He is also among those known for the [[Hansen-Jagannathan bounds]] which provide a way to use security market data to restrict the [[Volatility (finance)\|volatility]] of the [[stochastic discount factor]].<ref>https://ideas.repec.org/a/bes/jnlbes/v12y1994i1p57-79.html</ref>		He is also among those known for the [[Hansen-Jagannathan bounds]] which provide a way to use security market data to restrict the [[Volatility (finance)\|volatility]] of the [[stochastic discount factor]].<ref>{{Cite journal\|url=https://ideas.repec.org/a/bes/jnlbes/v12y1994i1p57-79.html\|title = Hansen-Jagannathan Bounds as Classical Tests of Asset-Pricing Models\|journal = Journal of Business & Economic Statistics\|year = 1994\|volume = 12\|issue = 1\|pages = 57–79\|last1 = Burnside\|first1 = Craig}}</ref>

	==References==		==References==

imported>INS Pirat: added Category:The Review of Financial Studies editors using HotCat

2021-07-05T23:46:31Z

added Category:The Review of Financial Studies editors using HotCat

← Older revision		Revision as of 05:16, 6 July 2021
Line 52:		Line 52:
	[[Category:Indian Institute of Management Ahmedabad alumni]]		[[Category:Indian Institute of Management Ahmedabad alumni]]
	[[Category:American academics of Indian descent]]		[[Category:American academics of Indian descent]]
			[[Category:The Review of Financial Studies editors]]

>Ser Amantio di Nicolao: /* External links */remove category (in subcat)

2021-03-23T00:29:51Z

External links: remove category (in subcat)

New page

{{Use dmy dates|date=July 2019}}
{{Infobox economist
| name = Ravi Jagannathan
| school_tradition =

| image =
| image_size =
| caption =
| birth_date = c. {{Birth year and age|1949}}
| birth_place =
| death_date =
| death_place =
| nationality = [[Indian American]]
| institution = [[Northwestern University]]
| field = [[Financial economics]]
| alma_mater = [[Carnegie Mellon University]]<br>[[Indian Institute of Management]]<br>[[University of Madras]]
| influences =
| influenced =
| contributions =
| awards = [[Alexander Henderson Award]] (1983)
| signature = 
| repec_prefix = e | repec_id = pja91
}}

'''Ravi Jagannathan''' is an [[United States|American]] [[economist]]. He is a chaired [[professor]] at the [[Kellogg School of Management]] at [[Northwestern University]]. With the exception of the period 1989–1997 when he was a professor at the [[University of Minnesota]], Jagannathan has been at Kellogg since graduate school.

Jagannathan received a [[bachelor's degree]] in [[mechanical engineering]] from the [[College of Engineering, Guindy]] of [[University of Madras]] in 1970, an [[Master of Business Administration|MBA]] from the [[Indian Institute of Management Ahmedabad]], India and his [[Doctor of Philosophy|Ph.D.]] from [[Carnegie Mellon University]].

His research interests are in the areas of [[asset pricing]], [[capital markets]] and [[financial institutions]]. Along with [[Zhenyu Wang]], in 1996 he advanced a variation on the [[capital asset pricing model]] known as "conditional CAPM." Some recent empirical work on options prices supports this model.

He is also among those known for the [[Hansen-Jagannathan bounds]] which provide a way to use security market data to restrict the [[Volatility (finance)|volatility]] of the [[stochastic discount factor]].<ref>https://ideas.repec.org/a/bes/jnlbes/v12y1994i1p57-79.html</ref>

==References==
{{Reflist}}

==External links==
* [http://www.kellogg.northwestern.edu/faculty/bio/jagannat.html Faculty Page, kellogg.northwestern.edu]
* [http://rady.ucsd.edu/faculty/directory/valkanov/classes/mfe/docs/Jagannathan_Wang_JF_1996.pdf]
* [https://ssrn.com/abstract=1933617]

{{Authority control}}

{{DEFAULTSORT:Jagannathan, Ravi}}
[[Category:1950s births]]
[[Category:University of Minnesota faculty]]
[[Category:Kellogg School of Management faculty]]
[[Category:Indian emigrants to the United States]]
[[Category:Living people]]
[[Category:Financial economists]]
[[Category:21st-century American economists]]
[[Category:Tepper School of Business alumni]]
[[Category:Indian Institute of Management Ahmedabad alumni]]
[[Category:American academics of Indian descent]]

{{US-economist-stub}}
{{India-economist-stub}}
{{India-academic-bio-stub}}