Ravi Jagannathan

Ravi Jagannathan

Northwestern University - Evanston / United States
Business & Management / Strategic Management
AD Scientific Index ID: 836342
person_outline Ravi Jagannathan's MOST POPULAR ARTICLES
1-) On the relation between the expected value and the volatility of the nominal excess return on stocks The journal of finance 48 (5), 1779-1801, 1993
2-) The conditional CAPM and the cross‐section of expected returns The Journal of finance 51 (1), 3-53, 1996
3-) Implications of security market data for models of dynamic economies Journal of political economy 99 (2), 225-262, 1991
4-) Risk reduction in large portfolios: Why imposing the wrong constraints helps The journal of finance 58 (4), 1651-1683, 2003
5-) Assessing specification errors in stochastic discount factor models The Journal of Finance 52 (2), 557-590, 1997