Jonathan E. Ingersoll

Yale School of Management - International Center for Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 2,103

SSRN RANKINGS

Top 2,103

in Total Papers Downloads

18,690

SSRN CITATIONS
Rank 4,675

SSRN RANKINGS

Top 4,675

in Total Papers Citations

179

CROSSREF CITATIONS

106

Scholarly Papers (14)

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 22 Mar 2002
William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
Downloads 7,650 (914)
Citation 94

Abstract:

Loading...

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Posted: 26 Jun 2008
Jonathan E. Ingersoll, Matthew I. Spiegel, William N. Goetzmann and Ivo Welch
Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA)

Abstract:

Loading...

G11, G23, G24

2.
Downloads 6,303 ( 1,318)
Citation 40

High-Water Marks and Hedge Fund Management Contracts

Number of pages: 41 Posted: 08 Feb 1998
William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6,303 (1,307)
Citation 40

Abstract:

Loading...

High-Water Marks and Hedge Fund Management Contracts

Journal of Finance, Vol. 58, pp. 1685-1718, August 2003
Posted: 30 Nov 2003
William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

3.

The Subjective and Objective Evaluation of Incentive Stock Options

Number of pages: 46 Posted: 15 Apr 2002
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance
Downloads 1,597 (13,238)
Citation 33

Abstract:

Loading...

4.

Monthly Measurement of Daily Timers

Number of pages: 50 Posted: 23 Apr 1998
Jonathan E. Ingersoll, William N. Goetzmann and Zoran Ivkovich
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Michigan State University, Department of Finance
Downloads 1,382 (16,632)
Citation 15

Abstract:

Loading...

5.

Sharpening Sharpe Ratios

NBER Working Paper No. w9116
Number of pages: 51 Posted: 23 Aug 2002
William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
Downloads 426 (82,394)

Abstract:

Loading...

6.

Realization Utility with Reference-Dependent Preferences

The Review of Financial Studies (2013) 26 (3): 723-767.
Number of pages: 48 Posted: 01 Jan 2012 Last Revised: 20 Feb 2013
Jonathan E. Ingersoll and Lawrence J. Jin
Yale School of Management - International Center for Finance and California Institute of Technology
Downloads 356 (101,267)
Citation 27

Abstract:

Loading...

Realization Utility, Prospect Theory, Disposition Effect

7.

Cumulative Prospect Theory and the Representative Investor

Number of pages: 39 Posted: 29 Oct 2011
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance
Downloads 323 (112,874)
Citation 4

Abstract:

Loading...

Prospect Theory, Rpresentative Investor, Portfolios, CAPM

8.

Time-Additive Consumption-Wealth Utility

Number of pages: 30 Posted: 19 Aug 2011 Last Revised: 26 Jan 2012
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance
Downloads 189 (191,869)
Citation 2

Abstract:

Loading...

intertemporal models, non-standard utility, portfolio models, consumption models

Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

Yale ICF Working Paper No. 07-15
Number of pages: 8 Posted: 18 Oct 2007
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance
Downloads 164 (217,068)

Abstract:

Loading...

Tversky-Kahneman, Probability Weighting, Cumulative Prospect Theory, economic models, Expected Utility Theory

Non-Monotonicity of the Tversky-Kahneman Probability-Weighting Function: A Cautionary Note

European Financial Management, Vol. 14, No. 3, pp. 385-390, June 2008
Number of pages: 6 Posted: 13 May 2008
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance
Downloads 3 (773,365)
Citation 3
  • Add to Cart

Abstract:

Loading...

10.

High Water Marks

NBER Working Paper No. w6413
Number of pages: 37 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010
William N. Goetzmann, Jonathan E. Ingersoll and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 131 (260,275)
Citation 3

Abstract:

Loading...

11.

Why Do Investors Trade? A Realization Utility Explanation

Finance and Accounting MeMOS (2014) 1 (1): 10-13.
Number of pages: 6 Posted: 27 Feb 2013 Last Revised: 16 Jan 2014
Jonathan E. Ingersoll and Lawrence J. Jin
Yale School of Management - International Center for Finance and California Institute of Technology
Downloads 130 (261,707)

Abstract:

Loading...

realization utility, diminishing sensitivity, disposition effect

12.

Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves

NBER Working Paper No. w1184
Number of pages: 58 Posted: 19 Jun 2004 Last Revised: 28 Sep 2010
George M. Constantinides and Jonathan E. Ingersoll
University of Chicago - Booth School of Business and Yale School of Management - International Center for Finance
Downloads 36 (520,289)

Abstract:

Loading...

13.

Digital Contracts: Simple Tools for Pricing Complex Derivatives

Posted: 23 Nov 1999
Jonathan E. Ingersoll
Yale School of Management - International Center for Finance

Abstract:

Loading...

14.

Long Forward and Zero-Coupon Rates Can Never Fall

Posted: 22 Aug 1998
Philip H. Dybvig, Jonathan E. Ingersoll and Stephen A. Ross
Washington University in St. Louis - John M. Olin Business School, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...