Ravi Bansal

Duke University and NBER

Professor of Finance

Box 90120

Durham, NC 27708-0120

United States

SCHOLARLY PAPERS

36

DOWNLOADS
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Top 6,749

in Total Papers Downloads

8,116

SSRN CITATIONS
Rank 387

SSRN RANKINGS

Top 387

in Total Papers Citations

725

CROSSREF CITATIONS

1,661

Scholarly Papers (36)

Dynamic Trading Strategies and Portfolio Choice

Number of pages: 27 Posted: 24 Sep 2004
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 1,501 (14,790)

Abstract:

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Dynamic strategies, mean-variance optimization, multiperiod choice, efficient frontier, buy-and-hold investment

Dynamic Trading Strategies and Portfolio Choice

NBER Working Paper No. w10820
Number of pages: 28 Posted: 19 Oct 2004 Last Revised: 26 Jul 2021
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics
Downloads 156 (231,941)

Abstract:

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2.

Is Socially Responsible Investing A Luxury Good?

Number of pages: 44 Posted: 25 Oct 2018 Last Revised: 18 Sep 2019
Ravi Bansal, Di (Andrew) Wu and Amir Yaron
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Pennsylvania -- Wharton School of Business
Downloads 634 (51,672)
Citation 5

Abstract:

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3.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Downloads 589 (56,796)
Citation 14

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

4.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 494 (70,714)
Citation 161

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Asset Pricing Theory, Asset Pricing - Empirical, Asset Pricing - Equilibrium Models

5.

Expropriation Risk and Return in Global Equity Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 35 Posted: 16 Feb 2002
Magnus Dahlquist and Ravi Bansal
Stockholm School of Economics and Duke University and NBER
Downloads 468 (75,604)
Citation 11

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Sample Selectivity, Sovereign Risk, Peso Problem, World CAPM.

6.

Long Run Risks and Equity Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 53 Posted: 22 Mar 2006
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 465 (76,212)
Citation 2

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7.

Regime-Shifts, Risk Premiums in the Term Structure, and the Business Cycle

Duke University, Economics Working Paper
Number of pages: 33 Posted: 26 Jun 2003
Ravi Bansal, George Tauchen and Hao Zhou
Duke University and NBER, Duke University - Economics Group and SUSTech Business School
Downloads 451 (78,979)
Citation 11

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Term Structure of Interest Rates, Yield Curve, Regime Switching, Risk Premium, Expectation Hypothesis, Business Cycle, Efficient Method of Moments, EMM

8.

Interpreting Risk Premia Across Size, Value, and Industry Portfolios

EFA 2003 Annual Conference Paper No. 711
Number of pages: 44 Posted: 24 Jul 2003
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 429 (83,773)
Citation 7

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9.
Downloads 396 ( 91,918)
Citation 69

Term Structure of Interest Rates with Regime Shifts

Board of Governors of the Federal Reserve System-FEDS 2001-46
Number of pages: 58 Posted: 14 Dec 2001
Hao Zhou and Ravi Bansal
SUSTech Business School and Duke University and NBER
Downloads 396 (91,129)
Citation 69

Abstract:

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Regime switching, term structure of interest rate, reprojection, efficient method of moments

Term Structure of Interest Rates with Regime Shifts

Posted: 05 Aug 2004
Ravi Bansal and Hao Zhou
Duke University and NBER and SUSTech Business School

Abstract:

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10.

Uncertainty-Induced Reallocations, Innovation, and Growth

Number of pages: 73 Posted: 18 Nov 2016 Last Revised: 24 Feb 2021
Duke University and NBER, Finance Department, Bocconi University, Fuqua School of Business, Duke University and Temple University, Fox School of Business
Downloads 377 (97,262)
Citation 1

Abstract:

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Uncertainty shocks, Reallocation, Growth

11.

Endogenous Liquidity Supply

AFA 2011 Denver Meetings Paper
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 19 Sep 2012
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of North Carolina Kenan-Flagler Business School
Downloads 375 (97,870)
Citation 15

Abstract:

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12.

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

NBER Working Paper No. w8059
Number of pages: 43 Posted: 15 Dec 2000 Last Revised: 20 Oct 2010
Ravi Bansal and Amir Yaron
Duke University and NBER and University of Pennsylvania -- Wharton School of Business
Downloads 196 (190,007)
Citation 182

Abstract:

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13.

Shifts in Sectoral Wealth Shares and Risk Premia: What Explains Them?

Number of pages: 55 Posted: 04 May 2017 Last Revised: 27 Nov 2017
Ravi Bansal, Colin Ward and Amir Yaron
Duke University and NBER, University of Minnesota - Carlson School of Management and University of Pennsylvania -- Wharton School of Business
Downloads 183 (202,007)
Citation 3

Abstract:

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Portfolio Allocation, Hedging Demand, Asset Pricing, Production, Equity Markets, Housing

14.

Equity Capital: A Puzzle?

Sixteenth Annual Utah Winter Finance Conference
Number of pages: 41 Posted: 08 Nov 2006
Amir Yaron, Ravi Bansal and Ed Fang
University of Pennsylvania -- Wharton School of Business, Duke University and NBER and affiliation not provided to SSRN
Downloads 163 (223,099)

Abstract:

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15.

Climate Change and Growth Risks

NBER Working Paper No. w23009
Number of pages: 39 Posted: 03 Jan 2017 Last Revised: 16 May 2021
Ravi Bansal, Marcelo Ochoa and Dana Kiku
Duke University and NBER, Board of Governors of the Federal Reserve System and University of Illinois at Urbana-Champaign
Downloads 155 (232,731)
Citation 3

Abstract:

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16.

The Asset Pricing-Macro Nexus and Return-Cash Flow Predictability

Number of pages: 45 Posted: 15 Mar 2011
Ravi Bansal and Yaron A. A.
Duke University and NBER and affiliation not provided to SSRN
Downloads 155 (232,731)
Citation 19

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Long Run Risks, Cointegration, aggregate dividends

17.
Downloads 112 (298,174)
Citation 11

Learning and Asset-Price Jumps

Number of pages: 55 Posted: 13 Mar 2009 Last Revised: 13 Dec 2011
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 82 (368,044)
Citation 12

Abstract:

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Recursive utility, learning, asset price jumps

Learning and Asset-Price Jumps

NBER Working Paper No. w14814
Number of pages: 47 Posted: 27 Mar 2009 Last Revised: 02 Jul 2021
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 30 (578,532)

Abstract:

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18.
Downloads 112 (298,174)
Citation 15

Confidence Risk and Asset Prices

Number of pages: 49 Posted: 13 Mar 2009
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 86 (357,308)
Citation 15

Abstract:

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Learning, confidence risk, asset price dynamics

Confidence Risk and Asset Prices

NBER Working Paper No. w14815
Number of pages: 49 Posted: 29 Mar 2009 Last Revised: 26 Jun 2021
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 26 (605,091)

Abstract:

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19.
Downloads 95 (332,825)
Citation 45

Risk Preferences and the Macro Announcement Premium

Number of pages: 61 Posted: 27 Sep 2016
Hengjie Ai and Ravi Bansal
University of Minnesota - Twin Cities - Carlson School of Management and Duke University and NBER
Downloads 55 (456,822)

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Risk Preferences and the Macro Announcement Premium

NBER Working Paper No. w22527
Number of pages: 62 Posted: 22 Aug 2016 Last Revised: 22 Jul 2021
Hengjie Ai and Ravi Bansal
University of Minnesota - Twin Cities - Carlson School of Management and Duke University and NBER
Downloads 40 (523,181)
Citation 33

Abstract:

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20.

Long-Run Risks and Financial Markets

NBER Working Paper No. w13196
Number of pages: 34 Posted: 03 Jul 2007 Last Revised: 24 Jul 2021
Ravi Bansal
Duke University and NBER
Downloads 76 (380,847)
Citation 1

Abstract:

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21.

Interpretable Asset Markets?

NBER Working Paper No. w9383
Number of pages: 40 Posted: 19 Dec 2002 Last Revised: 21 Feb 2021
Duke University and NBER, Duke University, Fuqua School of Business-Economics Group and University of Pennsylvania -- Wharton School of Business
Downloads 66 (411,312)
Citation 16

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22.

Volatility, the Macroeconomy and Asset Prices

NBER Working Paper No. w18104
Number of pages: 54 Posted: 25 May 2012 Last Revised: 02 Jul 2021
Duke University and NBER, University of Illinois at Urbana-Champaign, University of Wisconsin - Madison and University of Pennsylvania -- Wharton School of Business
Downloads 65 (414,541)
Citation 17

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23.

Price of Long-Run Temperature Shifts in Capital Markets

NBER Working Paper No. w22529
Number of pages: 57 Posted: 22 Aug 2016 Last Revised: 24 Jul 2021
Ravi Bansal, Dana Kiku and Marcelo Ochoa
Duke University and NBER, University of Illinois at Urbana-Champaign and Board of Governors of the Federal Reserve System
Downloads 62 (424,580)
Citation 5

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24.

The Term Structure of Equity Risk Premia

NBER Working Paper No. w25690
Number of pages: 51 Posted: 26 Mar 2019 Last Revised: 13 Mar 2021
Ravi Bansal, Shane Miller, Dongho Song and Amir Yaron
Duke University and NBER, University of Michigan - Ross School of Business, Johns Hopkins University - Carey Business School and University of Pennsylvania -- Wharton School of Business
Downloads 54 (453,329)
Citation 1

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25.

Rational Pessimism, Rational Exuberance, and Asset Pricing Models

NBER Working Paper No. w13107
Number of pages: 45 Posted: 27 Jun 2007 Last Revised: 09 Aug 2007
Duke University and NBER, Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 44 (494,100)
Citation 7

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26.

A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets

NBER Working Paper No. w18357
Number of pages: 44 Posted: 08 Sep 2012 Last Revised: 02 Jul 2021
Ravi Bansal and Ivan Shaliastovich
Duke University and NBER and University of Wisconsin - Madison
Downloads 42 (502,982)
Citation 53

Abstract:

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27.

Risks for the Long Run: Estimation with Time Aggregation

NBER Working Paper No. w18305
Number of pages: 52 Posted: 18 Aug 2012 Last Revised: 09 Jul 2021
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 40 (512,304)
Citation 21

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Cointegration and Consumption Risks in Asset Returns

NBER Working Paper No. w13108
Number of pages: 52 Posted: 27 Jun 2007 Last Revised: 26 Apr 2021
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign
Downloads 40 (523,181)
Citation 13

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Cointegration and Consumption Risks in Asset Returns

The Review of Financial Studies, Vol. 22, Issue 3, pp. 1343-1375, 2009
Posted: 17 Mar 2009
Ravi Bansal, Robert F. Dittmar and Dana Kiku
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of Illinois at Urbana-Champaign

Abstract:

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G1, G12

29.

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

NBER Working Paper No. w15504
Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 14 May 2021
Ravi Bansal, Dana Kiku and Amir Yaron
Duke University and NBER, University of Illinois at Urbana-Champaign and University of Pennsylvania -- Wharton School of Business
Downloads 39 (516,971)
Citation 90

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30.

Sovereign Risk and Return in Global Equity Markets

Number of pages: 40 Posted: 20 Nov 2001
Ravi Bansal and Magnus Dahlquist
Duke University and NBER and Stockholm School of Economics
Downloads 36 (531,599)
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Credibility, dynamic general equilibrium model, international CAPM, sample selectivity, peso problems

31.

Temperature, Aggregate Risk, and Expected Returns

NBER Working Paper No. w17575
Number of pages: 53 Posted: 04 Nov 2011
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 27 (581,583)

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32.

Welfare Costs of Long-Run Temperature Shifts

NBER Working Paper No. w17574
Number of pages: 44 Posted: 04 Nov 2011 Last Revised: 10 Jul 2021
Ravi Bansal and Juan Marcelo Ochoa
Duke University and NBER and affiliation not provided to SSRN
Downloads 19 (635,232)

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33.

A Model of the Macroeconomic Announcement Premium with Production

Posted: 28 Nov 2018
Hengjie Ai, Ravi Bansal, Jay Im and Chao Ying
University of Minnesota - Twin Cities - Carlson School of Management, Duke University and NBER, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and University of Minnesota - Twin Cities, Carlson School of Management

Abstract:

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announcement premium, generalized risk sensitivity, production

34.

Market Effciency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Forthcoming in Journal of Econometrics
Posted: 20 Feb 2002
Ravi Bansal and Christian T. Lundblad
Duke University and NBER and University of North Carolina Kenan-Flagler Business School

Abstract:

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Asset volatility, Correlation, Cash Flows, Risk Premia, Fundamental Values

35.

A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles

JOURNAL OF POLITICAL ECONOMY, Vol 104 No 6, December 1996
Posted: 17 Feb 1997
Ravi Bansal and Wilbur John Coleman
Duke University and NBER and Duke University, Fuqua School of Business-Economics Group

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36.

An Exploration of the Forward Premium Puzzle in Currency Markets

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2
Posted: 13 Feb 1997
Ravi Bansal
Duke University and NBER

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