Ravi Jagannathan

  • 7407 Citations
1984 …2019
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Personal profile

Research Interests

Professor Jagannathan's research interests are in the areas of asset pricing, capital markets, and financial institutions.

Education/Academic qualification

Financial Economics, PhD, Carnegie Mellon University

… → 1983

Financial Economics, MS, Carnegie Mellon University

… → 1981

MBA, Indian Institute of Management Ahmedabad

… → 1972

Mechanical Engineering, BE, University of Madras, India

… → 1970

Research interests

  • Asset pricing
  • Derivative securities and markets
  • Econometrics
  • Economic theory
  • Equity markets
  • Financial engineering
  • Investments and portfolio choice
  • Money management/asset management
  • Risk management

Fingerprint Dive into the research topics where Ravi Jagannathan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Dividends Business & Economics
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Capital asset pricing model Business & Economics
News Business & Economics
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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1984 2019

1 Citation (Scopus)

A Note on “Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps’’

Jagannathan, R., Ma, T. & Zhang, J., Oct 1 2019, In : Journal of Finance. 74, 5, p. 2689-2696 8 p.

Research output: Contribution to journalArticle

Risk reduction

Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns(The Journal of Finance, (2019), 74, 1, (401-448), 10.1111/jofi.12731)

Jagannathan, R., Liu, B. & Zhang, J., Aug 1 2019, In : Journal of Finance. 74, 4, p. 2107-2116 10 p.

Research output: Contribution to journalComment/debate

Open Access
Stock index
Learning dynamics
4 Citations (Scopus)

Dividend Dynamics, Learning, and Expected Stock Index Returns

Jagannathan, R. & Liu, B., Feb 1 2019, In : Journal of Finance. 74, 1, p. 401-448 48 p.

Research output: Contribution to journalArticle

Learning dynamics
Stock index
Time horizon

A Firm's Cost of Capital

Jagannathan, R., Liberti, J., Liu, B. & Meier, I., Nov 1 2017, In : Annual Review of Financial Economics. 9, p. 259-282 24 p.

Research output: Contribution to journalReview article

Cost of capital
Consumption and saving
Financial capital
Relative weight
1 Citation (Scopus)

Market timing

Jagannathan, R. & Korajczyk, R., Jan 1 2016, Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack Treynor. Springer International Publishing, p. 49-71 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Risk Premium
Trading Strategies