Access Statistics for Sanjiv Ranjan Das

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives 0 0 1 624 0 0 2 1,431
A Direct Approach to Arbitrage-Free Pricing of Derivatives 0 0 0 238 0 0 1 573
An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model 0 0 0 517 0 0 0 2,142
Auction Theory: A Summary with Applications to Treasury Markets 0 0 1 523 1 1 2 1,292
Average Interest 0 0 0 179 0 0 2 634
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 0 1 2 63 1 3 11 135
Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression 1 3 20 71 1 3 22 76
Common Failings: How Corporate Defaults are Correlated 0 0 0 158 1 1 1 542
Fee Speech: Adverse Selection and the Regulation of Mutual Funds 0 0 0 136 0 0 1 374
Fee Speech: Signalling and the Regulation of Mutual Fund Fees 0 0 0 154 0 0 1 349
Of Smiles and Smirks: A Term-Structure Perspective 0 0 0 3 0 0 2 792
On the Regulation of Fee Structures in Mutual Funds 0 0 0 266 0 0 0 697
Poisson-Guassian Processes and the Bond Markets 0 0 0 290 0 0 2 639
Pricing Credit Derivatives with Rating Transitions 0 0 0 637 0 0 0 1,476
Systemic Risk and International Portfolio Choice 0 0 1 392 0 1 6 1,115
Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance 0 1 1 418 0 1 3 1,114
The Central Tendency: A Second Factor in Bond Yields 0 0 0 202 0 0 3 1,181
The Central Tendency: A Second Factor in Bond Yields 0 0 0 3 0 0 1 186
The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis 0 0 0 0 0 0 1 592
Total Working Papers 1 5 26 4,874 4 10 61 15,340

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives 0 0 1 22 0 0 1 83
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model 0 0 0 54 0 0 0 138
A simple approach for pricing equity options with Markov switching state variables 0 0 0 111 1 2 2 262
A theory of banking structure 0 0 1 404 1 1 2 1,394
A theory of optimal timing and selectivity 0 0 0 52 0 0 0 116
Accounting-based versus market-based cross-sectional models of CDS spreads 0 2 12 109 0 9 53 543
An Integrated Model for Hybrid Securities 0 0 0 10 0 0 3 66
Banking networks, systemic risk, and the credit cycle in emerging markets 1 1 1 1 2 2 3 3
Basel II: Correlation Related Issues 0 0 0 116 0 0 0 259
Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality 0 0 0 0 0 0 1 4
Common Failings: How Corporate Defaults Are Correlated 0 1 2 90 0 2 7 452
Credit default swaps – Financial innovation or financial dysfunction? 0 0 1 72 0 0 5 293
Credit spreads with dynamic debt 0 0 0 14 0 0 5 73
Digitization and data frames for card index records 1 1 1 1 2 2 2 2
Dynamic optimization for multi-goals wealth management 1 4 7 7 3 9 21 21
Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare 0 0 0 1 1 4 9 278
Hedging credit: Equity liquidity matters 0 0 0 59 0 0 2 228
Implied recovery 1 3 6 80 2 4 13 252
Macroeconomic implications of search theory for the labour market 0 0 0 24 0 0 1 87
Of Smiles and Smirks: A Term Structure Perspective 0 0 5 101 0 1 11 259
Options and structured products in behavioral portfolios 0 0 0 82 1 1 2 257
Options on portfolios with higher-order moments 1 2 4 35 1 2 5 106
Polishing diamonds in the rough: The sources of syndicated venture performance 0 0 2 32 1 3 5 146
Portfolio Optimization with Mental Accounts 1 4 8 223 1 9 30 633
Strategic loan modification: An options-based response to strategic default 0 0 0 19 1 1 1 141
The Central Tendency: A Second Factor In Bond Yields 0 0 1 124 0 0 7 733
The Fast and the Curious: VC Drift 1 1 2 7 1 1 6 36
The Firm's Management of Social Interactions 0 1 2 93 0 5 29 507
The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? 0 0 3 32 1 1 6 95
The Principal Principle 0 0 0 18 0 0 2 63
The future of fintech 3 6 29 114 6 18 66 288
The surprise element: jumps in interest rates 0 0 2 242 0 1 3 551
Venture Capital Communities 1 1 9 21 1 2 28 84
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web 1 6 34 283 5 22 120 1,023
eInformation: A Clinical Study of Investor Discussion and Sentiment 0 0 0 0 0 2 5 313
Total Journal Articles 12 33 133 2,653 31 104 456 9,789

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Annex – presentations 0 0 1 3 0 1 4 52
Machine Learning: Classification and Clustering 0 0 1 21 0 0 1 65
Total Chapters 0 0 2 24 0 1 5 117

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Statistics updated 2023-05-07