Sanjiv R. Das: search on Z-Library

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1

Portfolio Optimization with Mental Accounts

Das, Sanjiv, Markowitz, Harry, Scheid, Jonathan, Statman, Meir

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 406 KB

english, 2010

2

Portfolios for Investors Who Want to Reach Their Goals While Staying on the Mean–Variance Efficient Frontier

Das, Sanjiv, Markowitz, Harry, Scheid, Jonathan, Statman, Meir

Journal:

The Journal of Wealth Management

Year:

2011

Language:

english

File:

PDF, 616 KB

english, 2011

3

Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web

Das, Sanjiv R., Chen, Mike Y.

Journal:

Management Science

Year:

2007

Language:

english

File:

PDF, 669 KB

english, 2007

4

A theory of banking structure

Sanjiv R. Das, Ashish Nanda

Journal:

Journal of Banking & Finance

Year:

1999

Language:

english

File:

PDF, 431 KB

english, 1999

5

Text and Context: Language Analytics in Finance

Das, Sanjiv Ranjan

Journal:

Foundations and Trends® in Finance

Year:

2014

Language:

english

File:

PDF, 5.95 MB

english, 2014

6

Going for Broke: Restructuring Distressed Debt Portfolios

Das, Sanjiv R, Kim, Seoyoung

Journal:

The Journal of Fixed Income

Year:

2014

Language:

english

File:

PDF, 2.04 MB

english, 2014

7

Research Challenges in Financial Data Modeling and Analysis

Alexander, Lewis, Das, Sanjiv R., Ives, Zachary, Jagadish, H.V., Monteleoni, Claire

Journal:

Year:

2017

Language:

english

File:

PDF, 373 KB

english, 2017

8

Credit Risk Derivatives

Das, Sanjiv Ranjan

Journal:

The Journal of Derivatives

Year:

1995

Language:

english

File:

PDF, 1.15 MB

english, 1995

9

A direct discrete-time approach to Poisson–Gaussian bond option pricing in the Heath–Jarrow–Morton model

Sanjiv Ranjan Das

Journal:

Journal of Economic Dynamics and Control

Year:

1998

Language:

english

File:

PDF, 989 KB

english, 1998

10

The Firm's Management of Social Interactions

David Godes, Dina Mayzlin, Yubo Chen, Sanjiv Das, Chrysanthos Dellarocas, Bruce Pfeiffer, Barak Libai, Subrata Sen, Mengze Shi, Peeter Verlegh

Journal:

Marketing Letters

Year:

2005

Language:

english

File:

PDF, 149 KB

english, 2005

11

Common Failings: How Corporate Defaults Are Correlated

SANJIV R. DAS, DARRELL DUFFIE, NIKUNJ KAPADIA, LEANDRO SAITA

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 184 KB

english, 2007

12

Accounting-based versus market-based cross-sectional models of CDS spreads

Sanjiv R. Das, Paul Hanouna, Atulya Sarin

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 358 KB

english, 2009

13

Strategic loan modification: An options-based response to strategic default

Sanjiv R. Das, Ray Meadows

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 779 KB

english, 2013

14

Pricing Credit Derivatives with Rating Transitions

Viral V. Acharya, Sanjiv Ranjan Das and Rangarajan K. Sundaram

Journal:

Financial Analysts Journal

Year:

2002

Language:

english

File:

PDF, 2.26 MB

english, 2002

15

Credit spreads with dynamic debt

Das, Sanjiv R., Kim, Seoyoung

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 2.65 MB

english, 2015

16

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

Sanjiv Ranjan Das and Rangarajan K. Sundaram

Journal:

Management Science

Year:

2000

Language:

english

File:

PDF, 2.36 MB

english, 2000

17

An index-based measure of liquidity

Chacko, George, Das, Sanjiv, Fan, Rong

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 624 KB

english, 2016

18

A New Approach to Goals-Based Wealth Management

Das, Sanjiv Ranjan, Ostrov, Daniel N, Radhakrishnan, Anand, Srivastav, Deep

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 3.40 MB

english, 2018

19

The surprise element: jumps in interest rates

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 366 KB

english, 2002

20

Systemic Risk and International Portfolio Choice

SANJIV RANJAN DAS, RAMAN UPPAL

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 165 KB

english, 2004

21

A comparative study of conventionally sintered, microwave sintered and hot isostatic press sintered NZP and CZP structures interacted with fluoride

Dey, Ambarish, Das Gupta, Amit, Basu, Debrata, Ambashta, Ritu D., Wattal, Piaray Kishan, Kumar, Sanjiv, Sen, Debasis, Mazumder, S.

Journal:

Ceramics International

Year:

2013

Language:

english

File:

PDF, 2.65 MB

english, 2013

22

Did CDS trading improve the market for corporate bonds?

Das, Sanjiv, Kalimipalli, Madhu, Nayak, Subhankar

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 734 KB

english, 2014

23

A Simple Approach to Three-Factor Affine Term Structure Models

Balduzzi, Pierluigi, Das, Sanjiv Ranjan, Foresi, Silverio, Sundaram, Rangarajan K

Journal:

The Journal of Fixed Income

Year:

1996

Language:

english

File:

PDF, 830 KB

english, 1996

24

Correlated Default Risk

Das, Sanjiv Ranjan, Freed, Laurence, Geng, Gary, Kapadia, Nikunj

Journal:

The Journal of Fixed Income

Year:

2006

Language:

english

File:

PDF, 618 KB

english, 2006

25

Impact of Correlated Default Risk on Credit Portfolios

Das, Sanjiv Ranjan, Fong, H. Gifford, Geng, Gary

Journal:

The Journal of Fixed Income

Year:

2001

Language:

english

File:

PDF, 312 KB

english, 2001

26

A simple approach for pricing equity options with Markov switching state variables

Aingworth, Donald D., Das, Sanjiv R., Motwani, Rajeev

Journal:

Quantitative Finance

Year:

2006

Language:

english

File:

PDF, 327 KB

english, 2006

27

Financial Communities

Das, Sanjiv Ranjan, Sisk, Jacob

Journal:

The Journal of Portfolio Management

Year:

2005

Language:

english

File:

PDF, 254 KB

english, 2005

28

Common Failings: How Corporate Defaults Are Correlated

Sanjiv R. Das, Darrell Duffie, Nikunj Kapadia and Leandro Saita

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 3.11 MB

english, 2007

29

The Principal Principle

Journal:

Journal of Financial and Quantitative Analysis

Year:

2012

Language:

english

File:

PDF, 648 KB

english, 2012

30

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

Das, Sanjiv Ranjan, Sundaram, Rangarajan K.

Journal:

Management Science

Year:

2000

Language:

english

File:

PDF, 186 KB

english, 2000

31

Of Smiles and Smirks: A Term Structure Perspective

Sanjiv Ranjan Das and Rangarajan K. Sundaram

Journal:

Journal of Financial and Quantitative Analysis

Year:

1999

Language:

english

File:

PDF, 715 KB

english, 1999

32

An Integrated Model for Hybrid Securities

Das, Sanjiv R., Sundaram, Rangarajan K.

Journal:

Management Science

Year:

2007

Language:

english

File:

PDF, 274 KB

english, 2007

33

Systemic Risk and International Portfolio Choice

Sanjiv Ranjan Das and Raman Uppal

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 2.95 MB

english, 2004

34

Matrix Metrics: Network-Based Systemic Risk Scoring

Das, Sanjiv Ranjan

Journal:

The Journal of Alternative Investments

Year:

2016

Language:

english

File:

PDF, 3.08 MB

english, 2016

35

Sixth Invitational Choice Symposium || The Firm's Management of Social Interactions

David Godes, Dina Mayzlin, Yubo Chen, Sanjiv Das, Chrysanthos Dellarocas, Bruce Pfeiffer, Barak Libai, Subrata Sen, Mengze Shi and Peeter Verlegh

Journal:

Marketing Letters

Year:

2005

Language:

english

File:

PDF, 1.18 MB

english, 2005

36

Managing Rollover Risk with Capital Structure Covenants in Structured Finance Vehicles

Das, Sanjiv Ranjan, Kim, Seoyoung

Journal:

The Journal of Fixed Income

Year:

2017

Language:

english

File:

PDF, 2.28 MB

english, 2017

37

The Design of Structured Finance Vehicles

Das, Sanjiv Ranjan, Kim, Seoyoung

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 330 KB

english, 2014

38

Dynamic portfolio allocation in goals-based wealth management

Das, Sanjiv R., Ostrov, Daniel, Radhakrishnan, Anand, Srivastav, Deep

Journal:

Computational Management Science

Year:

2019

Language:

english

File:

PDF, 1.48 MB

english, 2019

39

Hemodialysis in Infants: Challenges and New Paradigms

Das, Chandan J., Razik, Abdul, Sharma, Sanjiv

Journal:

Journal of Vascular and Interventional Radiology

Year:

2020

File:

PDF, 82 KB

2020

40

Implied recovery

Sanjiv R. Das, Paul Hanouna

Journal:

Journal of Economic Dynamics and Control

Year:

2009

Language:

english

File:

PDF, 559 KB

english, 2009

41

A chemosensor for heavy-transition metal ions in mixed aqueous–organic media

Amal Kumar Mandal, Moorthy Suresh, E. Suresh, Sanjiv K. Mishra, S. Mishra, Amitava Das

Journal:

Sensors and Actuators B: Chemical

Year:

2010

Language:

english

File:

PDF, 1.14 MB

english, 2010

42

A theory of optimal timing and selectivity

George Chacko, Sanjiv Ranjan Das

Journal:

Journal of Economic Dynamics and Control

Year:

1999

Language:

english

File:

PDF, 427 KB

english, 1999

43

Discrete-time bond and option pricing for jump-diffusion processes

Sanjiv Ranjan Das

Journal:

Review of Derivatives Research

Year:

1996

Language:

english

File:

PDF, 1.42 MB

english, 1996

44

Exact solutions for bond and option prices with systematic jump risk

Sanjiv Ranjan Das, Silverio Foresi

Journal:

Review of Derivatives Research

Year:

1996

Language:

english

File:

PDF, 925 KB

english, 1996

45

Run lengths and liquidity

Sanjiv R. Das, Paul Hanouna

Journal:

Annals of Operations Research

Year:

2010

Language:

english

File:

PDF, 1.57 MB

english, 2010

46

Basel II: Correlation Related Issues

Journal:

Journal of Financial Services Research

Year:

2007

Language:

english

File:

PDF, 398 KB

english, 2007

47

An approximation algorithm for optimal consumption/investment problems

Sanjiv Ranjan Das, Rangarajan K. Sundaram

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2002

Language:

english

File:

PDF, 173 KB

english, 2002

48

Aortic aneurysm and dissection: Imaging with computerised axial tomography

Karuna Taneja, Sanjiv Sharma, B. Das, Mira Rajani

Journal:

Indian Journal of Thoracic and Cardiovascular Surgery

Year:

1994

Language:

english

File:

PDF, 1.12 MB

english, 1994

49

Hedging credit: Equity liquidity matters

Sanjiv R. Das, Paul Hanouna

Journal:

Journal of Financial Intermediation

Year:

2009

Language:

english

File:

PDF, 187 KB

english, 2009

50

Polishing diamonds in the rough: The sources of syndicated venture performance

Sanjiv R. Das, Hoje Jo, Yongtae Kim

Journal:

Journal of Financial Intermediation

Year:

2011

Language:

english

File:

PDF, 381 KB

english, 2011