Sanjiv Ranjan Das
Names
| first: |
Sanjiv |
| middle: |
Ranjan |
| last: |
Das |
Identifer
Contact
Affiliations
-
Santa Clara University
/ Leavey School of Business
Research profile
author of:
- Credit default swaps – Financial innovation or financial dysfunction? (RePEc:bfr:fisrev:2010:14:6)
by Das, S. - Machine Learning: Classification and Clustering (RePEc:bis:bisifc:50-07)
by Sanjiv R Das - Annex – presentations (RePEc:bis:bisifc:50-08)
by Sanjiv R Das - The future of fintech (RePEc:bla:finmgt:v:48:y:2019:i:4:p:981-1007)
by Sanjiv R. Das - Common Failings: How Corporate Defaults Are Correlated (RePEc:bla:jfinan:v:62:y:2007:i:1:p:93-117)
by Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita - Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression (RePEc:ces:ceswps:_7425)
by Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer - Systemic Risk and International Portfolio Choice (RePEc:cpr:ceprdp:3305)
by Das, Sanjiv Ranjan & Uppal, Raman - Pricing Credit Derivatives with Rating Transitions (RePEc:cpr:ceprdp:3329)
by Acharya, Viral V & Das, Sanjiv Ranjan & Sundaram, Rangarajan K - Of Smiles and Smirks: A Term Structure Perspective (RePEc:cup:jfinqa:v:34:y:1999:i:02:p:211-239_00)
by Das, Sanjiv Ranjan & Sundaram, Rangarajan K. - Portfolio Optimization with Mental Accounts (RePEc:cup:jfinqa:v:45:y:2010:i:02:p:311-334_00)
by Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir - The Principal Principle (RePEc:cup:jfinqa:v:47:y:2012:i:06:p:1215-1246_00)
by Das, Sanjiv R. - Venture Capital Communities (RePEc:cup:jfinqa:v:55:y:2020:i:2:p:621-651_8)
by Bubna, Amit & Das, Sanjiv R. & Prabhala, Nagpurnanand - A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (RePEc:eee:dyncon:v:23:y:1998:i:3:p:333-369)
by Das, Sanjiv Ranjan - A theory of optimal timing and selectivity (RePEc:eee:dyncon:v:23:y:1999:i:7:p:929-965)
by Chacko, George & Das, Sanjiv Ranjan - Implied recovery (RePEc:eee:dyncon:v:33:y:2009:i:11:p:1837-1857)
by Das, Sanjiv R. & Hanouna, Paul - Options and structured products in behavioral portfolios (RePEc:eee:dyncon:v:37:y:2013:i:1:p:137-153)
by Das, Sanjiv R. & Statman, Meir - The surprise element: jumps in interest rates (RePEc:eee:econom:v:106:y:2002:i:1:p:27-65)
by Das, Sanjiv R. - Digitization and data frames for card index records (RePEc:eee:exehis:v:87:y:2023:i:c:s001449832200047x)
by Amujala, Someswar & Vossmeyer, Angela & Das, Sanjiv R. - Options on portfolios with higher-order moments (RePEc:eee:finlet:v:6:y:2009:i:3:p:122-129)
by Bhandari, Rishabh & Das, Sanjiv R. - Banking networks, systemic risk, and the credit cycle in emerging markets (RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x)
by Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar - Dynamic optimization for multi-goals wealth management (RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001515)
by Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep - A theory of banking structure (RePEc:eee:jbfina:v:23:y:1999:i:6:p:863-895)
by Das, Sanjiv R. & Nanda, Ashish - Accounting-based versus market-based cross-sectional models of CDS spreads (RePEc:eee:jbfina:v:33:y:2009:i:4:p:719-730)
by Das, Sanjiv R. & Hanouna, Paul & Sarin, Atulya - Strategic loan modification: An options-based response to strategic default (RePEc:eee:jbfina:v:37:y:2013:i:2:p:636-647)
by Das, Sanjiv R. & Meadows, Ray - Credit spreads with dynamic debt (RePEc:eee:jbfina:v:50:y:2015:i:c:p:121-140)
by Das, Sanjiv R. & Kim, Seoyoung - Hedging credit: Equity liquidity matters (RePEc:eee:jfinin:v:18:y:2009:i:1:p:112-123)
by Das, Sanjiv R. & Hanouna, Paul - Polishing diamonds in the rough: The sources of syndicated venture performance (RePEc:eee:jfinin:v:20:y:2011:i:2:p:199-230)
by Das, Sanjiv R. & Jo, Hoje & Kim, Yongtae - eInformation: A Clinical Study of Investor Discussion and Sentiment (RePEc:fma:fmanag:dasmartinezjereztufano05)
by Sanjiv Das & Asís Martínez-Jerez & Peter Tufano - The Central Tendency: A Second Factor in Bond Yields (RePEc:fth:nystfi:96-12)
by Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi - Of Smiles and Smirks: A Term-Structure Perspective (RePEc:fth:nystfi:98-024)
by Sanjiv R. Das & Rangarajan K. Sundaram - The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis (RePEc:fth:nystfi:98-085)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - A Direct Approach to Arbitrage-Free Pricing of Derivatives (RePEc:fth:nystfi:99-013)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Fee Speech: Signalling and the Regulation of Mutual Fund Fees (RePEc:fth:nystfi:99-085)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality (RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:285-:d:579911)
by Sanjiv R. Das & Daniel Ostrov & Aviva Casanova & Anand Radhakrishnan & Deep Srivastav - A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (RePEc:inm:ormnsc:v:46:y:2000:i:1:p:46-62)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web (RePEc:inm:ormnsc:v:53:y:2007:i:9:p:1375-1388)
by Sanjiv R. Das & Mike Y. Chen - An Integrated Model for Hybrid Securities (RePEc:inm:ormnsc:v:53:y:2007:i:9:p:1439-1451)
by Sanjiv R. Das & Rangarajan K. Sundaram - Basel II: Correlation Related Issues (RePEc:kap:jfsres:v:32:y:2007:i:1:p:17-38)
by Sanjiv Das - The Fast and the Curious: VC Drift (RePEc:kap:jfsres:v:57:y:2020:i:1:d:10.1007_s10693-018-0302-0)
by Amit Bubna & Sanjiv R. Das & Paul Hanouna - The Firm's Management of Social Interactions (RePEc:kap:mktlet:v:16:y:2005:i:3:p:415-428)
by David Godes & Dina Mayzlin & Yubo Chen & Sanjiv Das & Chrysanthos Dellarocas & Bruce Pfeiffer & Barak Libai & Subrata Sen & Mengze Shi & Peeter Verlegh - An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model (RePEc:nbr:nberte:0212)
by Sanjiv Ranjan Das - Common Failings: How Corporate Defaults are Correlated (RePEc:nbr:nberwo:11961)
by Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita - Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression (RePEc:nbr:nberwo:25405)
by Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer - Auction Theory: A Summary with Applications to Treasury Markets (RePEc:nbr:nberwo:5873)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance (RePEc:nbr:nberwo:5976)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Average Interest (RePEc:nbr:nberwo:6045)
by George Chacko & Sanjiv Ranjan Das - The Central Tendency: A Second Factor in Bond Yields (RePEc:nbr:nberwo:6325)
by Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi - Poisson-Guassian Processes and the Bond Markets (RePEc:nbr:nberwo:6631)
by Sanjiv R. Das - A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives (RePEc:nbr:nberwo:6635)
by Sanjiv R. Das & Rangarajan K. Sundaram - On the Regulation of Fee Structures in Mutual Funds (RePEc:nbr:nberwo:6639)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Fee Speech: Adverse Selection and the Regulation of Mutual Funds (RePEc:nbr:nberwo:6644)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? (RePEc:oup:jconrs:v:36:y:2010:i:6:p:964-982)
by Priya Raghubir & Sanjiv R. Das - Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare (RePEc:oup:rfinst:v:15:y:2002:i:5:p:1465-1497)
by Sanjiv Ranjan Das & Rangarajan K. Sundaram - Macroeconomic implications of search theory for the labour market (RePEc:taf:apeclt:v:4:y:1997:i:12:p:719-723)
by Sanjiv Ranjan Das - A simple approach for pricing equity options with Markov switching state variables (RePEc:taf:quantf:v:6:y:2006:i:2:p:95-105)
by Donald Aingworth & Sanjiv Das & Rajeev Motwani - The Central Tendency: A Second Factor In Bond Yields (RePEc:tpr:restat:v:80:y:1998:i:1:p:62-72)
by Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi