| A Theory of the Term Structure of Interest Rates JC Cox, JE Ingersoll Jr, SA Ross Econometrica: Journal of the Econometric Society, 385-407, 1985 | 12834* | 1985 |
| Theory of financial decision making JE Ingersoll Rowman & Littlefield Pub Inc, 1987 | 3445 | 1987 |
| An intertemporal general equilibrium model of asset prices JC Cox, JE Ingersoll Jr, SA Ross Econometrica: Journal of the Econometric Society, 363-384, 1985 | 3000 | 1985 |
| The relation between forward prices and futures prices JC Cox, JE Ingersoll Jr, SA Ross Journal of Financial Economics 9 (4), 321-346, 1981 | 1237 | 1981 |
| Portfolio performance manipulation and manipulation-proof performance measures W Goetzmann, J Ingersoll, M Spiegel, I Welch Review of Financial Studies 20 (5), 1503-1546, 2007 | 996* | 2007 |
| A contingent-claims valuation of convertible securities JE Ingersoll Jr Journal of Financial Economics 4 (3), 289-321, 1977 | 898 | 1977 |
| Waiting to invest: Investment and uncertainty JE Ingersoll Jr, SA Ross Journal of Business, 1-29, 1992 | 862 | 1992 |
| A re-examination of traditional hypotheses about the term structure of interest rates JC Cox, JE Ingersoll Jr, SA Ross Journal of Finance, 769-799, 1981 | 838 | 1981 |
| High‐water marks and hedge fund management contracts WN Goetzmann, JE Ingersoll Jr, SA Ross The Journal of Finance 58 (4), 1685-1718, 2003 | 757 | 2003 |
| An analysis of variable rate loan contracts JC Cox, JE Ingersoll Jr, SA Ross The Journal of Finance 35 (2), 389-403, 1980 | 452 | 1980 |
| An examination of corporate call policies on convertible securities J Ingersoll The Journal of Finance 32 (2), 463-478, 1977 | 418 | 1977 |
| Duration and the measurement of basis risk JC Cox, JE Ingersoll Jr, SA Ross Journal of Business, 51-61, 1979 | 398 | 1979 |
| Mean-variance theory in complete markets PH Dybvig, JE Ingersoll Jr Journal of Business, 233-251, 1982 | 382 | 1982 |
| Monthly measurement of daily timers WN Goetzmann, J Ingersoll, Z Ivković Journal of Financial and Quantitative Analysis 35 (3), 257-290, 2000 | 366 | 2000 |
| Some results in the theory of arbitrage pricing JE Ingersoll Jr The Journal of Finance 39 (4), 1021-1039, 1984 | 307 | 1984 |
| Duration Forty Years Later JE Ingersoll, J Skelton, L Roman Bond Duration and Immunization, 76-99, 2017 | 280* | 2017 |
| Duration forty years later JE Ingersoll, J Skelton, RL Weil Journal of Financial and Quantitative Analysis 13 (4), 627-650, 1978 | 280 | 1978 |
| The Subjective and Objective Evaluation of Incentive Stock Options JE Ingersoll Journal of Business, 2006 | 278 | 2006 |
| Optimal bond trading with personal taxes GM Constantinides, JE Ingersoll Jr Journal of Financial Economics 13 (3), 299-335, 1984 | 262 | 1984 |
| Long forward and zero-coupon rates can never fall PH Dybvig, JE Ingersoll Jr, SA Ross Journal of Business, 1-25, 1996 | 231 | 1996 |
William GoetzmannYale UniversityAdresse e-mail validée de yale.edu
