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Sanjiv Ranjan Das

Personal Details

First Name:Sanjiv
Middle Name:Ranjan
Last Name:Das
Suffix:
RePEc Short-ID:pda527
https://srdas.github.io
Twitter: @srdas
Terminal Degree:1989 Department of Economics; Cornell University (from RePEc Genealogy)

Affiliation

Leavey School of Business
Santa Clara University

Santa Clara, California (United States)
http://www.scu.edu/business/
RePEc:edi:bsscuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Sanjiv R. Das & Kris James Mitchener & Angela Vossmeyer, 2018. "Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression," CESifo Working Paper Series 7425, CESifo.
  2. Sanjiv Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2006. "Common Failings: How Corporate Defaults are Correlated," NBER Working Papers 11961, National Bureau of Economic Research, Inc.
  3. Das, Sanjiv Ranjan & Acharya, Viral & Sundaram, Rangarajan K, 2002. "Pricing Credit Derivatives with Rating Transitions," CEPR Discussion Papers 3329, C.E.P.R. Discussion Papers.
  4. Uppal, Raman & Das, Sanjiv Ranjan, 2002. "Systemic Risk and International Portfolio Choice," CEPR Discussion Papers 3305, C.E.P.R. Discussion Papers.
  5. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1999. "Fee Speech: Signalling and the Regulation of Mutual Fund Fees," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-085, New York University, Leonard N. Stern School of Business-.
  6. Sanjiv R. Das & Rangarajan K. Sundaram, 1998. "A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives," NBER Working Papers 6635, National Bureau of Economic Research, Inc.
  7. Sanjiv R. Das, 1998. "Poisson-Guassian Processes and the Bond Markets," NBER Working Papers 6631, National Bureau of Economic Research, Inc.
  8. Sanjiv R. Das & Rangarajan K. Sundaram, 1998. "Of Smiles and Smirks: A Term-Structure Perspective," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-024, New York University, Leonard N. Stern School of Business-.
  9. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998. "A Direct Approach to Arbitrage-Free Pricing of Derivatives," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-013, New York University, Leonard N. Stern School of Business-.
  10. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998. "On the Regulation of Fee Structures in Mutual Funds," NBER Working Papers 6639, National Bureau of Economic Research, Inc.
  11. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998. "Fee Speech: Adverse Selection and the Regulation of Mutual Funds," NBER Working Papers 6644, National Bureau of Economic Research, Inc.
  12. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998. "The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-085, New York University, Leonard N. Stern School of Business-.
  13. Sanjiv Ranjan Das, 1997. "An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model," NBER Technical Working Papers 0212, National Bureau of Economic Research, Inc.
  14. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997. "Auction Theory: A Summary with Applications to Treasury Markets," NBER Working Papers 5873, National Bureau of Economic Research, Inc.
  15. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1997. "Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance," NBER Working Papers 5976, National Bureau of Economic Research, Inc.
  16. George Chacko & Sanjiv Ranjan Das, 1997. "Average Interest," NBER Working Papers 6045, National Bureau of Economic Research, Inc.
  17. Pierluigi Balduzzi & Sanjiv Das & Silverio Foresi, 1996. "The Central Tendency: A Second Factor in Bond Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-12, New York University, Leonard N. Stern School of Business-.

Articles

  1. Amujala, Someswar & Vossmeyer, Angela & Das, Sanjiv R., 2023. "Digitization and data frames for card index records," Explorations in Economic History, Elsevier, vol. 87(C).
  2. Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep, 2022. "Dynamic optimization for multi-goals wealth management," Journal of Banking & Finance, Elsevier, vol. 140(C).
  3. Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022. "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  4. Sanjiv R. Das & Daniel Ostrov & Aviva Casanova & Anand Radhakrishnan & Deep Srivastav, 2021. "Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality," JRFM, MDPI, vol. 14(7), pages 1-25, June.
  5. Bubna, Amit & Das, Sanjiv R. & Prabhala, Nagpurnanand, 2020. "Venture Capital Communities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(2), pages 621-651, March.
  6. Amit Bubna & Sanjiv R. Das & Paul Hanouna, 2020. "The Fast and the Curious: VC Drift," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(1), pages 69-113, February.
  7. Sanjiv R. Das, 2019. "The future of fintech," Financial Management, Financial Management Association International, vol. 48(4), pages 981-1007, December.
  8. Das, Sanjiv R. & Kim, Seoyoung, 2015. "Credit spreads with dynamic debt," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 121-140.
  9. Das, Sanjiv R. & Statman, Meir, 2013. "Options and structured products in behavioral portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 137-153.
  10. Das, Sanjiv R. & Meadows, Ray, 2013. "Strategic loan modification: An options-based response to strategic default," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 636-647.
  11. Das, Sanjiv R., 2012. "The Principal Principle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1215-1246, December.
  12. Das, Sanjiv R. & Jo, Hoje & Kim, Yongtae, 2011. "Polishing diamonds in the rough: The sources of syndicated venture performance," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 199-230, April.
  13. Priya Raghubir & Sanjiv R. Das, 2010. "The Long and Short of It: Why Are Stocks with Shorter Runs Preferred?," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 36(6), pages 964-982, April.
  14. Das, S., 2010. "Credit default swaps – Financial innovation or financial dysfunction?," Financial Stability Review, Banque de France, issue 14, pages 45-53, July.
  15. Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir, 2010. "Portfolio Optimization with Mental Accounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 311-334, April.
  16. Das, Sanjiv R. & Hanouna, Paul & Sarin, Atulya, 2009. "Accounting-based versus market-based cross-sectional models of CDS spreads," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 719-730, April.
  17. Das, Sanjiv R. & Hanouna, Paul, 2009. "Implied recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1837-1857, November.
  18. Das, Sanjiv R. & Hanouna, Paul, 2009. "Hedging credit: Equity liquidity matters," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 112-123, January.
  19. Bhandari, Rishabh & Das, Sanjiv R., 2009. "Options on portfolios with higher-order moments," Finance Research Letters, Elsevier, vol. 6(3), pages 122-129, September.
  20. Sanjiv R. Das & Rangarajan K. Sundaram, 2007. "An Integrated Model for Hybrid Securities," Management Science, INFORMS, vol. 53(9), pages 1439-1451, September.
  21. Sanjiv R. Das & Mike Y. Chen, 2007. "Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web," Management Science, INFORMS, vol. 53(9), pages 1375-1388, September.
  22. Sanjiv Das, 2007. "Basel II: Correlation Related Issues," Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(1), pages 17-38, October.
  23. Sanjiv R. Das & Darrell Duffie & Nikunj Kapadia & Leandro Saita, 2007. "Common Failings: How Corporate Defaults Are Correlated," Journal of Finance, American Finance Association, vol. 62(1), pages 93-117, February.
  24. Donald Aingworth & Sanjiv Das & Rajeev Motwani, 2006. "A simple approach for pricing equity options with Markov switching state variables," Quantitative Finance, Taylor & Francis Journals, vol. 6(2), pages 95-105.
  25. David Godes & Dina Mayzlin & Yubo Chen & Sanjiv Das & Chrysanthos Dellarocas & Bruce Pfeiffer & Barak Libai & Subrata Sen & Mengze Shi & Peeter Verlegh, 2005. "The Firm's Management of Social Interactions," Marketing Letters, Springer, vol. 16(3), pages 415-428, December.
  26. Sanjiv Das & Asís Martínez-Jerez & Peter Tufano, 2005. "eInformation: A Clinical Study of Investor Discussion and Sentiment," Financial Management, Financial Management Association, vol. 34(3), Fall.
  27. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2002. "Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare," The Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1465-1497.
  28. Das, Sanjiv R., 2002. "The surprise element: jumps in interest rates," Journal of Econometrics, Elsevier, vol. 106(1), pages 27-65, January.
  29. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 2000. "A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives," Management Science, INFORMS, vol. 46(1), pages 46-62, January.
  30. Das, Sanjiv R. & Nanda, Ashish, 1999. "A theory of banking structure," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 863-895, June.
  31. Das, Sanjiv Ranjan & Sundaram, Rangarajan K., 1999. "Of Smiles and Smirks: A Term Structure Perspective," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(2), pages 211-239, June.
  32. Chacko, George & Das, Sanjiv Ranjan, 1999. "A theory of optimal timing and selectivity," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 929-965, June.
  33. Das, Sanjiv Ranjan, 1998. "A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 333-369, November.
  34. Pierluigi Balduzzi & Sanjiv Ranjan Das & Silverio Foresi, 1998. "The Central Tendency: A Second Factor In Bond Yields," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 62-72, February.
  35. Sanjiv Ranjan Das, 1997. "Macroeconomic implications of search theory for the labour market," Applied Economics Letters, Taylor & Francis Journals, vol. 4(12), pages 719-723.

Chapters

  1. Sanjiv R Das, 2019. "Machine Learning: Classification and Clustering," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  2. Sanjiv R Das, 2019. "Annex – presentations," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Citations
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. h-index
  9. Number of Journal Pages, Weighted by Simple Impact Factor
  10. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  12. Euclidian citation score
  13. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2003-02-18 2006-01-24 2019-01-07 2019-01-28
  2. NEP-FIN: Finance (3) 2003-02-18 2003-02-18 2006-01-24
  3. NEP-BAN: Banking (2) 2019-01-07 2019-01-28
  4. NEP-CFN: Corporate Finance (2) 2003-02-18 2003-02-18
  5. NEP-FMK: Financial Markets (2) 2003-02-18 2003-02-18
  6. NEP-HIS: Business, Economic and Financial History (2) 2019-01-07 2019-01-28
  7. NEP-BEC: Business Economics (1) 2006-01-24
  8. NEP-IFN: International Finance (1) 1998-08-21
  9. NEP-MAC: Macroeconomics (1) 2019-01-07

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