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Sanjiv Ranjan Das

Institution: Santa Clara University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://srdas.github.io

First Publication: 1998

Most Recent: 2023

RePEc ID: pda527 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 1.18 0.00 1.18 37%
Last 10 Years 0.00 0.00 1.85 0.00 1.85 41%
All Time 0.00 8.41 18.84 0.00 27.25 95%

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 23.05

Publications (23)

Year Article Journal Tier Authors
2023 Digitization and data frames for card index records Explorations in Economic History B 3
2022 Dynamic optimization for multi-goals wealth management Journal of Banking & Finance B 4
2020 Venture Capital Communities Journal of Financial and Quantitative Analysis B 3
2015 Credit spreads with dynamic debt Journal of Banking & Finance B 2
2013 Options and structured products in behavioral portfolios Journal of Economic Dynamics and Control B 2
2013 Strategic loan modification: An options-based response to strategic default Journal of Banking & Finance B 2
2012 The Principal Principle Journal of Financial and Quantitative Analysis B 1
2011 Polishing diamonds in the rough: The sources of syndicated venture performance Journal of Financial Intermediation B 3
2010 Portfolio Optimization with Mental Accounts Journal of Financial and Quantitative Analysis B 4
2009 Implied recovery Journal of Economic Dynamics and Control B 2
2009 Accounting-based versus market-based cross-sectional models of CDS spreads Journal of Banking & Finance B 3
2009 Hedging credit: Equity liquidity matters Journal of Financial Intermediation B 2
2007 Common Failings: How Corporate Defaults Are Correlated Journal of Finance A 4
2007 Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web Management Science B 2
2007 An Integrated Model for Hybrid Securities Management Science B 2
2002 The surprise element: jumps in interest rates Journal of Econometrics A 1
2002 Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare The Review of Financial Studies A 2
2000 A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives Management Science B 2
1999 Of Smiles and Smirks: A Term Structure Perspective Journal of Financial and Quantitative Analysis B 2
1999 A theory of optimal timing and selectivity Journal of Economic Dynamics and Control B 2
1999 A theory of banking structure Journal of Banking & Finance B 2
1998 The Central Tendency: A Second Factor In Bond Yields Review of Economics and Statistics A 3
1998 A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model Journal of Economic Dynamics and Control B 1