|Alma mater||New York University|
|Employer||Santa Clara University|
|Website||Das at Santa Clara |
Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University's Leavey School of Business. His current research interests include: the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital.
|1993||Efficiency with costly information: A reinterpretation of evidence from managed portfolios|
|2007||Yahoo! for Amazon: Sentiment extraction from small talk on the web|
|2007||Common failings: How corporate defaults are correlated|
|1999||Of smiles and smirks: A term structure perspective|
|2005||The firm's management of social interactions|
|2002||The surprise element: jumps in interest rates|
|1995||Pricing credit sensitive debt when interest rates, credit ratings and credit spreads are stochastic|
|2004||Systemic risk and international portfolio choice|
Das is the co-author of a book on derivatives.
- Rangarajan Sundaram and Sanjiv R. Das (2010). Derivatives: Principles and Practice. McGraw-Hill Education. p. 940. ISBN 978-0072949315.
- Elton, Edwin J.; Gruber, Martin J.; Das, Sanjiv R.; Hlavka, Matthew (1993). Efficiency with costly information: A reinterpretation of evidence from managed portfolios. Review of Financial Studies: Oxford University Press. pp. 1–22.
- Das, Sanjiv R.; Chen, Mike Y. (2007). Yahoo! for Amazon: Sentiment extraction from small talk on the web. Management Science: INFORMS. pp. 1375–1388.
- Das, Sanjiv R.; Duffie, Darrell; Kapadia, Nikunj; Saita, Leandro (2007). Common failings: How corporate defaults are correlated. The Journal of Finance: Blackwell Publishing Inc. pp. 93–117.
- Das, Sanjiv R.; Sundaram, Rangarajan K. (1999). Of smiles and smirks: A term structure perspective. Journal of Financial and Quantitative Analysis: Cambridge University Press. pp. 211–239.
- Godes, David, Mayzlin, Dina, Chen, Yubo, Das, Sanjiv, Dellarocas, Chrysanthos , Pfeiffer, Bruce, Libai, Barak, Sen, Subrata, Shi, Mengze, and Verlegh, Peeter (2005). The firm's management of social interactions. Marketing Letters: Kluwer Academic Publishers. pp. 415–428.CS1 maint: multiple names: authors list (link)
- Das, Sanjiv R. (2002). The surprise element: jumps in interest rates. Journal of Econometrics: North-Holland. pp. 27–65.
- Das, Sanjiv R.; Tufano, Peter (1995). Pricing credit sensitive debt when interest rates, credit ratings and credit spreads are stochastic. Division of Research, Harvard Business School.
- Das, Sanjiv R.; Uppal, Raman (2004). Systemic risk and international portfolio choice. The Journal of Finance: Blackwell Publishing, Inc. pp. 2809–2834.
- Home page
- Author page, Academic search (beta)
- Sanjiv Ranjan Das : Citation Profile, CitEc
- Google Scholars page
- Authors page, SSRN