Jonathan Ingersoll

Professor Ingersoll specializes in multiperiod models of asset valuation, including the pricing of options and futures, and the term structure of interest rates. A member of the founding committee of the Society for Financial Studies, he has served as the editor of its Review of Financial Studies as well as associate editor of the Journal of Financial Economics and the Journal of Finance. He is currently an associate editor of the Review of Derivatives Research. Prior to coming to Yale, Professor Ingersoll was at the Graduate School of Business of the University of Chicago.

Achievements and Awards

Risk Magazine Hall of Fame 2002 International Association of Financial Engineers “Financial Engineer of the Year” award 2002 Barclays Global Investors/Michael Brennan Best Paper Award 2008: “Portfolio Performance Manipulation and Manipulation-Proof Performance Measures Member of founding committee for the Society for Financial Studies Alfred P. Sloan Foundation Research Fellowship in Economics, 1981-1983 Batterymarch Financial Management Fellowship in Investments and Finance, 1981-1982 American Finance Association Fellow, 2020

Education

• PhD , Massachusetts Institute of Technology, 1976
• SM , Massachusetts Institute of Technology, 1973
• SB , Massachusetts Institute of Technology, 1971