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
- American Finance Association Fellow, 2020
- Barclays Global Investors/Michael Brennan Best Paper Award 2008: “Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
- Risk Magazine Hall of Fame 2002
- International Association of Financial Engineers “Financial Engineer of the Year” award 2002
- 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