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Raj Jagannathan

Professor Emeritus - May 2009
Management Sciences
W316  John Pappajohn Bus Bldg
The University of Iowa, Iowa City, IA 52242-1994		 Ph: 319-335-0957
Fax: 319-335-0297
E-mail: raj-jagannathan@uiowa.edu
Website 

Academic History

  • PhD in Operations Research and Statistics, Carnegie Mellon University, 1969
  • MS in Operations Research and Statistics, Carnegie Mellon University, 1968
  • MA in Mathematics, Madras University, India, 1963

Expertise

  • Applied probability and applied statistics
  • Corporate Finance,Asset pricing and Derivatives
  • Industrial Organizations
  • Operations research

    Selected Publications

    • A Class of Asset Pricing Models Governed by Subordinated Processes that Signal Economic Shocks, Raj Jagannathan, JEDC, vol 32, 2008, 3820-3845
    • Monopoly with Endogenous Durability, Raj Jagannathan, G. Fethke, Journal of Economic Dynamics and Control, vol 26, 2002, 1009-1027

            Prior Positions

            • Visiting Professor, UCLA , Los Angeles, August 1980 - June 1981
            • Assistant Professor, Columbia University, July 1969 - April 1974