Access Statistics for George M. Constantinides

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence 0 1 2 46 0 1 4 209
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 0 170
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 0 0 217
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 0 1 2 208
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 1 1 2 102
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 59 1 2 3 156
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 0 0 0 740
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 0 1 748
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 0 0 532
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 1 100 1 2 3 705
Asset pricing tests with long run risks in consumption growth 1 1 2 8 1 1 2 54
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 1 1 237
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 0 0 434
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 1 1 3 739
Habit formation: a resolution of the equity premium puzzle 0 0 0 171 0 1 2 499
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 0 0 2 1,105
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 1 1 703
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 0 3 709
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 0 1 1 407
Junior is Rich: Bequests as Consumption 0 0 0 100 0 0 2 478
Market Oganization and the prices of financial Assets 0 0 0 52 0 0 2 318
Mispriced Index Option Portfolios 0 1 1 21 0 1 3 67
Mispricing of S&P 500 Index Options 0 0 0 107 0 0 2 287
Mispricing of S&P 500 index options 1 1 2 103 1 2 5 379
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 1 58 0 0 1 246
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 0 1 3 953
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 0 0 6 455
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 0 0 394
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 1 2 2 74
Rational Asset Prices 0 0 0 253 0 0 1 695
Sentiment, Productivity, and Economic Growth 0 0 3 22 0 1 10 33
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 0 531
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 17 551 2 11 38 1,000
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 34 0 0 1 79
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 18 0 0 1 88
The Puzzle of Index Option Returns 0 1 1 85 0 2 2 308
The Puzzle of Index Option Returns 0 0 0 62 1 1 3 212
The Supply and Demand of S&P 500 Put Options 0 0 2 23 0 0 5 167
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 1 579
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 20 0 1 3 52
What Information Drives Asset Prices? 1 2 3 42 1 2 3 56
Total Working Papers 3 11 38 4,224 11 37 124 16,125
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy 1 5 34 428 2 7 54 923
A Theory of the Nominal Term Structure of Interest Rates 0 0 5 546 0 1 11 1,548
Admissible uncertainty in the intertemporal asset pricing model 0 2 3 59 0 2 4 145
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 1 1 2 226
Asset Pricing Tests with Long-run Risks in Consumption Growth 2 2 7 34 4 5 15 90
Asset Pricing with Countercyclical Household Consumption Risk 0 0 2 16 1 2 5 99
Asset Pricing with Heterogeneous Consumers 0 1 7 1,271 0 3 14 3,007
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 2 250 1 3 6 838
Asset Pricing: Models and Empirical Evidence 0 0 2 66 0 0 4 178
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 1 1 45
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 0 0 0 768
Capital Market Equilibrium with Personal Tax 1 1 9 238 1 1 15 596
Capital Market Equilibrium with Transaction Costs 0 0 7 682 1 3 20 1,494
Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 0 0 2 85 0 0 5 426
Comment on Chen, Kim and Kon 0 0 1 12 0 1 2 156
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 1 1 57
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 0 0 0 12
Habit Formation: A Resolution of the Equity Premium Puzzle 1 3 16 1,671 2 5 47 4,593
Habit persistence and durability in aggregate consumption: Empirical tests 1 1 3 344 2 3 9 903
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 4 475 0 2 12 1,087
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 2 4 647 0 2 10 1,696
Junior is rich: bequests as consumption 0 0 0 53 0 1 2 270
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 2 4 7 209
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 0 1 132
Market Risk Adjustment in Project Valuation 1 1 1 213 1 1 3 758
Merton H. Miller 0 0 1 5 0 1 2 55
Mispriced index option portfolios 0 0 0 2 1 1 5 32
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 6 0 0 2 12
Mispricing of S&P 500 Index Options 0 0 0 58 1 1 2 358
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 0 9
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 1 15 0 0 2 65
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 1 4 0 0 1 28
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 0 0 2 170
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 1 63 0 1 6 311
Optimal Population Growth and the Social Welfare Function 0 0 1 69 1 2 5 300
Optimal bond trading with personal taxes 0 0 1 24 0 0 5 127
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 1 155 0 3 11 530
Portfolio selection with transactions costs 0 0 8 153 0 1 13 337
Rational Asset Prices 0 0 1 72 0 0 2 361
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 1 1 15 0 1 1 64
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 1 3 296
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 0 1 160
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 0 1 260 1 1 2 764
The Puzzle of Index Option Returns 0 0 2 9 1 1 4 41
The Supply and Demand of S&P 500 Put Options 0 2 5 16 1 3 10 43
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 0 1 259
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 0 0 61
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 0 1 34
Warrant exercise and bond conversion in competitive markets 0 0 0 74 0 7 8 225
What Information Drives Asset Prices? 0 0 0 3 1 3 5 13
Total Journal Articles 7 21 135 8,476 25 76 344 24,911

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps 0 2 6 97 2 6 17 290
Total Books 0 2 6 97 2 6 17 290

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Binomial Option Pricing 0 0 0 1 0 0 3 6
Capital Market Equilibrium with Transaction Costs 0 1 7 49 0 2 11 126
Corporate Securities and Credit Risk 0 0 0 0 0 0 0 3
Empirical Evidence and Fixes 0 0 0 0 0 1 1 3
Interest Rate and Currency Swaps 0 0 1 7 0 1 2 18
Introduction to Forward and Futures Contracts 0 0 1 12 0 0 2 23
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 0 0 0 15
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 1 6 0 0 3 27
Optimal Early Exercise of American Options 0 0 0 0 0 0 1 3
Options on Futures 0 0 0 0 0 0 1 6
Pricing Forwards and Futures 0 0 1 9 1 2 3 20
Risk Management 0 0 0 1 0 0 1 5
The Black–Scholes–Merton Option Pricing Formula 0 0 2 11 0 1 5 33
Theory of Valuation: Overview and Recent Developments 0 0 5 46 0 0 8 121
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 0 1 8
Using the Binomial Model 0 0 0 0 0 0 1 3
Total Chapters 0 1 18 152 1 7 43 420

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Statistics updated 2025-05-12