Access Statistics for Philip H. Dybvig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Biographical 0 0 8 8 1 1 9 9
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 2 691 0 0 6 2,563
Distributional Analysis of Portfolio Choice 0 3 4 518 0 3 4 834
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 0 0 1 304
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 969 0 1 4 1,846
Interview 0 0 0 0 0 0 6 6
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 3 215 1 1 8 956
Multiple equilibria 0 0 10 206 1 1 20 231
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 0 1 4 507
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 0 176 0 0 1 1,563
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 0 1 118
Portfolio Performance and Agency 0 0 1 283 0 1 3 690
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 0 2 591
Total Working Papers 1 4 29 3,505 3 9 69 10,218


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Acknowledgment: Kinks on the Mean-Variance Frontier 0 0 0 0 0 0 0 119
Adoption externalities as public goods 1 1 5 387 1 1 9 924
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 1 137 1 1 4 414
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 0 0 3 263
Approximate utility 0 0 1 1 0 1 4 4
Bank Runs, Deposit Insurance, and Liquidity 7 24 115 5,803 43 160 703 18,102
Bank runs, deposit insurance, and liquidity 2 4 23 2,150 4 15 64 5,524
Banking Theory, Deposit Insurance, and Bank Regulation 0 0 3 583 1 1 9 1,317
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 0 0 0 69
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 0 0 0 408
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 3 508 0 0 5 1,935
Consensus in Diverse Corporate Boards 1 1 2 34 1 1 7 159
Differential Information and Performance Measurement Using a Security Market Line 0 0 2 285 1 1 9 914
Distributional Analysis of Portfolio Choice 0 3 11 259 0 4 15 532
Duality, interest rates, and the theory of present value 0 0 0 17 0 0 0 76
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 1 2 6 269 3 4 11 925
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 0 2 480
Empty Promises and Arbitrage 0 0 0 0 0 1 1 139
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 1 8 8 0 2 14 14
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 0 0 139
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 1 2 263 1 2 7 639
Lifetime consumption and investment: Retirement and constrained borrowing 0 0 2 86 0 2 6 286
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 240 1 3 7 1,286
Mean-Variance Theory in Complete Markets 0 1 8 427 0 3 21 899
Nobel Lecture: Multiple Equilibria 0 0 8 19 1 1 13 42
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 75 0 0 1 207
On investor preferences and mutual fund separation 0 0 0 15 0 0 1 52
Portfolio Efficient Sets 0 1 1 128 0 1 2 344
Portfolio Performance and Agency 0 1 2 45 0 1 3 146
Portfolio Turnpikes 0 0 0 1 0 1 4 182
Present values and internal rates of return 0 0 1 47 1 2 5 116
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 0 3 3
Recovering Additive Utility Functions 0 0 2 36 1 1 4 143
Recovering Cardinal Utility 0 0 0 26 5 6 7 119
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 0 6 69
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 0 135
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 1 1 1 83
Screening of possibly incompetent agents 0 1 2 14 0 1 2 56
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 1 3 103 0 1 3 232
Tax Clienteles and Asset Pricing 0 3 3 63 0 3 4 155
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 3 523
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 0 1 10 73
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 1 1 3 3
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 4 552 0 0 10 1,135
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 0 2 1,005
The new risk management: the good, the bad, and the ugly 0 0 1 23 1 1 7 93
Using Asset Allocation to Protect Spending 0 0 1 1 0 0 1 1
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 1 76 3 4 6 273
What is the Fed's decision problem? (conference panel discussion) 0 0 1 20 0 0 1 177
What is the Fed's decision problem? (conference panel discussion) 0 0 0 4 1 1 1 27
Yes, the APT Is Testable 0 1 1 236 0 1 1 473
Total Journal Articles 12 47 226 13,836 72 230 1,005 41,434
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage, state prices and portfolio theory 0 1 12 968 1 2 28 2,620
Total Chapters 0 1 12 968 1 2 28 2,620


Statistics updated 2025-08-05