Access Statistics for George M. Constantinides

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
Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence 0 0 0 46 1 2 12 221
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 4 4 15 185
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 3 3 6 223
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 6 6 15 223
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 2 3 17 173
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 3 4 13 115
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 2 6 16 764
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 2 4 13 753
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 0 8 540
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 4 8 140 845
Asset pricing tests with long run risks in consumption growth 0 0 0 8 1 1 9 63
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 2 12 249
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 1 3 8 442
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 2 4 34 773
Habit formation: a resolution of the equity premium puzzle 1 2 4 175 10 17 33 532
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 1 3 15 718
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 0 4 12 1,117
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 2 7 15 724
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 0 3 18 425
Junior is Rich: Bequests as Consumption 0 0 0 100 2 3 11 489
Market Oganization and the prices of financial Assets 0 0 0 52 2 11 20 338
Mispriced Index Option Portfolios 0 0 0 21 4 4 12 79
Mispricing of S&P 500 Index Options 0 0 2 109 0 4 17 304
Mispricing of S&P 500 index options 0 0 1 104 1 2 17 396
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 2 3 9 255
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 2 5 16 969
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 3 5 11 466
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 3 10 404
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 2 3 8 82
Rational Asset Prices 0 0 0 253 1 1 7 702
Sentiment, Productivity, and Economic Growth 0 0 1 23 1 1 15 48
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 1 1 11 542
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 9 560 5 10 43 1,043
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 2 6 16 95
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 19 3 7 15 103
The Puzzle of Index Option Returns 0 0 1 63 3 5 11 223
The Puzzle of Index Option Returns 0 0 2 87 3 6 17 325
The Supply and Demand of S&P 500 Put Options 0 0 0 23 6 13 25 192
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 7 586
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 21 2 4 16 68
What Information Drives Asset Prices? 0 0 0 42 1 1 11 67
Total Working Papers 1 2 23 4,247 90 182 736 16,861
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 2 9 27 455 13 32 91 1,014
A Theory of the Nominal Term Structure of Interest Rates 0 0 1 547 2 5 15 1,563
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 1 3 6 151
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 2 5 15 241
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 0 34 2 4 7 97
Asset Pricing with Countercyclical Household Consumption Risk 0 1 1 17 1 5 16 115
Asset Pricing with Heterogeneous Consumers 0 0 3 1,274 12 18 64 3,071
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 3 4 13 851
Asset Pricing: Models and Empirical Evidence 0 0 2 68 2 5 23 201
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 5 6 11 56
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 5 6 18 786
Capital Market Equilibrium with Personal Tax 0 0 4 242 1 3 18 614
Capital Market Equilibrium with Transaction Costs 2 2 10 692 9 15 51 1,545
Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 0 0 0 85 1 2 5 431
Comment on Chen, Kim and Kon 0 0 0 12 0 2 2 158
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 2 2 2 59
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 2 3 8 20
Habit Formation: A Resolution of the Equity Premium Puzzle 1 4 8 1,679 17 77 203 4,796
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 7 8 18 921
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 1 1 1 476 3 3 12 1,099
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 2 649 1 6 31 1,727
Junior is rich: bequests as consumption 0 0 0 53 3 8 14 284
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 3 4 6 215
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 1 1 3 135
Market Risk Adjustment in Project Valuation 0 0 0 213 1 3 10 768
Merton H. Miller 0 0 0 5 1 3 7 62
Mispriced index option portfolios 0 0 0 2 1 1 3 35
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 1 1 5 17
Mispricing of S&P 500 Index Options 0 0 0 58 0 3 10 368
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 5 14
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 1 1 2 17 2 6 15 80
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 0 2 2 30
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 3 4 12 182
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 2 2 7 318
Optimal Population Growth and the Social Welfare Function 0 0 2 71 1 2 8 308
Optimal bond trading with personal taxes 0 0 0 24 0 4 7 134
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 1 3 158 3 6 33 563
Portfolio selection with transactions costs 0 1 5 158 1 4 47 384
Rational Asset Prices 0 0 0 72 4 17 35 396
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 0 15 1 2 4 68
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 0 6 302
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 1 2 8 168
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 0 1 261 4 7 20 784
The Puzzle of Index Option Returns 0 0 2 11 4 7 20 61
The Supply and Demand of S&P 500 Put Options 0 0 1 17 3 5 13 56
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 1 1 8 267
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 1 6 67
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 5 5 9 43
Warrant exercise and bond conversion in competitive markets 0 0 0 74 1 2 8 233
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 2 3 18 18
What Information Drives Asset Prices? 0 0 1 4 0 2 7 20
Total Journal Articles 7 20 79 8,555 140 322 985 25,896

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 1 4 101 3 6 15 305
Total Books 0 1 4 101 3 6 15 305

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 1 1 4 10
Capital Market Equilibrium with Transaction Costs 0 2 5 54 1 5 21 147
Corporate Securities and Credit Risk 0 0 0 0 2 3 5 8
Empirical Evidence and Fixes 0 0 0 0 1 2 3 6
Interest Rate and Currency Swaps 0 0 0 7 0 1 2 20
Introduction to Forward and Futures Contracts 0 0 0 12 6 6 10 33
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 0 0 4 19
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 0 6 2 2 7 34
Optimal Early Exercise of American Options 0 0 0 0 1 2 6 9
Options on Futures 0 0 0 0 3 3 4 10
Pricing Forwards and Futures 0 0 0 9 2 2 3 23
Risk Management 0 0 0 1 1 1 2 7
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 2 2 8 41
Theory of Valuation: Overview and Recent Developments 0 0 3 49 1 1 14 135
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 2 2 4 12
Using the Binomial Model 0 0 0 0 1 1 1 4
Total Chapters 0 2 8 160 26 34 98 518

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06