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 1 46 0 5 11 219
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 10 11 181
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 2 3 220
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 0 5 9 217
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 0 7 10 111
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 0 8 16 170
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 3 7 13 761
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 2 130 135 839
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 7 8 540
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 1 6 10 750
Asset pricing tests with long run risks in consumption growth 0 0 1 8 0 6 9 62
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 2 6 12 249
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 5 5 439
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 0 21 31 769
Habit formation: a resolution of the equity premium puzzle 1 1 3 174 4 9 21 519
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 2 7 10 1,115
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 1 9 13 716
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 4 9 12 721
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 2 9 17 424
Junior is Rich: Bequests as Consumption 0 0 0 100 1 8 9 487
Market Oganization and the prices of financial Assets 0 0 0 52 9 16 18 336
Mispriced Index Option Portfolios 0 0 1 21 0 5 9 75
Mispricing of S&P 500 Index Options 0 1 2 109 3 11 16 303
Mispricing of S&P 500 index options 0 1 2 104 1 11 17 395
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 1 5 7 253
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 0 6 12 964
Option Pricing: Real and Risk-Neutral Distributions 0 1 1 117 0 3 6 461
Option pricing: Real and risk-neutral distributions 0 0 0 172 1 5 8 402
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 1 3 8 80
Rational Asset Prices 0 0 0 253 0 2 6 701
Sentiment, Productivity, and Economic Growth 0 0 1 23 0 8 15 47
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 6 10 541
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 11 560 2 11 41 1,035
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 1 1 19 3 10 11 99
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 4 14 14 93
The Puzzle of Index Option Returns 0 0 1 63 1 4 8 219
The Puzzle of Index Option Returns 0 0 3 87 2 9 14 321
The Supply and Demand of S&P 500 Put Options 0 0 0 23 5 15 17 184
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 5 7 586
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 21 1 8 13 65
What Information Drives Asset Prices? 0 0 2 42 0 6 12 66
Total Working Papers 1 5 31 4,246 56 439 634 16,735
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 3 9 25 449 7 32 71 989
A Theory of the Nominal Term Structure of Interest Rates 0 0 1 547 1 7 12 1,559
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 1 4 4 149
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 3 8 14 239
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 2 34 0 2 7 93
Asset Pricing with Countercyclical Household Consumption Risk 1 1 1 17 3 9 16 113
Asset Pricing with Heterogeneous Consumers 0 0 3 1,274 0 31 48 3,053
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 1 5 13 848
Asset Pricing: Models and Empirical Evidence 0 0 2 68 2 11 20 198
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 1 4 6 51
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 1 7 13 781
Capital Market Equilibrium with Personal Tax 0 1 5 242 0 2 16 611
Capital Market Equilibrium with Transaction Costs 0 0 8 690 5 16 43 1,535
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 0 1 3 429
Comment on Chen, Kim and Kon 0 0 0 12 0 0 0 156
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 0 57
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 1 4 6 18
Habit Formation: A Resolution of the Equity Premium Puzzle 1 1 7 1,676 35 145 164 4,754
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 1 344 0 8 12 913
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 0 475 0 7 10 1,096
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 1 2 649 3 12 28 1,724
Junior is rich: bequests as consumption 0 0 0 53 5 9 11 281
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 1 2 5 212
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 1 2 134
Market Risk Adjustment in Project Valuation 0 0 1 213 2 7 10 767
Merton H. Miller 0 0 0 5 0 4 4 59
Mispriced index option portfolios 0 0 0 2 0 2 3 34
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 0 3 4 16
Mispricing of S&P 500 Index Options 0 0 0 1 0 4 5 14
Mispricing of S&P 500 Index Options 0 0 0 58 1 7 9 366
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 1 16 4 9 13 78
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 2 2 2 30
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 1 6 9 179
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 0 4 6 316
Optimal Population Growth and the Social Welfare Function 0 2 2 71 1 6 8 307
Optimal bond trading with personal taxes 0 0 0 24 3 5 6 133
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 1 2 157 0 18 28 557
Portfolio selection with transactions costs 0 0 4 157 2 29 45 382
Rational Asset Prices 0 0 0 72 12 27 30 391
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 1 15 1 3 4 67
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 4 6 302
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 3 6 166
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 1 1 261 1 6 15 778
The Puzzle of Index Option Returns 0 1 2 11 2 11 16 56
The Supply and Demand of S&P 500 Put Options 0 1 2 17 1 5 11 52
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 5 7 266
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 1 5 6 67
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 2 4 38
Warrant exercise and bond conversion in competitive markets 0 0 0 74 0 4 13 231
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 0 7 15 15
What Information Drives Asset Prices? 0 0 1 4 0 2 6 18
Total Journal Articles 5 19 77 8,540 104 517 815 25,678

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 3 4 100 1 7 13 300
Total Books 0 3 4 100 1 7 13 300

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 2 3 9
Capital Market Equilibrium with Transaction Costs 2 4 5 54 3 15 20 145
Corporate Securities and Credit Risk 0 0 0 0 1 3 3 6
Empirical Evidence and Fixes 0 0 0 0 1 1 2 5
Interest Rate and Currency Swaps 0 0 0 7 1 2 3 20
Introduction to Forward and Futures Contracts 0 0 0 12 0 2 4 27
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 0 3 4 19
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 0 6 0 3 5 32
Optimal Early Exercise of American Options 0 0 0 0 1 5 5 8
Options on Futures 0 0 0 0 0 0 1 7
Pricing Forwards and Futures 0 0 0 9 0 1 2 21
Risk Management 0 0 0 1 0 1 1 6
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 0 3 6 39
Theory of Valuation: Overview and Recent Developments 0 0 3 49 0 1 13 134
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 2 2 10
Using the Binomial Model 0 0 0 0 0 0 0 3
Total Chapters 2 4 8 160 7 44 74 491

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Statistics updated 2026-03-04