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 1 1 43 0 1 8 199
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 50 0 1 7 194
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 98 1 2 8 211
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 26 0 2 10 95
Asset Pricing with Countercyclical Household Consumption Risk 0 1 1 54 1 3 11 127
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 1 1 190 1 2 8 743
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 167 0 0 5 732
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 99 0 3 5 701
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 4 10 22 486
Asset pricing tests with long run risks in consumption growth 0 0 0 3 0 2 16 46
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 0 3 235
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 0 4 430
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 3 5 262 2 10 27 711
Habit formation: a resolution of the equity premium puzzle 0 0 8 155 0 4 36 440
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 2 9 696
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 1 356 0 3 16 1,093
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 1 7 691
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 79 1 3 8 404
Junior is Rich: Bequests as Consumption 0 0 0 100 0 1 7 469
Market Oganization and the prices of financial Assets 0 0 0 51 1 1 4 311
Mispriced Index Option Portfolios 0 0 2 17 1 1 16 55
Mispricing of S&P 500 Index Options 0 0 0 107 0 0 7 281
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 1 56 0 0 5 240
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 2 239 0 1 17 929
Option Pricing: Real and Risk-Neutral Distributions 1 1 2 115 1 1 7 429
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 2 19 0 2 14 65
Rational Asset Prices 0 0 0 249 0 1 7 680
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 4 529
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 18 1 1 4 81
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 31 1 1 5 73
The Puzzle of Index Option Returns 0 0 3 61 8 26 49 184
The Puzzle of Index Option Returns 0 0 1 84 1 1 11 302
The Supply and Demand of S&P 500 Put Options 0 2 5 17 1 10 33 112
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 3 573
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 3 3 3 3 9 9 9 9
What Information Drives Asset Prices? 0 0 3 36 0 0 7 39
Total Working Papers 4 12 42 3,227 34 105 419 13,595


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 5 22 104 255 11 40 189 519
A Theory of the Nominal Term Structure of Interest Rates 0 0 8 519 0 5 23 1,492
Admissible uncertainty in the intertemporal asset pricing model 0 0 5 53 0 0 9 133
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 1 11 217
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 3 8 0 1 12 34
Asset Pricing with Countercyclical Household Consumption Risk 1 1 2 10 2 5 18 72
Asset Pricing with Heterogeneous Consumers 0 1 8 1,245 5 16 77 2,847
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 4 7 241 1 8 22 807
Asset Pricing: Models and Empirical Evidence 2 2 9 53 3 5 24 147
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 0 2 42
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 163 0 0 1 764
Capital Market Equilibrium with Personal Tax 0 2 17 205 0 5 35 535
Capital Market Equilibrium with Transaction Costs 4 7 35 634 9 17 85 1,374
Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 0 1 3 79 0 4 14 407
Comment on Chen, Kim and Kon 0 0 0 11 1 2 14 143
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 4 55
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 1 3 0 0 5 9
Habit Formation: A Resolution of the Equity Premium Puzzle 0 7 39 1,610 4 23 146 4,382
Habit persistence and durability in aggregate consumption: Empirical tests 0 5 14 316 1 10 47 827
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 15 435 1 4 49 1,018
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 3 14 623 4 19 62 1,603
Junior is rich: bequests as consumption 0 0 0 52 1 2 7 265
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 0 1 11 200
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 0 1 123
Market Risk Adjustment in Project Valuation 2 3 5 206 6 7 18 741
Merton H. Miller 0 0 0 4 0 1 4 48
Mispricing of S&P 500 Index Options 0 0 2 56 0 1 15 347
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 1 4 12 0 2 8 54
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 3 0 0 2 27
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 16 0 0 6 167
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 1 1 4 55 1 3 12 289
Optimal Population Growth and the Social Welfare Function 0 0 1 65 1 1 14 282
Optimal bond trading with personal taxes 0 0 1 20 0 1 9 112
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 10 141 0 1 32 471
Portfolio selection with transactions costs 2 4 12 127 3 5 25 293
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 0 9 0 3 7 54
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 1 2 2 54 1 3 15 289
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 0 3 156
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 1 18 240 4 12 72 692
The Puzzle of Index Option Returns 0 0 0 3 0 0 4 25
Time nonseparability in aggregate consumption: International evidence 0 0 0 42 0 0 7 251
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 0 6 61
Transaction Costs and the Pricing of Financial Assets 0 0 1 7 0 0 4 32
Warrant exercise and bond conversion in competitive markets 0 0 0 72 0 0 5 211
Total Journal Articles 18 67 344 7,737 59 208 1,136 22,617


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 4 19 68 1 10 53 207
Total Books 0 4 19 68 1 10 53 207


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital Market Equilibrium with Transaction Costs 1 3 9 33 1 5 32 82
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 1 2 0 0 3 17
Theory of Valuation: Overview and Recent Developments 0 0 3 33 0 0 10 95
Total Chapters 1 3 13 68 1 5 45 194


Statistics updated 2021-08-01