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 3 5 9 217
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 5 5 6 176
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 1 1 2 219
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 2 5 7 214
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 3 5 6 107
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 0 6 8 162
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 87 91 93 796
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 3 4 4 536
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 0 3 4 744
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 4 9 10 758
Asset pricing tests with long run risks in consumption growth 0 0 1 8 2 3 5 58
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 1 6 8 244
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 3 3 3 437
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 2 9 12 750
Habit formation: a resolution of the equity premium puzzle 0 0 2 173 3 8 15 513
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 5 8 10 712
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 4 6 7 1,112
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 3 5 7 715
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 0 8 9 415
Junior is Rich: Bequests as Consumption 0 0 0 100 1 1 2 480
Market Oganization and the prices of financial Assets 0 0 0 52 1 3 3 321
Mispriced Index Option Portfolios 0 0 1 21 2 3 6 72
Mispricing of S&P 500 Index Options 0 0 1 108 6 8 11 298
Mispricing of S&P 500 index options 1 1 2 104 5 9 12 389
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 1 2 3 249
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 4 7 10 962
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 0 1 4 458
Option pricing: Real and risk-neutral distributions 0 0 0 172 2 4 5 399
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 1 4 6 78
Rational Asset Prices 0 0 0 253 0 2 4 699
Sentiment, Productivity, and Economic Growth 0 0 1 23 3 4 11 42
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 3 7 7 538
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 16 560 5 17 45 1,029
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 4 4 4 83
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 18 4 5 5 93
The Puzzle of Index Option Returns 0 0 3 87 1 2 7 313
The Puzzle of Index Option Returns 0 1 1 63 1 4 5 216
The Supply and Demand of S&P 500 Put Options 0 0 1 23 2 2 6 171
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 1 3 3 582
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 21 5 8 11 62
What Information Drives Asset Prices? 0 0 2 42 2 6 8 62
Total Working Papers 1 6 33 4,242 185 296 403 16,481
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 8 24 442 10 27 57 967
A Theory of the Nominal Term Structure of Interest Rates 0 0 1 547 3 5 8 1,555
Admissible uncertainty in the intertemporal asset pricing model 0 0 2 59 2 2 4 147
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 1 5 7 232
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 2 34 0 0 6 91
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 16 1 5 9 105
Asset Pricing with Heterogeneous Consumers 0 1 4 1,274 19 24 38 3,041
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 3 5 11 846
Asset Pricing: Models and Empirical Evidence 0 1 2 68 2 6 11 189
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 1 3 4 48
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 5 11 11 779
Capital Market Equilibrium with Personal Tax 1 1 5 242 1 5 16 610
Capital Market Equilibrium with Transaction Costs 0 4 10 690 4 17 34 1,523
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 2 2 428
Comment on Chen, Kim and Kon 0 0 0 12 0 0 1 156
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 1 57
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 0 1 2 14
Habit Formation: A Resolution of the Equity Premium Puzzle 0 1 8 1,675 6 12 33 4,615
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 2 344 1 2 8 906
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 0 475 4 6 9 1,093
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 1 2 4 649 6 16 24 1,718
Junior is rich: bequests as consumption 0 0 0 53 0 2 3 272
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 1 2 6 211
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 1 2 133
Market Risk Adjustment in Project Valuation 0 0 1 213 2 3 5 762
Merton H. Miller 0 0 1 5 1 1 3 56
Mispriced index option portfolios 0 0 0 2 1 1 2 33
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 1 1 2 14
Mispricing of S&P 500 Index Options 0 0 0 1 1 2 2 11
Mispricing of S&P 500 Index Options 0 0 0 58 1 1 3 360
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 1 16 1 3 5 70
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 0 0 0 28
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 3 6 7 176
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 1 63 3 4 7 315
Optimal Population Growth and the Social Welfare Function 2 2 2 71 3 4 6 304
Optimal bond trading with personal taxes 0 0 0 24 0 0 2 128
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 1 156 3 8 16 542
Portfolio selection with transactions costs 0 1 5 157 23 30 41 376
Rational Asset Prices 0 0 0 72 1 3 4 365
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 1 15 0 0 1 64
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 1 2 4 299
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 1 3 4 164
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 1 1 1 261 5 8 14 777
The Puzzle of Index Option Returns 0 1 1 10 2 5 8 47
The Supply and Demand of S&P 500 Put Options 1 1 5 17 1 2 11 48
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 2 3 4 263
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 1 1 2 63
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 1 2 36
Warrant exercise and bond conversion in competitive markets 0 0 0 74 2 4 11 229
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 2 2 2 3 8 11 11
What Information Drives Asset Prices? 0 0 1 4 1 2 7 17
Total Journal Articles 8 26 89 8,529 133 265 491 25,294

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 1 1 3 98 2 5 11 295
Total Books 1 1 3 98 2 5 11 295

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 1 7
Capital Market Equilibrium with Transaction Costs 0 0 2 50 4 4 11 134
Corporate Securities and Credit Risk 0 0 0 0 0 0 0 3
Empirical Evidence and Fixes 0 0 0 0 0 0 2 4
Interest Rate and Currency Swaps 0 0 0 7 0 0 1 18
Introduction to Forward and Futures Contracts 0 0 0 12 0 1 2 25
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 1 2 2 17
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 0 6 1 3 3 30
Optimal Early Exercise of American Options 0 0 0 0 1 1 1 4
Options on Futures 0 0 0 0 0 0 1 7
Pricing Forwards and Futures 0 0 0 9 0 0 2 20
Risk Management 0 0 0 1 0 0 0 5
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 0 3 5 36
Theory of Valuation: Overview and Recent Developments 0 0 3 49 1 5 13 134
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 0 0 8
Using the Binomial Model 0 0 0 0 0 0 0 3
Total Chapters 0 0 5 156 8 19 44 455

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Statistics updated 2026-01-09