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 2 4 13 226
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 4 6 20 191
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 3 4 11 229
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 3 3 14 226
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 3 4 18 120
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 1 3 21 178
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 2 2 18 767
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 1 2 15 756
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 2 2 11 543
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 0 3 145 850
Asset pricing tests with long run risks in consumption growth 0 0 0 8 3 5 12 68
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 2 3 13 252
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 1 1 10 444
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 1 1 267 3 5 39 781
Habit formation: a resolution of the equity premium puzzle 0 1 3 176 3 9 39 546
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 1 2 17 721
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 5 7 19 1,125
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 1 2 16 727
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 1 1 19 426
Junior is Rich: Bequests as Consumption 0 0 0 100 0 2 12 491
Market Oganization and the prices of financial Assets 0 0 0 52 3 3 25 343
Mispriced Index Option Portfolios 0 0 0 21 0 2 11 81
Mispricing of S&P 500 Index Options 0 0 1 109 4 5 18 309
Mispricing of S&P 500 index options 0 0 1 104 1 2 20 402
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 1 3 11 258
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 3 5 18 975
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 2 3 15 472
Option pricing: Real and risk-neutral distributions 0 0 0 172 1 3 12 407
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 2 3 10 85
Rational Asset Prices 0 0 0 253 2 4 10 707
Sentiment, Productivity, and Economic Growth 1 1 1 24 2 2 11 50
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 1 2 13 546
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 1 1 1 561 1 4 31 1,049
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 1 2 19 98
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 19 1 1 15 104
The Puzzle of Index Option Returns 0 1 2 64 4 5 18 230
The Puzzle of Index Option Returns 0 0 0 87 0 2 18 329
The Supply and Demand of S&P 500 Put Options 0 0 0 23 1 2 27 196
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 5 10 17 596
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 0 21 3 4 17 72
What Information Drives Asset Prices? 0 0 0 42 0 1 9 68
Total Working Papers 2 5 12 4,252 79 138 827 17,044
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 7 19 50 485 34 91 193 1,139
A Theory of the Nominal Term Structure of Interest Rates 0 0 1 548 2 4 22 1,573
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 0 2 9 154
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 1 1 17 244
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 0 34 2 3 10 101
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 17 0 0 16 116
Asset Pricing with Heterogeneous Consumers 0 3 3 1,277 3 13 70 3,090
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 1 1 1 251 5 6 17 859
Asset Pricing: Models and Empirical Evidence 0 0 0 68 0 2 20 204
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 1 1 11 58
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 2 2 22 792
Capital Market Equilibrium with Personal Tax 3 4 6 247 5 9 20 627
Capital Market Equilibrium with Transaction Costs 0 3 12 698 5 18 77 1,589
Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 1 1 1 86 1 1 5 433
Comment on Chen, Kim and Kon 0 0 0 12 1 1 4 160
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 3 4 6 63
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 2 5 13 26
Habit Formation: A Resolution of the Equity Premium Puzzle 0 1 8 1,683 8 17 228 4,834
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 1 5 21 926
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 1 476 3 4 16 1,104
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 1 649 2 5 31 1,737
Junior is rich: bequests as consumption 0 0 0 53 4 4 20 290
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 2 5 13 222
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 4 4 8 140
Market Risk Adjustment in Project Valuation 0 0 0 213 1 2 13 773
Merton H. Miller 0 0 0 5 2 2 11 66
Mispriced index option portfolios 0 0 0 2 1 1 4 36
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 0 7 1 2 8 21
Mispricing of S&P 500 Index Options 0 0 0 1 4 5 12 21
Mispricing of S&P 500 Index Options 1 1 2 60 4 5 16 375
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 2 18 0 1 15 83
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 2 4 7 35
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 0 2 13 184
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 3 5 14 326
Optimal Population Growth and the Social Welfare Function 0 0 2 71 3 3 13 313
Optimal bond trading with personal taxes 0 0 0 24 3 5 15 143
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 4 5 8 164 5 8 41 578
Portfolio selection with transactions costs 0 2 5 161 1 7 52 399
Rational Asset Prices 0 0 0 72 6 6 40 403
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 1 1 16 0 6 11 75
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 2 3 9 307
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 2 2 7 170
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 1 2 3 263 5 6 25 795
The Puzzle of Index Option Returns 0 0 1 11 3 7 25 70
The Supply and Demand of S&P 500 Put Options 1 1 2 18 2 4 15 62
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 6 6 13 273
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 1 1 7 69
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 2 2 9 45
Warrant exercise and bond conversion in competitive markets 0 0 0 74 2 3 11 237
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 0 1 17 20
What Information Drives Asset Prices? 0 0 0 4 2 3 9 24
Total Journal Articles 19 44 113 8,622 154 309 1,301 26,384

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 6 103 2 3 19 311
Total Books 0 1 6 103 2 3 19 311

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 5 12
Capital Market Equilibrium with Transaction Costs 0 0 6 56 3 8 30 160
Corporate Securities and Credit Risk 0 0 0 0 1 1 6 9
Empirical Evidence and Fixes 0 0 0 0 0 0 2 6
Interest Rate and Currency Swaps 0 0 0 7 1 1 3 21
Introduction to Forward and Futures Contracts 0 0 1 13 1 1 13 37
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 11 38
Optimal Early Exercise of American Options 0 0 0 0 0 2 9 12
Options on Futures 0 0 0 0 1 1 4 11
Pricing Forwards and Futures 2 2 2 11 3 3 7 27
Risk Management 0 0 0 1 1 1 3 8
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 1 2 10 44
Theory of Valuation: Overview and Recent Developments 0 0 0 49 2 2 7 138
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 1 1 6 14
Using the Binomial Model 0 0 0 0 1 1 2 5
Total Chapters 2 2 9 165 19 27 122 561

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Statistics updated 2026-11-12