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 44 0 0 3 203
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 48 0 0 0 169
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 50 0 0 2 201
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 98 0 0 1 213
Asset Pricing with Countercyclical Household Consumption Risk 0 1 1 57 2 3 10 150
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 27 0 0 2 99
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 0 0 747
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 99 0 0 0 702
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 4 12 25 525
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 168 0 0 1 735
Asset pricing tests with long run risks in consumption growth 0 0 0 5 0 1 1 50
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 0 0 236
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 1 2 434
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 1 1 2 266 1 2 8 733
Habit formation: a resolution of the equity premium puzzle 1 1 5 166 1 2 23 487
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 0 2 701
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 1 1 359 0 1 2 1,100
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 3 3 703
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 1 80 0 0 2 406
Junior is Rich: Bequests as Consumption 0 0 0 100 0 0 3 475
Market Oganization and the prices of financial Assets 0 0 0 51 0 0 0 314
Mispriced Index Option Portfolios 0 0 2 19 0 1 5 62
Mispricing of S&P 500 Index Options 0 0 0 107 0 0 1 285
Mispricing of S&P 500 index options 0 0 0 100 0 0 3 371
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 1 57 0 0 1 244
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 1 243 0 1 5 948
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 116 0 0 6 445
Option pricing: Real and risk-neutral distributions 0 0 1 172 0 1 5 392
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 19 0 0 2 70
Rational Asset Prices 0 0 1 251 0 1 3 690
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 1 531
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 3 6 40 516 6 21 97 922
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 18 0 0 0 85
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 32 0 0 1 76
The Puzzle of Index Option Returns 0 0 0 61 0 1 5 206
The Puzzle of Index Option Returns 0 0 0 84 0 1 3 306
The Supply and Demand of S&P 500 Put Options 0 0 2 19 1 3 28 150
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 0 576
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 1 1 3 19 2 3 13 47
What Information Drives Asset Prices? 0 0 1 38 0 0 4 51
Total Working Papers 6 11 65 4,121 17 58 273 15,840


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 16 44 366 7 27 111 800
A Theory of the Nominal Term Structure of Interest Rates 0 4 8 536 0 6 15 1,526
Admissible uncertainty in the intertemporal asset pricing model 0 0 1 55 0 1 2 140
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 1 1 5 223
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 3 8 20 0 3 12 60
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 12 0 0 7 89
Asset Pricing with Heterogeneous Consumers 0 1 9 1,261 7 17 78 2,971
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 2 247 1 1 7 827
Asset Pricing: Models and Empirical Evidence 0 2 3 61 1 4 10 165
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 1 1 44
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 0 0 0 768
Capital Market Equilibrium with Personal Tax 1 1 9 224 1 4 20 573
Capital Market Equilibrium with Transaction Costs 1 5 13 664 3 10 33 1,454
Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 0 0 3 83 1 1 5 417
Comment on Chen, Kim and Kon 0 0 0 11 0 0 0 149
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 0 56
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 1 4 0 0 2 12
Habit Formation: A Resolution of the Equity Premium Puzzle 1 1 18 1,644 2 5 50 4,488
Habit persistence and durability in aggregate consumption: Empirical tests 0 6 15 339 2 12 29 877
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 3 11 464 1 6 18 1,064
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 1 6 637 1 5 23 1,667
Junior is rich: bequests as consumption 0 0 1 53 0 0 2 268
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 0 0 1 202
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 0 0 128
Market Risk Adjustment in Project Valuation 0 0 2 210 0 1 5 751
Merton H. Miller 0 0 0 4 0 0 1 53
Mispriced index option portfolios 0 0 1 2 0 1 3 23
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 2 4 0 0 3 9
Mispricing of S&P 500 Index Options 0 0 1 57 0 0 4 353
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 1 8
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 1 14 0 0 1 63
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 3 0 0 0 27
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 1 17 0 0 1 168
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 2 58 0 0 5 297
Optimal Population Growth and the Social Welfare Function 0 0 1 66 0 1 4 290
Optimal bond trading with personal taxes 0 0 2 23 0 0 2 120
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 3 151 1 1 13 503
Portfolio selection with transactions costs 0 1 6 141 0 2 8 316
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 1 3 13 0 1 6 62
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 55 0 0 1 291
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 0 0 159
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 5 8 256 3 9 20 751
The Puzzle of Index Option Returns 0 1 1 7 0 1 3 34
The Supply and Demand of S&P 500 Put Options 0 0 3 9 1 2 10 27
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 1 2 256
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 0 0 61
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 0 0 33
Warrant exercise and bond conversion in competitive markets 0 0 1 73 0 1 2 216
Total Journal Articles 6 51 191 8,149 33 125 526 23,839


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 9 85 0 6 23 260
Total Books 0 4 9 85 0 6 23 260


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Binomial Option Pricing 0 0 1 1 0 0 1 1
Capital Market Equilibrium with Transaction Costs 0 1 3 42 0 1 4 113
Corporate Securities and Credit Risk 0 0 0 0 0 0 0 2
Empirical Evidence and Fixes 0 0 0 0 0 0 1 2
Interest Rate and Currency Swaps 0 1 1 5 0 1 5 13
Introduction to Forward and Futures Contracts 0 1 4 8 0 1 5 17
Introduction to Options and No-Arbitrage Restrictions 0 0 1 5 0 0 5 13
OPTIMAL BOND TRADING WITH PERSONAL TAXES 1 1 1 4 1 1 2 23
Optimal Early Exercise of American Options 0 0 0 0 0 0 1 1
Options on Futures 0 0 0 0 0 0 1 4
Pricing Forwards and Futures 0 0 0 7 0 0 1 16
Risk Management 0 0 0 1 0 0 0 4
The Black–Scholes–Merton Option Pricing Formula 0 1 3 8 0 4 11 23
Theory of Valuation: Overview and Recent Developments 0 0 3 37 0 1 4 107
Trading Strategies and Slope and Convexity Restrictions 0 0 1 4 0 0 2 6
Using the Binomial Model 0 0 0 0 1 1 2 2
Total Chapters 1 5 18 122 2 10 45 347


Statistics updated 2023-06-05