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 2 12 224
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 14 185
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 0 0 14 223
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 1 7 225
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 1 1 15 117
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 2 3 21 177
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 1 16 765
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 1 2 14 755
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 3 5 145 850
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 0 9 541
Asset pricing tests with long run risks in consumption growth 0 0 0 8 2 2 10 65
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 1 1 12 250
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 1 9 443
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 1 1 1 267 2 3 37 778
Habit formation: a resolution of the equity premium puzzle 1 1 3 176 5 9 37 542
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 1 2 13 1,119
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 1 15 719
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 1 2 16 726
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 0 0 18 425
Junior is Rich: Bequests as Consumption 0 0 0 100 0 0 10 489
Market Oganization and the prices of financial Assets 0 0 0 52 0 1 22 340
Mispriced Index Option Portfolios 0 0 0 21 2 2 12 81
Mispricing of S&P 500 Index Options 0 0 1 109 1 1 17 305
Mispricing of S&P 500 index options 0 0 1 104 0 3 20 400
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 0 0 9 255
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 2 2 18 972
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 1 2 13 470
Option pricing: Real and risk-neutral distributions 0 0 0 172 2 2 11 406
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 1 1 9 83
Rational Asset Prices 0 0 0 253 2 3 8 705
Sentiment, Productivity, and Economic Growth 0 0 0 23 0 0 10 48
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 1 1 14 545
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 0 4 560 2 3 36 1,047
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 1 2 18 97
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 19 0 0 15 103
The Puzzle of Index Option Returns 0 0 0 87 1 2 18 328
The Puzzle of Index Option Returns 0 0 1 63 0 2 13 225
The Supply and Demand of S&P 500 Put Options 0 0 0 23 0 1 27 194
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 4 4 11 590
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 0 21 1 1 16 69
What Information Drives Asset Prices? 0 0 0 42 1 1 12 68
Total Working Papers 2 2 13 4,249 43 70 773 16,949
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 1 6 35 467 38 63 148 1,086
A Theory of the Nominal Term Structure of Interest Rates 0 1 1 548 2 7 21 1,571
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 1 2 8 153
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 2 16 243
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 0 34 1 1 8 99
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 17 0 1 17 116
Asset Pricing with Heterogeneous Consumers 1 1 3 1,275 4 8 68 3,081
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 1 3 13 854
Asset Pricing: Models and Empirical Evidence 0 0 1 68 0 1 19 202
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 1 12 57
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 0 2 22 790
Capital Market Equilibrium with Personal Tax 1 1 3 244 3 6 17 621
Capital Market Equilibrium with Transaction Costs 3 5 13 698 9 26 77 1,580
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 0 6 432
Comment on Chen, Kim and Kon 0 0 0 12 0 1 3 159
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 2 59
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 1 2 10 22
Habit Formation: A Resolution of the Equity Premium Puzzle 0 2 8 1,682 3 15 218 4,820
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 3 3 20 924
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 1 476 0 0 13 1,100
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 2 649 1 4 35 1,733
Junior is rich: bequests as consumption 0 0 0 53 0 1 16 286
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 3 4 11 220
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 1 4 136
Market Risk Adjustment in Project Valuation 0 0 0 213 0 1 12 771
Merton H. Miller 0 0 0 5 0 1 9 64
Mispriced index option portfolios 0 0 0 2 0 0 3 35
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 0 7 1 3 7 20
Mispricing of S&P 500 Index Options 0 0 0 1 0 2 7 16
Mispricing of S&P 500 Index Options 0 1 1 59 1 3 12 371
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 1 3 18 1 3 17 83
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 0 1 3 31
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 0 0 12 182
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 0 3 10 321
Optimal Population Growth and the Social Welfare Function 0 0 2 71 0 2 10 310
Optimal bond trading with personal taxes 0 0 0 24 0 2 11 138
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 1 2 4 160 1 5 37 571
Portfolio selection with transactions costs 1 2 5 160 3 10 55 395
Rational Asset Prices 0 0 0 72 0 0 35 397
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 0 15 2 2 7 71
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 1 2 8 305
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 0 7 168
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 1 1 2 262 1 4 21 790
The Puzzle of Index Option Returns 0 0 2 11 2 2 23 65
The Supply and Demand of S&P 500 Put Options 0 0 1 17 2 3 15 60
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 0 7 267
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 1 6 68
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 0 8 43
Warrant exercise and bond conversion in competitive markets 0 0 0 74 0 1 9 234
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 0 1 16 19
What Information Drives Asset Prices? 0 0 0 4 1 1 7 22
Total Journal Articles 9 23 90 8,587 86 207 1,158 26,161

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 0 5 102 0 1 18 308
Total Books 0 0 5 102 0 1 18 308

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 1 4 11
Capital Market Equilibrium with Transaction Costs 0 0 6 56 2 4 24 154
Corporate Securities and Credit Risk 0 0 0 0 0 0 5 8
Empirical Evidence and Fixes 0 0 0 0 0 0 2 6
Interest Rate and Currency Swaps 0 0 0 7 0 0 2 20
Introduction to Forward and Futures Contracts 0 0 1 13 0 0 12 36
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 0 2 9 36
Optimal Early Exercise of American Options 0 0 0 0 1 2 8 11
Options on Futures 0 0 0 0 0 0 4 10
Pricing Forwards and Futures 0 0 0 9 0 0 4 24
Risk Management 0 0 0 1 0 0 2 7
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 1 1 10 43
Theory of Valuation: Overview and Recent Developments 0 0 0 49 0 0 8 136
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 1 5 13
Using the Binomial Model 0 0 0 0 0 0 1 4
Total Chapters 0 0 7 163 4 11 104 538

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Statistics updated 2026-09-10