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 0 2 12 224
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 2 2 16 187
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 1 2 8 226
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 0 1 15 117
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 0 3 21 177
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 0 16 765
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 0 2 14 755
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 0 3 145 850
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 0 2 10 65
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 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 0 9 443
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 1 1 267 0 2 37 778
Habit formation: a resolution of the equity premium puzzle 0 1 3 176 1 8 38 543
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 1 2 14 1,120
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 1 2 16 720
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 1 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 2 2 12 491
Market Oganization and the prices of financial Assets 0 0 0 52 0 0 22 340
Mispriced Index Option Portfolios 0 0 0 21 0 2 12 81
Mispricing of S&P 500 Index Options 0 0 1 109 0 1 15 305
Mispricing of S&P 500 index options 0 0 1 104 1 3 21 401
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 2 2 10 257
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 0 2 17 972
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 0 2 13 470
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 2 11 406
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 0 1 9 83
Rational Asset Prices 0 0 0 253 0 2 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 0 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 1 4 36 1,048
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 0 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 18 329
The Puzzle of Index Option Returns 1 1 2 64 1 1 14 226
The Supply and Demand of S&P 500 Put Options 0 0 0 23 1 1 26 195
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 1 5 12 591
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 0 21 0 1 15 69
What Information Drives Asset Prices? 0 0 0 42 0 1 12 68
Total Working Papers 1 3 14 4,250 16 70 780 16,965
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 11 16 44 478 19 75 165 1,105
A Theory of the Nominal Term Structure of Interest Rates 0 1 1 548 0 5 21 1,571
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 1 2 9 154
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 0 1 8 99
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 17 0 0 16 116
Asset Pricing with Heterogeneous Consumers 2 3 4 1,277 6 10 70 3,087
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 0 1 13 854
Asset Pricing: Models and Empirical Evidence 0 0 1 68 2 3 21 204
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 1 22 790
Capital Market Equilibrium with Personal Tax 0 1 3 244 1 6 17 622
Capital Market Equilibrium with Transaction Costs 0 4 12 698 4 24 78 1,584
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 0 3 159
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 1 1 3 60
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 2 3 11 24
Habit Formation: A Resolution of the Equity Premium Puzzle 1 1 9 1,683 6 17 223 4,826
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 1 4 21 925
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 1 476 1 1 14 1,101
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 2 649 2 4 33 1,735
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 0 4 11 220
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 0 4 136
Market Risk Adjustment in Project Valuation 0 0 0 213 1 2 13 772
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 0 3 7 20
Mispricing of S&P 500 Index Options 0 0 0 1 1 3 8 17
Mispricing of S&P 500 Index Options 0 1 1 59 0 3 12 371
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 0 2 18 0 2 16 83
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 2 3 5 33
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 2 2 14 184
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 2 3 12 323
Optimal Population Growth and the Social Welfare Function 0 0 2 71 0 1 10 310
Optimal bond trading with personal taxes 0 0 0 24 2 4 12 140
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 2 4 160 2 4 39 573
Portfolio selection with transactions costs 1 2 5 161 3 8 52 398
Rational Asset Prices 0 0 0 72 0 0 35 397
Stochastic Cash Management with Fixed and Proportional Transaction Costs 1 1 1 16 4 6 11 75
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 1 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 0 1 2 262 0 1 21 790
The Puzzle of Index Option Returns 0 0 2 11 2 4 25 67
The Supply and Demand of S&P 500 Put Options 0 0 1 17 0 2 14 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 1 1 10 235
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 1 2 17 20
What Information Drives Asset Prices? 0 0 0 4 0 1 7 22
Total Journal Articles 16 33 100 8,603 69 224 1,201 26,230

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 6 103 1 1 19 309
Total Books 1 1 6 103 1 1 19 309

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 3 6 27 157
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 0 9 36
Optimal Early Exercise of American Options 0 0 0 0 1 3 9 12
Options on Futures 0 0 0 0 0 0 3 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 0 1 10 43
Theory of Valuation: Overview and Recent Developments 0 0 0 49 0 0 7 136
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 12 106 542

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Statistics updated 2026-10-11