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 1 12 222
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 15 223
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 1 2 8 225
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 1 2 19 175
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 0 1 14 116
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 1 9 541
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 0 2 142 847
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 1 17 765
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 1 1 14 754
Asset pricing tests with long run risks in consumption growth 0 0 0 8 0 0 9 63
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 0 11 249
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 0 0 0 266 0 3 36 776
Habit formation: a resolution of the equity premium puzzle 0 0 2 175 2 5 33 537
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 0 1 13 1,118
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 1 1 16 719
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 1 15 725
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 11 489
Market Oganization and the prices of financial Assets 0 0 0 52 0 2 22 340
Mispriced Index Option Portfolios 0 0 0 21 0 0 12 79
Mispricing of S&P 500 Index Options 0 0 1 109 0 0 16 304
Mispricing of S&P 500 index options 0 0 1 104 2 4 21 400
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 0 1 17 970
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 1 3 13 469
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 0 10 404
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 0 0 8 82
Rational Asset Prices 0 0 0 253 0 1 7 703
Sentiment, Productivity, and Economic Growth 0 0 0 23 0 0 13 48
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 2 13 544
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 2 35 1,045
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 1 1 17 96
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 1 63 0 2 13 225
The Puzzle of Index Option Returns 0 0 0 87 0 2 17 327
The Supply and Demand of S&P 500 Put Options 0 0 0 23 0 2 27 194
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 7 586
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 0 21 0 0 15 68
What Information Drives Asset Prices? 0 0 0 42 0 0 11 67
Total Working Papers 0 0 11 4,247 11 45 753 16,906
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 4 11 34 466 18 34 111 1,048
A Theory of the Nominal Term Structure of Interest Rates 1 1 1 548 3 6 19 1,569
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 0 1 7 152
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 2 2 17 243
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 0 34 0 1 7 98
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 17 0 1 17 116
Asset Pricing with Heterogeneous Consumers 0 0 2 1,274 0 6 66 3,077
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 0 2 12 853
Asset Pricing: Models and Empirical Evidence 0 0 1 68 1 1 19 202
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 1 1 12 57
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 1 4 22 790
Capital Market Equilibrium with Personal Tax 0 1 2 243 2 4 14 618
Capital Market Equilibrium with Transaction Costs 1 3 10 695 11 26 69 1,571
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 1 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 0 1 9 21
Habit Formation: A Resolution of the Equity Premium Puzzle 0 3 8 1,682 8 21 217 4,817
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 0 0 18 921
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 1 476 0 1 13 1,100
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 2 649 1 5 35 1,732
Junior is rich: bequests as consumption 0 0 0 53 1 2 16 286
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 1 2 8 217
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 1 3 13 771
Merton H. Miller 0 0 0 5 1 2 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 2 2 6 19
Mispricing of S&P 500 Index Options 1 1 1 59 2 2 11 370
Mispricing of S&P 500 Index Options 0 0 0 1 2 2 7 16
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 1 3 18 1 2 16 82
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 1 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 1 3 10 321
Optimal Population Growth and the Social Welfare Function 0 0 2 71 1 2 10 310
Optimal bond trading with personal taxes 0 0 0 24 2 4 11 138
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 1 1 4 159 1 7 37 570
Portfolio selection with transactions costs 0 1 4 159 2 8 52 392
Rational Asset Prices 0 0 0 72 0 1 35 397
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 0 15 0 1 5 69
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 2 7 304
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 0 1 261 0 5 22 789
The Puzzle of Index Option Returns 0 0 2 11 0 2 22 63
The Supply and Demand of S&P 500 Put Options 0 0 1 17 0 2 13 58
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 1 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 1 1 17 19
What Information Drives Asset Prices? 0 0 0 4 0 1 6 21
Total Journal Articles 8 23 82 8,578 69 179 1,087 26,075

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 5 102 0 3 18 308
Total Books 0 1 5 102 0 3 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 1 1 4 11
Capital Market Equilibrium with Transaction Costs 0 2 6 56 1 5 22 152
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 1 1 13 0 3 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 1 7 10
Options on Futures 0 0 0 0 0 0 4 10
Pricing Forwards and Futures 0 0 0 9 0 1 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 9 42
Theory of Valuation: Overview and Recent Developments 0 0 1 49 0 1 11 136
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 1 1 5 13
Using the Binomial Model 0 0 0 0 0 0 1 4
Total Chapters 0 3 8 163 4 16 103 534

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Statistics updated 2026-08-07