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 46 1 2 6 214
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 0 1 171
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 0 3 5 212
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 0 1 218
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 5 6 8 162
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 2 2 3 104
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 5 5 6 754
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 1 1 1 533
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 4 4 6 709
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 3 3 4 744
Asset pricing tests with long run risks in consumption growth 0 0 1 8 0 1 3 56
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 4 5 7 243
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences 0 0 0 0 0 0 0 434
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 6 7 10 748
Habit formation: a resolution of the equity premium puzzle 0 0 2 173 3 5 12 510
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 3 3 5 707
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 2 2 3 1,108
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 1 2 4 712
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 8 8 9 415
Junior is Rich: Bequests as Consumption 0 0 0 100 0 0 2 479
Market Oganization and the prices of financial Assets 0 0 0 52 2 2 2 320
Mispriced Index Option Portfolios 0 0 1 21 0 1 4 70
Mispricing of S&P 500 Index Options 0 0 1 108 1 4 5 292
Mispricing of S&P 500 index options 0 0 2 103 2 4 9 384
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 1 2 2 248
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 1 4 6 958
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 1 1 5 458
Option pricing: Real and risk-neutral distributions 0 0 0 172 2 2 3 397
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 2 3 5 77
Rational Asset Prices 0 0 0 253 2 2 4 699
Sentiment, Productivity, and Economic Growth 0 0 2 23 0 1 10 39
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 2 4 4 535
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 4 16 560 6 13 40 1,024
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 0 0 0 79
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 18 0 1 1 89
The Puzzle of Index Option Returns 0 0 3 87 1 2 6 312
The Puzzle of Index Option Returns 1 1 1 63 3 3 4 215
The Supply and Demand of S&P 500 Put Options 0 0 1 23 0 2 4 169
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 2 2 2 581
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 21 2 4 6 57
What Information Drives Asset Prices? 0 0 2 42 1 4 6 60
Total Working Papers 1 5 34 4,241 79 120 224 16,296
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 5 8 24 440 11 19 50 957
A Theory of the Nominal Term Structure of Interest Rates 0 0 2 547 1 2 6 1,552
Admissible uncertainty in the intertemporal asset pricing model 0 0 2 59 0 0 2 145
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 4 4 6 231
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 3 34 0 0 8 91
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 16 4 5 8 104
Asset Pricing with Heterogeneous Consumers 0 2 4 1,274 2 9 19 3,022
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 1 2 8 843
Asset Pricing: Models and Empirical Evidence 0 1 3 68 3 4 10 187
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 2 3 47
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 4 6 6 774
Capital Market Equilibrium with Personal Tax 0 0 6 241 2 5 17 609
Capital Market Equilibrium with Transaction Costs 4 5 11 690 7 16 31 1,519
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 2 3 428
Comment on Chen, Kim and Kon 0 0 1 12 0 0 2 156
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 0 1 57
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 1 2 2 14
Habit Formation: A Resolution of the Equity Premium Puzzle 0 1 9 1,675 3 7 30 4,609
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 2 344 0 1 7 905
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 0 475 1 2 6 1,089
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 1 3 648 6 14 18 1,712
Junior is rich: bequests as consumption 0 0 0 53 2 2 3 272
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 1 1 6 210
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 1 1 2 133
Market Risk Adjustment in Project Valuation 0 0 1 213 0 1 3 760
Merton H. Miller 0 0 1 5 0 0 2 55
Mispriced index option portfolios 0 0 0 2 0 0 1 32
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 1 7 0 0 1 13
Mispricing of S&P 500 Index Options 0 0 0 1 1 1 1 10
Mispricing of S&P 500 Index Options 0 0 0 58 0 0 2 359
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 0 1 1 16 1 3 4 69
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 0 0 0 28
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 2 3 4 173
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 1 63 0 1 4 312
Optimal Population Growth and the Social Welfare Function 0 0 0 69 1 1 3 301
Optimal bond trading with personal taxes 0 0 0 24 0 1 2 128
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 1 156 2 5 13 539
Portfolio selection with transactions costs 1 2 6 157 6 13 19 353
Rational Asset Prices 0 0 0 72 1 2 3 364
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 1 15 0 0 1 64
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 0 1 3 298
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 2 3 163
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 0 0 260 2 3 9 772
The Puzzle of Index Option Returns 0 1 1 10 0 3 6 45
The Supply and Demand of S&P 500 Put Options 0 0 5 16 0 2 12 47
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 1 1 2 261
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 0 1 62
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 1 2 36
Warrant exercise and bond conversion in competitive markets 0 0 0 74 1 2 9 227
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 2 2 2 2 5 5 8 8
What Information Drives Asset Prices? 0 0 1 4 1 1 6 16
Total Journal Articles 12 24 93 8,521 78 158 378 25,161

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 4 97 1 3 11 293
Total Books 0 0 4 97 1 3 11 293

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 0 2 7
Capital Market Equilibrium with Transaction Costs 0 0 2 50 0 0 7 130
Corporate Securities and Credit Risk 0 0 0 0 0 0 0 3
Empirical Evidence and Fixes 0 0 0 0 0 0 2 4
Interest Rate and Currency Swaps 0 0 1 7 0 0 2 18
Introduction to Forward and Futures Contracts 0 0 0 12 1 1 2 25
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 1 1 1 16
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 0 6 2 2 2 29
Optimal Early Exercise of American Options 0 0 0 0 0 0 1 3
Options on Futures 0 0 0 0 0 1 1 7
Pricing Forwards and Futures 0 0 1 9 0 0 3 20
Risk Management 0 0 0 1 0 0 0 5
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 2 3 5 36
Theory of Valuation: Overview and Recent Developments 0 0 3 49 2 5 12 133
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 0 0 8
Using the Binomial Model 0 0 0 0 0 0 0 3
Total Chapters 0 0 7 156 8 13 40 447

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Statistics updated 2025-12-06