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 2 46 0 3 5 212
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 1 2 209
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 1 1 218
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 0 0 2 156
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 0 0 2 102
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 157 0 0 0 532
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 0 1 1 749
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 0 0 2 705
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 169 0 1 1 741
Asset pricing tests with long run risks in consumption growth 0 0 2 8 0 1 3 55
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." 0 0 0 22 0 0 2 238
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 0 1 3 741
Habit formation: a resolution of the equity premium puzzle 0 1 2 173 0 5 7 505
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 0 1 2 1,106
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 1 2 704
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 0 0 2 710
Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security 0 0 0 80 0 0 1 407
Junior is Rich: Bequests as Consumption 0 0 0 100 0 1 2 479
Market Oganization and the prices of financial Assets 0 0 0 52 0 0 2 318
Mispriced Index Option Portfolios 0 0 1 21 0 2 3 69
Mispricing of S&P 500 Index Options 0 0 1 108 2 2 3 290
Mispricing of S&P 500 index options 0 0 2 103 0 1 5 380
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 1 1 1 247
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 1 2 4 955
Option Pricing: Real and Risk-Neutral Distributions 0 0 0 116 0 1 4 457
Option pricing: Real and risk-neutral distributions 0 0 0 172 0 1 1 395
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes 0 0 0 21 0 0 2 74
Rational Asset Prices 0 0 0 253 0 1 2 697
Sentiment, Productivity, and Economic Growth 0 0 3 23 0 3 11 38
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 0 0 531
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics 0 2 16 556 1 6 35 1,012
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 0 0 88
The Puzzle of Index Option Returns 0 0 3 87 1 1 5 311
The Puzzle of Index Option Returns 0 0 0 62 0 0 1 212
The Supply and Demand of S&P 500 Put Options 0 0 1 23 2 2 4 169
Time Nonseparability in Aggregate Consumption: International Evidence 0 0 0 75 0 0 0 579
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 1 21 1 1 3 54
What Information Drives Asset Prices? 0 0 2 42 0 0 2 56
Total Working Papers 0 3 36 4,236 9 41 129 16,185
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 2 4 30 434 2 7 51 940
A Theory of the Nominal Term Structure of Interest Rates 0 0 2 547 0 0 6 1,550
Admissible uncertainty in the intertemporal asset pricing model 0 0 2 59 0 0 3 145
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 1 2 227
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 4 34 0 0 9 91
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 16 1 1 4 100
Asset Pricing with Heterogeneous Consumers 1 2 5 1,273 4 9 17 3,017
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 0 2 6 841
Asset Pricing: Models and Empirical Evidence 0 0 2 67 0 4 7 183
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 0 1 45
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 0 2 8 241 1 5 17 605
Capital Market Equilibrium with Transaction Costs 1 2 7 686 3 7 21 1,506
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 2 426
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 1 1 13
Habit Formation: A Resolution of the Equity Premium Puzzle 0 1 10 1,674 1 7 32 4,603
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 2 344 0 1 7 904
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 0 0 475 0 0 4 1,087
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 3 647 4 6 10 1,702
Junior is rich: bequests as consumption 0 0 0 53 0 0 1 270
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 0 0 5 209
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 0 0 1 132
Market Risk Adjustment in Project Valuation 0 0 1 213 0 1 2 759
Merton H. Miller 0 0 1 5 0 0 2 55
Mispriced index option portfolios 0 0 0 2 0 0 3 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 58 0 0 3 359
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 0 9
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 1 1 2 16 1 2 4 67
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 0 0 1 170
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 1 63 0 0 4 311
Optimal Population Growth and the Social Welfare Function 0 0 0 69 0 0 2 300
Optimal bond trading with personal taxes 0 0 0 24 1 1 2 128
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 1 1 156 0 2 10 534
Portfolio selection with transactions costs 1 2 6 156 6 7 16 346
Rational Asset Prices 0 0 0 72 0 0 2 362
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 0 3 297
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 1 2 161
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 0 0 260 0 4 6 769
The Puzzle of Index Option Returns 0 0 0 9 0 1 3 42
The Supply and Demand of S&P 500 Put Options 0 0 5 16 1 2 12 46
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 1 1 260
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 1 1 62
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 0 1 35
Warrant exercise and bond conversion in competitive markets 0 0 0 74 0 0 7 225
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 0 0 0 3 3 3
What Information Drives Asset Prices? 0 0 1 4 0 0 6 15
Total Journal Articles 6 15 97 8,503 26 77 308 25,029

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 97 0 0 12 290
Total Books 0 0 5 97 0 0 12 290

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 2 7
Capital Market Equilibrium with Transaction Costs 0 1 3 50 0 1 9 130
Corporate Securities and Credit Risk 0 0 0 0 0 0 0 3
Empirical Evidence and Fixes 0 0 0 0 0 1 2 4
Interest Rate and Currency Swaps 0 0 1 7 0 0 2 18
Introduction to Forward and Futures Contracts 0 0 1 12 0 0 2 24
Introduction to Options and No-Arbitrage Restrictions 0 0 0 5 0 0 0 15
OPTIMAL BOND TRADING WITH PERSONAL TAXES 0 0 0 6 0 0 1 27
Optimal Early Exercise of American Options 0 0 0 0 0 0 1 3
Options on Futures 0 0 0 0 1 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 0 0 2 33
Theory of Valuation: Overview and Recent Developments 0 3 3 49 1 6 8 129
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 4 9 156 2 10 33 436

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Statistics updated 2025-10-06