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 13 222
Are options on index futures profitable for risk averse investors? Empirical evidence 0 0 0 49 0 4 14 185
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 99 0 4 7 224
Asset Pricing Tests with Long Run Risks in Consumption Growth 0 0 0 51 0 6 15 223
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 28 0 4 14 116
Asset Pricing with Countercyclical Household Consumption Risk 0 0 0 59 0 3 18 174
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 190 1 3 17 765
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 100 2 6 142 847
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 0 169 0 2 13 753
Asset pricing tests with long run risks in consumption growth 0 0 0 8 0 1 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 1 2 9 443
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests 0 0 0 266 1 5 36 776
Habit formation: a resolution of the equity premium puzzle 0 1 3 175 2 13 35 535
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 0 0 1 15 718
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 0 362 1 1 13 1,118
Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." 0 0 0 49 1 3 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 2 11 489
Market Oganization and the prices of financial Assets 0 0 0 52 1 4 22 340
Mispriced Index Option Portfolios 0 0 0 21 0 4 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 1 3 19 398
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 58 0 2 9 255
Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns 0 0 0 244 0 3 17 970
Option Pricing: Real and Risk-Neutral Distributions 0 0 1 117 0 5 12 468
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 2 8 82
Rational Asset Prices 0 0 0 253 1 2 7 703
Sentiment, Productivity, and Economic Growth 0 0 0 23 0 1 13 48
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs 0 0 0 139 0 3 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 6 560 0 6 38 1,044
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 0 34 0 2 16 95
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth 0 0 1 19 0 3 15 103
The Puzzle of Index Option Returns 0 0 1 63 2 5 13 225
The Puzzle of Index Option Returns 0 0 0 87 1 5 17 327
The Supply and Demand of S&P 500 Put Options 0 0 0 23 1 8 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 2 15 68
What Information Drives Asset Prices? 0 0 0 42 0 1 11 67
Total Working Papers 0 1 14 4,247 16 124 751 16,895
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 9 32 462 7 29 97 1,030
A Theory of the Nominal Term Structure of Interest Rates 0 0 0 547 2 5 16 1,566
Admissible uncertainty in the intertemporal asset pricing model 0 0 0 59 1 2 7 152
Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence 0 0 0 0 0 2 15 241
Asset Pricing Tests with Long-run Risks in Consumption Growth 0 0 0 34 0 3 7 98
Asset Pricing with Countercyclical Household Consumption Risk 0 0 1 17 1 2 17 116
Asset Pricing with Heterogeneous Consumers 0 0 3 1,274 4 18 69 3,077
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence 0 0 0 250 2 5 14 853
Asset Pricing: Models and Empirical Evidence 0 0 1 68 0 2 22 201
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities 0 0 0 14 0 5 11 56
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences 0 0 0 164 1 8 21 789
Capital Market Equilibrium with Personal Tax 0 1 4 243 1 3 16 616
Capital Market Equilibrium with Transaction Costs 1 4 10 694 6 24 61 1,560
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 6 432
Comment on Chen, Kim and Kon 0 0 0 12 1 1 3 159
Debt and Taxes and Uncertainty: Discussion 0 0 0 12 0 2 2 59
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time 0 0 0 4 1 3 9 21
Habit Formation: A Resolution of the Equity Premium Puzzle 2 4 9 1,682 4 30 213 4,809
Habit persistence and durability in aggregate consumption: Empirical tests 0 0 0 344 0 7 18 921
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation 0 1 1 476 0 4 13 1,100
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle 0 0 2 649 2 5 35 1,731
Junior is rich: bequests as consumption 0 0 0 53 0 4 15 285
Junior must pay: pricing the implicit put in privatizing Social Security 0 0 0 14 0 4 7 216
MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* 0 0 0 15 1 2 4 136
Market Risk Adjustment in Project Valuation 0 0 0 213 0 3 12 770
Merton H. Miller 0 0 0 5 0 2 8 63
Mispriced index option portfolios 0 0 0 2 0 1 3 35
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply 0 0 0 7 0 1 4 17
Mispricing of S&P 500 Index Options 0 0 0 1 0 0 5 14
Mispricing of S&P 500 Index Options 0 0 0 58 0 0 9 368
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs 1 2 3 18 1 3 16 81
Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income 0 0 0 4 0 0 2 30
Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves 0 0 0 17 0 3 12 182
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing 0 0 0 63 2 4 9 320
Optimal Population Growth and the Social Welfare Function 0 0 2 71 1 2 9 309
Optimal bond trading with personal taxes 0 0 0 24 0 2 9 136
Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns 0 0 3 158 3 9 37 569
Portfolio selection with transactions costs 1 1 5 159 5 7 51 390
Rational Asset Prices 0 0 0 72 0 5 35 397
Stochastic Cash Management with Fixed and Proportional Transaction Costs 0 0 0 15 0 2 5 69
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs 0 0 0 57 1 2 7 304
Strategic analysis of the competitive exercise of certain financial options 0 0 0 20 0 1 8 168
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion 0 0 1 261 3 9 24 789
The Puzzle of Index Option Returns 0 0 2 11 0 6 22 63
The Supply and Demand of S&P 500 Put Options 0 0 1 17 1 5 14 58
Time nonseparability in aggregate consumption: International evidence 0 0 0 43 0 1 8 267
To Pay or Not to Pay Dividend: Discussion 0 0 0 15 0 0 6 67
Transaction Costs and the Pricing of Financial Assets 0 0 0 7 0 5 8 43
Warrant exercise and bond conversion in competitive markets 0 0 0 74 1 2 9 234
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks 0 0 2 2 0 2 18 18
What Information Drives Asset Prices? 0 0 0 4 0 1 6 21
Total Journal Articles 6 22 82 8,570 52 250 1,054 26,006

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 1 6 18 308
Total Books 0 1 5 102 1 6 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 10
Capital Market Equilibrium with Transaction Costs 0 2 7 56 1 5 22 151
Corporate Securities and Credit Risk 0 0 0 0 0 2 5 8
Empirical Evidence and Fixes 0 0 0 0 0 1 3 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 9 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 2 4 9 36
Optimal Early Exercise of American Options 0 0 0 0 0 1 6 9
Options on Futures 0 0 0 0 0 3 4 10
Pricing Forwards and Futures 0 0 0 9 0 3 4 24
Risk Management 0 0 0 1 0 1 2 7
The Black–Scholes–Merton Option Pricing Formula 0 0 0 11 0 3 9 42
Theory of Valuation: Overview and Recent Developments 0 0 3 49 0 2 13 136
Trading Strategies and Slope and Convexity Restrictions 0 0 0 5 0 2 4 12
Using the Binomial Model 0 0 0 0 0 1 1 4
Total Chapters 0 3 11 163 3 38 104 530

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Statistics updated 2026-07-10