Access Statistics for Philip H. Dybvig

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
Biographical 0 0 2 10 4 9 18 23
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 2 8 11 2,574
Distributional Analysis of Portfolio Choice 0 0 4 519 1 2 12 843
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 0 7 9 313
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 0 2 9 1,854
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 1 2 5 8
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 0 2 7 962
Multiple equilibria 1 1 3 208 2 4 10 239
Nobel Prize Conversations podcast 1 1 1 1 2 11 11 11
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 0 7 17 523
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 1 1 3 1,566
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 3 4 122
Portfolio Performance and Agency 0 0 0 283 2 7 11 700
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 0 2 593
Total Working Papers 2 2 12 3,512 15 65 129 10,331


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Acknowledgment: Kinks on the Mean-Variance Frontier 0 0 0 0 0 1 3 122
Adoption externalities as public goods 0 0 5 390 1 2 14 935
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 0 3 5 418
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 0 5 7 269
Approximate utility 0 0 1 2 0 6 36 39
Bank Runs, Deposit Insurance, and Liquidity 7 33 147 5,916 77 280 926 18,802
Bank runs, deposit insurance, and liquidity 0 3 16 2,160 7 33 109 5,613
Banking Theory, Deposit Insurance, and Bank Regulation 0 0 1 584 2 7 22 1,337
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 1 4 9 78
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 0 3 4 412
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 0 6 10 1,945
Consensus in Diverse Corporate Boards 0 0 2 34 0 2 10 166
Differential Information and Performance Measurement Using a Security Market Line 0 0 0 285 1 1 6 917
Distributional Analysis of Portfolio Choice 0 1 6 262 1 7 19 546
Duality, interest rates, and the theory of present value 0 0 0 17 0 2 5 81
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 4 271 0 5 15 936
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 1 2 7 485
Empty Promises and Arbitrage 0 0 0 0 0 0 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 1 7 13 1 3 12 22
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 1 3 7 146
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 263 1 3 8 645
Lifetime consumption and investment: Retirement and constrained borrowing 0 0 2 88 0 5 15 299
Long Forward and Zero-Coupon Rates Can Never Fall 2 3 5 244 3 13 19 1,302
Mean-Variance Theory in Complete Markets 0 2 3 429 0 9 17 912
Nobel Lecture: Multiple Equilibria 0 0 2 21 1 4 17 56
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 1 2 77 0 5 9 216
On investor preferences and mutual fund separation 0 0 0 15 0 8 8 60
Portfolio Efficient Sets 0 0 1 128 0 3 8 350
Portfolio Performance and Agency 0 0 1 45 0 4 9 153
Portfolio Turnpikes 0 0 0 1 1 3 6 187
Present values and internal rates of return 0 0 0 47 1 3 9 122
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 3 4 7
Recovering Additive Utility Functions 0 0 0 36 0 2 6 148
Recovering Cardinal Utility 0 0 0 26 1 4 13 126
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 2 3 72
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 1 136
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 2 9 91
Screening of possibly incompetent agents 0 0 1 14 0 2 8 63
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 0 4 8 238
Tax Clienteles and Asset Pricing 0 0 3 63 0 5 12 163
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 1 5 9 532
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 3 6 10 82
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 4 6 7
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 1 553 1 3 11 1,146
The new risk management: the good, the bad, and the ugly 0 1 4 27 4 10 18 110
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 4 6 1,011
Using Asset Allocation to Protect Spending 1 1 1 2 1 3 4 5
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 3 10 17 286
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 1 6 11 188
What is the Fed's decision problem? (conference panel discussion) 0 1 2 6 1 4 6 32
Yes, the APT Is Testable 0 0 3 238 2 8 11 483
Total Journal Articles 10 47 224 13,997 118 522 1,527 42,638
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage, state prices and portfolio theory 0 3 7 971 0 10 21 2,635
Total Chapters 0 3 7 971 0 10 21 2,635


Statistics updated 2026-04-09