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 1 1 9 9 4 5 13 13
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 2 691 1 1 7 2,564
Distributional Analysis of Portfolio Choice 0 1 5 519 1 3 7 837
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 0 0 1 304
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 969 0 0 4 1,846
Interview 0 0 0 0 0 0 6 6
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 215 0 1 6 956
Multiple equilibria 0 0 7 206 0 1 15 231
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 0 1 4 508
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 1 1 177 0 1 2 1,564
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 1 1 119
Portfolio Performance and Agency 0 0 0 283 0 0 1 690
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 0 2 591
Total Working Papers 1 4 27 3,508 6 14 69 10,229


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 0 0 119
Adoption externalities as public goods 0 1 4 387 0 2 9 925
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 1 137 0 1 4 414
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 0 1 4 264
Approximate utility 0 0 1 1 8 8 12 12
Bank Runs, Deposit Insurance, and Liquidity 7 20 113 5,816 49 124 691 18,183
Bank runs, deposit insurance, and liquidity 1 4 24 2,152 8 15 70 5,535
Banking Theory, Deposit Insurance, and Bank Regulation 0 0 3 583 1 3 11 1,319
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 0 0 0 69
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 0 0 0 408
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 2 508 0 0 3 1,935
Consensus in Diverse Corporate Boards 0 1 2 34 0 3 9 161
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 2 9 915
Distributional Analysis of Portfolio Choice 0 1 11 260 1 3 17 535
Duality, interest rates, and the theory of present value 0 0 0 17 0 0 0 76
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 2 7 270 0 4 12 926
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 1 3 481
Empty Promises and Arbitrage 0 0 0 0 1 1 2 140
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 2 9 10 0 2 15 16
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 0 0 139
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 2 263 1 2 7 640
Lifetime consumption and investment: Retirement and constrained borrowing 1 1 2 87 1 2 7 288
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 240 0 2 8 1,287
Mean-Variance Theory in Complete Markets 0 0 4 427 0 0 14 899
Nobel Lecture: Multiple Equilibria 1 1 3 20 2 4 9 45
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 75 0 1 2 208
On investor preferences and mutual fund separation 0 0 0 15 0 0 1 52
Portfolio Efficient Sets 0 0 1 128 0 0 2 344
Portfolio Performance and Agency 0 0 2 45 0 0 3 146
Portfolio Turnpikes 0 0 0 1 0 0 4 182
Present values and internal rates of return 0 0 1 47 0 1 5 116
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 0 3 3
Recovering Additive Utility Functions 0 0 0 36 0 2 3 144
Recovering Cardinal Utility 0 0 0 26 0 5 7 119
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 0 6 69
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 0 135
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 1 1 83
Screening of possibly incompetent agents 0 0 2 14 1 1 3 57
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 0 0 2 232
Tax Clienteles and Asset Pricing 0 0 3 63 0 0 4 155
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 1 523
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 1 1 9 74
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 1 2 3
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 1 1 3 553 1 1 8 1,136
The new risk management: the good, the bad, and the ugly 0 1 2 24 0 2 7 94
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 1 2 1,006
Using Asset Allocation to Protect Spending 0 0 1 1 0 1 2 2
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 1 76 0 3 5 273
What is the Fed's decision problem? (conference panel discussion) 0 1 1 21 0 1 1 178
What is the Fed's decision problem? (conference panel discussion) 0 1 1 5 0 2 2 28
Yes, the APT Is Testable 1 1 2 237 1 1 2 474
Total Journal Articles 12 38 214 13,862 76 205 1,003 41,567
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 0 12 968 0 3 25 2,622
Total Chapters 0 0 12 968 0 3 25 2,622


Statistics updated 2025-10-06