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 3 10 0 5 15 19
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 0 7 9 2,572
Distributional Analysis of Portfolio Choice 0 0 4 519 0 3 11 842
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 3 9 10 313
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 1 3 9 1,854
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 1 1 4 7
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 5 7 962
Multiple equilibria 0 0 2 207 0 3 9 237
Nobel Prize Conversations podcast 0 0 0 0 0 9 9 9
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 3 10 17 523
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 0 0 2 1,565
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 1 3 4 122
Portfolio Performance and Agency 0 0 0 283 1 7 9 698
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 1 2 593
Total Working Papers 0 0 11 3,510 11 66 117 10,316


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 2 5 390 1 6 13 934
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 2 4 5 418
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 1 5 8 269
Approximate utility 0 0 1 2 2 18 36 39
Bank Runs, Deposit Insurance, and Liquidity 14 50 147 5,909 98 325 909 18,725
Bank runs, deposit insurance, and liquidity 2 3 19 2,160 8 39 108 5,606
Banking Theory, Deposit Insurance, and Bank Regulation 0 0 1 584 1 8 20 1,335
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 0 5 8 77
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 0 4 4 412
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 1 6 10 1,945
Consensus in Diverse Corporate Boards 0 0 2 34 0 5 10 166
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 0 7 916
Distributional Analysis of Portfolio Choice 0 2 6 262 1 7 18 545
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 3 5 15 936
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 3 6 484
Empty Promises and Arbitrage 0 0 0 0 0 0 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 2 7 13 0 3 11 21
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 1 2 6 145
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 263 0 3 7 644
Lifetime consumption and investment: Retirement and constrained borrowing 0 0 2 88 0 6 15 299
Long Forward and Zero-Coupon Rates Can Never Fall 0 2 3 242 3 11 16 1,299
Mean-Variance Theory in Complete Markets 1 2 4 429 3 9 21 912
Nobel Lecture: Multiple Equilibria 0 1 2 21 2 9 16 55
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 1 1 2 77 2 6 10 216
On investor preferences and mutual fund separation 0 0 0 15 0 8 8 60
Portfolio Efficient Sets 0 0 1 128 0 5 8 350
Portfolio Performance and Agency 0 0 1 45 2 6 9 153
Portfolio Turnpikes 0 0 0 1 0 3 5 186
Present values and internal rates of return 0 0 0 47 1 5 8 121
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 2 4 4 7
Recovering Additive Utility Functions 0 0 0 36 1 3 6 148
Recovering Cardinal Utility 0 0 0 26 0 6 12 125
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 6 9 91
Screening of possibly incompetent agents 0 0 1 14 0 4 8 63
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 0 5 8 238
Tax Clienteles and Asset Pricing 0 0 3 63 0 6 12 163
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 8 531
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 1 4 7 79
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 4 11 1,145
The new risk management: the good, the bad, and the ugly 1 2 4 27 3 10 15 106
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 5 6 1,011
Using Asset Allocation to Protect Spending 0 0 0 1 0 2 3 4
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 2 7 14 283
What is the Fed's decision problem? (conference panel discussion) 0 1 2 6 1 3 5 31
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 2 7 10 187
Yes, the APT Is Testable 0 1 3 238 2 7 9 481
Total Journal Articles 19 69 226 13,987 147 612 1,485 42,520
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 3 3 7 971 8 13 24 2,635
Total Chapters 3 3 7 971 8 13 24 2,635


Statistics updated 2026-03-04