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 2 2 18 27
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 0 0 14 2,577
Distributional Analysis of Portfolio Choice 0 1 2 520 0 1 17 851
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 0 0 12 316
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 1 2 10 1,856
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 1 2 5 11
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 0 2 11 967
Multiple equilibria 0 0 2 208 0 1 12 243
Nobel Prize Conversations podcast 0 0 1 1 0 3 14 14
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 2 4 20 527
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 0 0 4 1,567
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 0 4 122
Portfolio Performance and Agency 0 0 0 283 0 1 12 702
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 0 3 594
Total Working Papers 0 1 8 3,513 6 18 156 10,374


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 1 2 5 124
Adoption externalities as public goods 1 1 4 391 4 4 16 940
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 0 1 7 421
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 1 1 125 0 3 9 272
Approximate utility 0 0 1 2 1 1 38 42
Bank Runs, Deposit Insurance, and Liquidity 9 43 171 5,974 46 219 1,012 19,114
Bank runs, deposit insurance, and liquidity 1 5 18 2,168 2 26 133 5,657
Banking Theory, Deposit Insurance, and Bank Regulation 0 1 3 586 0 2 25 1,342
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 1 1 11 80
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 1 1 161 0 1 7 415
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 1 3 13 1,948
Consensus in Diverse Corporate Boards 0 1 1 35 0 1 8 167
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 0 2 7 921
Distributional Analysis of Portfolio Choice 0 1 4 263 0 3 21 553
Duality, interest rates, and the theory of present value 0 0 0 17 0 0 6 82
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 2 5 8 277 4 8 21 946
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 2 10 490
Empty Promises and Arbitrage 0 0 0 0 1 2 7 146
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 1 4 9 17 2 6 16 30
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 1 1 9 148
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 263 1 2 11 650
Lifetime consumption and investment: Retirement and constrained borrowing 0 1 4 90 1 5 20 306
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 6 246 2 4 23 1,309
Mean-Variance Theory in Complete Markets 0 0 2 429 1 1 15 914
Nobel Lecture: Multiple Equilibria 0 0 2 21 0 1 18 60
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 2 77 1 2 13 220
On investor preferences and mutual fund separation 0 0 0 15 1 1 9 61
Portfolio Efficient Sets 0 0 1 129 0 1 10 354
Portfolio Performance and Agency 0 0 0 45 0 0 12 158
Portfolio Turnpikes 0 0 0 1 0 2 7 189
Present values and internal rates of return 0 0 0 47 2 2 10 126
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 1 2 9 12
Recovering Additive Utility Functions 0 0 0 36 0 0 8 151
Recovering Cardinal Utility 0 0 0 26 1 1 9 128
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 1 6 75
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 2 137
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 0 10 93
Screening of possibly incompetent agents 0 0 0 14 0 0 10 66
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 0 103 0 0 7 239
Tax Clienteles and Asset Pricing 0 0 0 63 1 1 10 165
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 0 13 536
The Contributions of Stephen A. Ross to Financial Economics 0 1 1 18 1 3 16 89
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 5 13 16
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 1 3 555 0 2 14 1,149
The new risk management: the good, the bad, and the ugly 0 0 1 346 1 2 13 1,018
The new risk management: the good, the bad, and the ugly 0 0 4 27 1 1 21 114
Using Asset Allocation to Protect Spending 0 0 1 2 0 0 9 10
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 0 1 16 289
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 0 0 11 188
What is the Fed's decision problem? (conference panel discussion) 0 0 2 6 0 0 7 34
Yes, the APT Is Testable 0 0 2 238 1 1 11 484
Total Journal Articles 15 67 254 14,090 80 329 1,744 43,178
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 1 4 972 0 5 25 2,645
Total Chapters 0 1 4 972 0 5 25 2,645


Statistics updated 2026-08-07