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 0 2 17 25
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 0 3 14 2,577
Distributional Analysis of Portfolio Choice 1 1 2 520 1 8 17 851
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 0 3 12 316
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 0 1 9 1,855
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 0 2 4 10
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 215 1 5 12 967
Multiple equilibria 0 0 2 208 0 4 13 243
Nobel Prize Conversations podcast 0 0 1 1 3 3 14 14
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 0 2 18 525
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 0 1 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 2 12 702
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 1 3 594
Total Working Papers 1 1 9 3,513 5 37 153 10,368


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 4 123
Adoption externalities as public goods 0 0 4 390 0 1 13 936
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 1 3 8 421
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 0 2 37 41
Bank Runs, Deposit Insurance, and Liquidity 11 49 169 5,965 73 266 1,009 19,068
Bank runs, deposit insurance, and liquidity 3 7 19 2,167 17 42 135 5,655
Banking Theory, Deposit Insurance, and Bank Regulation 0 2 3 586 1 5 26 1,342
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 0 1 10 79
Book Review: Security Markets: Stochastic Models by Darrell Duffie 1 1 1 161 1 3 7 415
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 2 2 12 1,947
Consensus in Diverse Corporate Boards 1 1 2 35 1 1 9 167
Differential Information and Performance Measurement Using a Security Market Line 0 1 1 286 1 4 8 921
Distributional Analysis of Portfolio Choice 1 1 4 263 3 7 21 553
Duality, interest rates, and the theory of present value 0 0 0 17 0 1 6 82
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 1 4 7 275 2 6 20 942
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 5 10 490
Empty Promises and Arbitrage 0 0 0 0 0 4 6 145
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 2 3 8 16 3 6 14 28
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 1 8 147
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 263 0 4 11 649
Lifetime consumption and investment: Retirement and constrained borrowing 1 2 4 90 3 6 19 305
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 5 245 1 5 22 1,307
Mean-Variance Theory in Complete Markets 0 0 2 429 0 1 14 913
Nobel Lecture: Multiple Equilibria 0 0 2 21 1 4 19 60
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 2 77 0 3 12 219
On investor preferences and mutual fund separation 0 0 0 15 0 0 8 60
Portfolio Efficient Sets 0 1 1 129 0 4 10 354
Portfolio Performance and Agency 0 0 0 45 0 5 12 158
Portfolio Turnpikes 0 0 0 1 0 2 7 189
Present values and internal rates of return 0 0 0 47 0 2 9 124
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 1 4 8 11
Recovering Additive Utility Functions 0 0 0 36 0 3 9 151
Recovering Cardinal Utility 0 0 0 26 0 1 13 127
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 3 6 75
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 1 2 137
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 2 11 93
Screening of possibly incompetent agents 0 0 0 14 0 3 10 66
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 0 103 0 1 7 239
Tax Clienteles and Asset Pricing 0 0 0 63 0 1 9 164
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 13 536
The Contributions of Stephen A. Ross to Financial Economics 0 1 1 18 1 6 15 88
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 9 14 16
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 2 3 555 0 3 14 1,149
The new risk management: the good, the bad, and the ugly 0 1 1 346 0 6 12 1,017
The new risk management: the good, the bad, and the ugly 0 0 4 27 0 3 21 113
Using Asset Allocation to Protect Spending 0 0 1 2 0 5 9 10
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 0 3 19 289
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 2 8 34
Yes, the APT Is Testable 0 0 2 238 0 0 10 483
Total Journal Articles 21 78 251 14,075 112 460 1,736 43,098
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 1 1 4 972 3 10 26 2,645
Total Chapters 1 1 4 972 3 10 26 2,645


Statistics updated 2026-07-10