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 2 10 10 0 5 14 14
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 1 691 0 2 6 2,565
Distributional Analysis of Portfolio Choice 0 0 5 519 2 3 9 839
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 0 969 5 5 8 1,851
Interview 0 0 0 0 0 0 6 6
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 0 1 4 957
Multiple equilibria 0 1 3 207 0 3 9 234
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 1 5 8 513
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 1 1 3 1,565
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 0 1 119
Portfolio Performance and Agency 0 0 0 283 0 1 2 691
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 1 1 3 592
Total Working Papers 0 3 22 3,510 10 27 74 10,250


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 2 2 121
Adoption externalities as public goods 1 1 5 388 2 3 11 928
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 0 0 2 414
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 0 0 3 264
Approximate utility 0 1 2 2 2 17 20 21
Bank Runs, Deposit Insurance, and Liquidity 21 50 125 5,859 126 266 752 18,400
Bank runs, deposit insurance, and liquidity 3 6 21 2,157 24 40 86 5,567
Banking Theory, Deposit Insurance, and Bank Regulation 1 1 2 584 4 9 13 1,327
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 2 3 3 72
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 0 508 2 4 5 1,939
Consensus in Diverse Corporate Boards 0 0 2 34 0 0 7 161
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 1 1 10 916
Distributional Analysis of Portfolio Choice 0 0 10 260 1 4 18 538
Duality, interest rates, and the theory of present value 0 0 0 17 1 3 3 79
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 1 6 271 2 5 12 931
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 0 3 481
Empty Promises and Arbitrage 0 0 0 0 0 2 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 1 1 8 11 2 2 14 18
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 2 4 4 143
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 263 1 2 6 641
Lifetime consumption and investment: Retirement and constrained borrowing 0 2 3 88 2 6 11 293
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 240 1 1 8 1,288
Mean-Variance Theory in Complete Markets 0 0 3 427 0 4 16 903
Nobel Lecture: Multiple Equilibria 0 1 3 20 0 3 9 46
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 1 1 76 1 2 4 210
On investor preferences and mutual fund separation 0 0 0 15 0 0 0 52
Portfolio Efficient Sets 0 0 1 128 1 1 3 345
Portfolio Performance and Agency 0 0 2 45 0 1 4 147
Portfolio Turnpikes 0 0 0 1 0 1 5 183
Present values and internal rates of return 0 0 0 47 0 0 4 116
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 0 1 3
Recovering Additive Utility Functions 0 0 0 36 1 1 3 145
Recovering Cardinal Utility 0 0 0 26 0 0 7 119
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 1 2 70
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 1 1 136
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 2 2 3 85
Screening of possibly incompetent agents 0 0 1 14 2 3 4 59
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 1 1 3 233
Tax Clienteles and Asset Pricing 0 0 3 63 0 2 6 157
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 0 4 4 527
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 1 2 7 75
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 0 2 3
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 1 2 553 2 6 9 1,141
The new risk management: the good, the bad, and the ugly 1 1 2 25 2 2 6 96
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 0 2 1,006
Using Asset Allocation to Protect Spending 0 0 0 1 0 0 1 2
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 1 3 7 276
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 1 2 3 180
What is the Fed's decision problem? (conference panel discussion) 0 0 1 5 0 0 2 28
Yes, the APT Is Testable 0 1 2 237 0 1 2 474
Total Journal Articles 28 68 211 13,918 190 417 1,116 41,908
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 9 968 0 0 20 2,622
Total Chapters 0 0 9 968 0 0 20 2,622


Statistics updated 2025-12-06