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 0 10 1 1 14 28
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 1 1 13 2,578
Distributional Analysis of Portfolio Choice 0 0 1 520 3 3 17 854
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 1 1 13 317
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 3 6 16 1,862
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 1 2 7 13
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 0 215 3 3 13 970
Multiple equilibria 0 0 1 208 3 3 12 246
Nobel Prize Conversations podcast 0 0 1 1 0 4 18 18
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 5 6 21 533
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 0 177 1 2 5 1,569
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 1 4 123
Portfolio Performance and Agency 0 0 0 283 0 0 11 702
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 3 4 7 598
Total Working Papers 0 0 3 3,513 25 37 171 10,411


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 2 2 5 126
Adoption externalities as public goods 0 1 5 392 2 4 18 944
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 1 2 9 423
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 1 2 126 2 4 12 276
Approximate utility 0 0 0 2 1 2 25 44
Bank Runs, Deposit Insurance, and Liquidity 11 46 182 6,020 64 193 1,033 19,307
Bank runs, deposit insurance, and liquidity 0 4 18 2,172 6 19 133 5,676
Banking Theory, Deposit Insurance, and Bank Regulation 0 1 4 587 1 2 21 1,344
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 1 1 11 81
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 1 161 2 3 10 418
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 0 0 11 1,948
Consensus in Diverse Corporate Boards 0 0 1 35 2 2 8 169
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 286 3 4 10 925
Distributional Analysis of Portfolio Choice 0 0 3 263 1 2 18 555
Duality, interest rates, and the theory of present value 0 0 0 17 1 4 8 86
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 2 8 279 3 7 24 953
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 2 2 11 492
Empty Promises and Arbitrage 0 0 0 0 1 2 7 148
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 0 7 17 1 2 16 32
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 0 7 148
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 263 1 2 12 652
Lifetime consumption and investment: Retirement and constrained borrowing 0 1 3 91 3 4 19 310
Long Forward and Zero-Coupon Rates Can Never Fall 1 3 9 249 2 4 26 1,313
Mean-Variance Theory in Complete Markets 0 0 2 429 0 1 12 915
Nobel Lecture: Multiple Equilibria 1 2 3 23 3 7 21 67
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 1 77 2 3 14 223
On investor preferences and mutual fund separation 0 0 0 15 1 2 11 63
Portfolio Efficient Sets 0 0 1 129 3 4 14 358
Portfolio Performance and Agency 0 0 0 45 0 0 11 158
Portfolio Turnpikes 0 0 0 1 1 1 7 190
Present values and internal rates of return 0 0 0 47 1 1 11 127
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 1 10 13
Recovering Additive Utility Functions 0 0 0 36 0 0 7 151
Recovering Cardinal Utility 0 0 0 26 2 2 11 130
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 0 5 75
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 2 4 5 141
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 2 3 13 96
Screening of possibly incompetent agents 0 0 0 14 0 0 9 66
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 0 103 1 1 8 240
Tax Clienteles and Asset Pricing 0 0 0 63 1 2 10 167
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 1 1 10 537
The Contributions of Stephen A. Ross to Financial Economics 0 0 1 18 2 3 18 92
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 2 3 16 19
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 2 555 0 1 11 1,150
The new risk management: the good, the bad, and the ugly 0 0 1 346 2 3 15 1,021
The new risk management: the good, the bad, and the ugly 0 0 3 27 3 3 23 117
Using Asset Allocation to Protect Spending 0 1 2 3 0 1 9 11
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 2 4 18 293
What is the Fed's decision problem? (conference panel discussion) 0 0 0 21 3 4 13 192
What is the Fed's decision problem? (conference panel discussion) 1 1 2 7 1 1 7 35
Yes, the APT Is Testable 0 0 1 238 0 0 10 484
Total Journal Articles 14 63 263 14,153 137 323 1,783 43,501
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 5 973 3 8 31 2,653
Total Chapters 0 1 5 973 3 8 31 2,653


Statistics updated 2026-11-12