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 1 10 10 0 1 13 14
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 1 691 1 2 5 2,566
Distributional Analysis of Portfolio Choice 0 0 5 519 2 4 11 841
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 2 2 3 306
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 1 6 8 1,852
Interview with 2022 Economics Laureate Philip Dybvig 0 0 0 0 0 0 5 6
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 3 4 6 960
Multiple equilibria 0 1 3 207 1 4 8 235
Nobel Prize Conversations podcast 0 0 0 0 0 0 0 0
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 3 8 11 516
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 0 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 2 3 4 693
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 1 2 4 593
Total Working Papers 0 2 22 3,510 16 37 82 10,266


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 2 3 6 390 5 8 14 933
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 1 1 3 415
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 12 21 32 33
Bank Runs, Deposit Insurance, and Liquidity 24 67 137 5,883 122 339 807 18,522
Bank runs, deposit insurance, and liquidity 0 5 18 2,157 13 45 91 5,580
Banking Theory, Deposit Insurance, and Bank Regulation 0 1 2 584 3 11 16 1,330
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 2 5 5 74
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 1 1 1 409
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 0 4 5 1,939
Consensus in Diverse Corporate Boards 0 0 2 34 3 3 9 164
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 9 916
Distributional Analysis of Portfolio Choice 1 1 9 261 1 4 16 539
Duality, interest rates, and the theory of present value 0 0 0 17 0 3 3 79
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 1 4 271 0 5 10 931
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 2 2 5 483
Empty Promises and Arbitrage 0 0 0 0 0 1 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 1 2 8 12 1 3 14 19
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 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 7 642
Lifetime consumption and investment: Retirement and constrained borrowing 0 1 3 88 1 6 11 294
Long Forward and Zero-Coupon Rates Can Never Fall 1 1 2 241 1 2 8 1,289
Mean-Variance Theory in Complete Markets 0 0 3 427 0 4 16 903
Nobel Lecture: Multiple Equilibria 1 1 4 21 6 7 15 52
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 1 1 76 1 3 5 211
On investor preferences and mutual fund separation 0 0 0 15 0 0 0 52
Portfolio Efficient Sets 0 0 1 128 2 3 5 347
Portfolio Performance and Agency 0 0 2 45 2 3 6 149
Portfolio Turnpikes 0 0 0 1 1 2 4 184
Present values and internal rates of return 0 0 0 47 3 3 7 119
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 1 1 2 4
Recovering Additive Utility Functions 0 0 0 36 1 2 4 146
Recovering Cardinal Utility 0 0 0 26 3 3 10 122
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 1 1 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 4 6 7 89
Screening of possibly incompetent agents 0 0 1 14 2 4 6 61
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 1 2 4 234
Tax Clienteles and Asset Pricing 0 0 3 63 1 3 7 158
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 76
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 0 2 553 2 7 11 1,143
The new risk management: the good, the bad, and the ugly 0 0 0 345 1 1 3 1,007
The new risk management: the good, the bad, and the ugly 1 2 3 26 4 6 10 100
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 0 3 7 276
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 2 4 5 182
What is the Fed's decision problem? (conference panel discussion) 0 0 1 5 0 0 2 28
Yes, the APT Is Testable 1 1 3 238 1 1 3 475
Total Journal Articles 32 88 222 13,950 208 549 1,233 42,116
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 6 968 3 3 19 2,625
Total Chapters 0 0 6 968 3 3 19 2,625


Statistics updated 2026-01-09