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 1 2 10 10 1 5 14 14
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 1 691 1 2 7 2,565
Distributional Analysis of Portfolio Choice 0 1 5 519 0 3 7 837
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 0 0 3 1,846
Interview 0 0 0 0 0 0 6 6
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 215 1 1 5 957
Multiple equilibria 1 1 5 207 3 3 12 234
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 4 5 7 512
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 1 1 177 0 1 2 1,564
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 1 1 119
Portfolio Performance and Agency 0 0 0 283 1 1 2 691
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 0 2 591
Total Working Papers 2 5 24 3,510 11 22 69 10,240


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 2 121
Adoption externalities as public goods 0 0 4 387 1 2 9 926
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 1 3 264
Approximate utility 1 1 2 2 7 15 19 19
Bank Runs, Deposit Insurance, and Liquidity 22 35 120 5,838 91 172 703 18,274
Bank runs, deposit insurance, and liquidity 2 4 21 2,154 8 19 70 5,543
Banking Theory, Deposit Insurance, and Bank Regulation 0 0 3 583 4 6 13 1,323
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 1 1 1 70
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 1 508 2 2 4 1,937
Consensus in Diverse Corporate Boards 0 0 2 34 0 2 8 161
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 9 915
Distributional Analysis of Portfolio Choice 0 1 10 260 2 5 18 537
Duality, interest rates, and the theory of present value 0 0 0 17 2 2 2 78
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 1 2 8 271 3 4 12 929
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 1 3 481
Empty Promises and Arbitrage 0 0 0 0 1 2 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 2 8 10 0 2 14 16
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 2 2 2 141
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 263 0 1 5 640
Lifetime consumption and investment: Retirement and constrained borrowing 1 2 3 88 3 5 10 291
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 1 240 0 1 7 1,287
Mean-Variance Theory in Complete Markets 0 0 4 427 4 4 18 903
Nobel Lecture: Multiple Equilibria 0 1 3 20 1 4 9 46
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 1 1 1 76 1 2 3 209
On investor preferences and mutual fund separation 0 0 0 15 0 0 1 52
Portfolio Efficient Sets 0 0 1 128 0 0 2 344
Portfolio Performance and Agency 0 0 2 45 1 1 4 147
Portfolio Turnpikes 0 0 0 1 1 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 3 3
Recovering Additive Utility Functions 0 0 0 36 0 1 3 144
Recovering Cardinal Utility 0 0 0 26 0 0 7 119
Recovering preferences from preferences over nominal gambles 0 0 0 11 1 1 3 70
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 1 1 1 136
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 0 1 83
Screening of possibly incompetent agents 0 0 1 14 0 1 2 57
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 0 0 2 232
Tax Clienteles and Asset Pricing 0 0 3 63 2 2 6 157
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 4 4 5 527
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 0 1 7 74
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 3 553 3 4 9 1,139
The new risk management: the good, the bad, and the ugly 0 1 2 24 0 1 7 94
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 1 2 1,006
Using Asset Allocation to Protect Spending 0 0 1 1 0 1 2 2
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 1 76 2 2 7 275
What is the Fed's decision problem? (conference panel discussion) 0 1 1 5 0 1 2 28
What is the Fed's decision problem? (conference panel discussion) 0 1 1 21 1 2 2 179
Yes, the APT Is Testable 0 1 2 237 0 1 2 474
Total Journal Articles 28 54 214 13,890 151 284 1,040 41,718
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 10 968 0 2 21 2,622
Total Chapters 0 0 10 968 0 2 21 2,622


Statistics updated 2025-11-08