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 4 10 5 5 17 19
Capital Structure and dividend Irrelevance with Asymmetric Information 0 0 0 691 6 7 9 2,572
Distributional Analysis of Portfolio Choice 0 0 4 519 1 5 11 842
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 4 6 7 310
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 0 969 1 7 8 1,853
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 1 215 1 4 6 961
Multiple equilibria 0 0 2 207 2 3 9 237
Nobel Prize Conversations podcast 0 0 0 0 9 9 9 9
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 168 4 8 14 520
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 1 177 0 1 2 1,565
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 2 2 3 121
Portfolio Performance and Agency 0 0 0 283 4 6 8 697
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 2 2 593
Total Working Papers 0 0 12 3,510 39 65 110 10,305


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 1 1 3 122
Adoption externalities as public goods 0 3 5 390 0 7 13 933
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 0 137 1 2 4 416
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 4 4 7 268
Approximate utility 0 0 1 2 4 18 34 37
Bank Runs, Deposit Insurance, and Liquidity 12 57 138 5,895 105 353 862 18,627
Bank runs, deposit insurance, and liquidity 1 4 18 2,158 18 55 102 5,598
Banking Theory, Deposit Insurance, and Bank Regulation 0 1 1 584 4 11 19 1,334
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 3 7 8 77
Book Review: Security Markets: Stochastic Models by Darrell Duffie 0 0 0 160 3 4 4 412
Capital Structure and Dividend Irrelevance with Asymmetric Information 0 0 0 508 5 7 9 1,944
Consensus in Diverse Corporate Boards 0 0 2 34 2 5 11 166
Differential Information and Performance Measurement Using a Security Market Line 0 0 1 285 0 1 8 916
Distributional Analysis of Portfolio Choice 1 2 9 262 5 7 20 544
Duality, interest rates, and the theory of present value 0 0 0 17 2 3 5 81
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 4 271 2 4 12 933
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 1 3 6 484
Empty Promises and Arbitrage 0 0 0 0 0 0 3 141
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 1 3 8 13 2 5 12 21
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 1 3 5 144
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 263 2 4 7 644
Lifetime consumption and investment: Retirement and constrained borrowing 0 0 2 88 5 8 15 299
Long Forward and Zero-Coupon Rates Can Never Fall 1 2 3 242 7 9 14 1,296
Mean-Variance Theory in Complete Markets 1 1 4 428 6 6 19 909
Nobel Lecture: Multiple Equilibria 0 1 2 21 1 7 14 53
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 1 76 3 5 8 214
On investor preferences and mutual fund separation 0 0 0 15 8 8 8 60
Portfolio Efficient Sets 0 0 1 128 3 6 8 350
Portfolio Performance and Agency 0 0 2 45 2 4 8 151
Portfolio Turnpikes 0 0 0 1 2 3 6 186
Present values and internal rates of return 0 0 0 47 1 4 8 120
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 1 2 2 5
Recovering Additive Utility Functions 0 0 0 36 1 3 5 147
Recovering Cardinal Utility 0 0 0 26 3 6 12 125
Recovering preferences from preferences over nominal gambles 0 0 0 11 2 2 3 72
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 1 136
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 2 8 9 91
Screening of possibly incompetent agents 0 0 1 14 2 6 8 63
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 103 4 6 8 238
Tax Clienteles and Asset Pricing 0 0 3 63 5 6 12 163
The Analytics of Performance Measurement Using a Security Market Line 0 0 0 187 4 4 8 531
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 2 4 6 78
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 4 4 6 7
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 0 1 553 1 5 10 1,144
The new risk management: the good, the bad, and the ugly 0 0 0 345 4 5 6 1,011
The new risk management: the good, the bad, and the ugly 0 2 3 26 3 9 12 103
Using Asset Allocation to Protect Spending 0 0 0 1 2 2 3 4
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 0 76 5 6 12 281
What is the Fed's decision problem? (conference panel discussion) 1 1 2 6 2 2 4 30
What is the Fed's decision problem? (conference panel discussion) 0 0 1 21 3 6 8 185
Yes, the APT Is Testable 0 1 3 238 4 5 7 479
Total Journal Articles 18 78 219 13,968 257 655 1,404 42,373
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 2 5 20 2,627
Total Chapters 0 0 6 968 2 5 20 2,627


Statistics updated 2026-02-12