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
Capital Structure and dividend Irrelevance with Asymmetric Information 0 1 2 691 0 2 6 2,563
Distributional Analysis of Portfolio Choice 0 1 1 515 0 1 3 831
Increases in Risk Aversion and Portfolio Choice in a Complete Market 0 0 0 102 1 1 1 304
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 969 0 1 3 1,845
Long Forward and Zero-Coupon Rates Can Never Fall 0 1 2 214 0 1 9 955
Multiple equilibria 0 1 16 205 1 2 28 229
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 1 168 0 1 5 506
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 0 176 0 1 1 1,563
Output Supply, Employment, and Intra-Industry Wage Dispersion 0 0 0 26 0 0 2 118
Portfolio Performance and Agency 0 0 1 283 0 0 3 689
Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model 0 0 0 143 0 2 4 591
Total Working Papers 0 4 24 3,492 2 12 65 10,194


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 0 3 119
Adoption externalities as public goods 0 1 5 385 0 2 8 921
An Alternative Characterization of Decreasing Absolute Risk Aversion 0 0 1 137 0 1 3 413
An explicit bound on individual assets' deviations from APT pricing in a finite economy 0 0 0 124 1 1 3 262
Approximate utility 0 1 1 1 0 2 3 3
Bank Runs, Deposit Insurance, and Liquidity 7 23 126 5,769 60 161 713 17,876
Bank runs, deposit insurance, and liquidity 3 5 24 2,144 6 15 69 5,504
Banking Theory, Deposit Insurance, and Bank Regulation 0 1 5 583 0 1 10 1,315
Bias of Damage Awards and Free Options in Securities Litigation 0 0 0 11 0 0 0 69
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 3 508 0 1 10 1,935
Consensus in Diverse Corporate Boards 0 0 0 32 0 1 4 156
Differential Information and Performance Measurement Using a Security Market Line 1 1 3 285 2 4 13 911
Distributional Analysis of Portfolio Choice 0 4 9 256 0 4 12 527
Duality, interest rates, and the theory of present value 0 0 0 17 0 0 0 76
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living 0 0 9 267 0 0 12 921
Employee Reload Options: Pricing, Hedging, and Optimal Exercise 0 0 0 1 0 0 0 478
Empty Promises and Arbitrage 0 0 0 0 0 0 1 138
Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation 0 2 6 6 0 5 10 10
Increases in risk aversion and the distribution of portfolio payoffs 0 0 0 24 0 0 0 139
Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market 0 0 1 262 0 2 5 637
Lifetime consumption and investment: Retirement and constrained borrowing 0 1 3 86 0 1 6 284
Long Forward and Zero-Coupon Rates Can Never Fall 0 0 2 239 0 2 11 1,283
Mean-Variance Theory in Complete Markets 1 2 11 426 4 8 24 895
Nobel Lecture: Multiple Equilibria 0 2 11 19 0 2 14 39
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans 0 0 0 75 1 1 2 207
On investor preferences and mutual fund separation 0 0 0 15 0 0 2 52
Portfolio Efficient Sets 0 0 1 127 0 0 1 342
Portfolio Performance and Agency 0 1 1 44 0 1 1 144
Portfolio Turnpikes 0 0 0 1 0 1 3 181
Present values and internal rates of return 0 0 1 47 0 1 2 113
Pricing Long Bonds: Pitfalls and Opportunities 0 0 0 0 0 1 3 3
Recovering Additive Utility Functions 0 0 2 36 0 0 5 142
Recovering Cardinal Utility 0 0 0 26 0 1 1 113
Recovering preferences from preferences over nominal gambles 0 0 0 11 0 0 7 69
Recovery of Preferences from Observed Wealth in a Single Realization 0 0 0 0 0 0 0 135
Renegotiation-proof contracting, disclosure, and incentives for efficient investment 0 0 0 15 0 0 0 82
Screening of possibly incompetent agents 0 0 1 13 0 0 1 55
Short Sales Restrictions and Kinks on the Mean Variance Frontier 0 0 2 101 0 0 2 230
Tax Clienteles and Asset Pricing 0 0 2 60 0 0 2 151
The Analytics of Performance Measurement Using a Security Market Line 0 0 1 187 0 0 4 523
The Contributions of Stephen A. Ross to Financial Economics 0 0 0 17 0 3 15 72
The Cost and Duration of Cash-Balance Pension Plans 0 0 0 0 0 0 1 1
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates 0 1 7 552 1 3 16 1,135
The new risk management: the good, the bad, and the ugly 0 0 0 345 0 1 3 1,005
The new risk management: the good, the bad, and the ugly 0 0 2 23 1 2 11 92
Using Asset Allocation to Protect Spending 0 0 1 1 0 0 1 1
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model 0 0 1 76 0 0 3 269
What is the Fed's decision problem? (conference panel discussion) 0 0 0 4 0 0 0 26
What is the Fed's decision problem? (conference panel discussion) 0 0 2 20 0 0 2 177
Yes, the APT Is Testable 0 0 1 235 0 0 1 472
Total Journal Articles 12 45 245 13,773 76 228 1,023 41,111
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 2 12 964 3 8 35 2,614
Total Chapters 0 2 12 964 3 8 35 2,614


Statistics updated 2025-04-04