George M. Constantinides : Citation Profile


Are you George M. Constantinides?

University of Chicago

19

H index

31

i10 index

3353

Citations

RESEARCH PRODUCTION:

45

Articles

36

Papers

1

Books

3

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   41 years (1976 - 2017). See details.
   Cites by year: 81
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 248.    Total self citations: 30 (0.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco144
   Updated: 2019-08-17    RAS profile: 2017-12-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides.

Is cited by:

Guvenen, Fatih (29)

Krebs, Tom (27)

Campbell, John (26)

Mehra, Rajnish (24)

Michaelides, Alexander (23)

Lustig, Hanno (21)

Uhlig, Harald (20)

Huang, Kevin (20)

Lo, Andrew (19)

Guiso, Luigi (18)

Cochrane, John (17)

Cites to:

Perrakis, Stylianos (20)

Mehra, Rajnish (17)

Campbell, John (15)

Mankiw, N. Gregory (12)

Hansen, Lars (12)

Jackwerth, Jens (11)

Cochrane, John (10)

Ait-Sahalia, Yacine (10)

Lo, Andrew (9)

Prescott, Edward (9)

Bansal, Ravi (8)

Main data


Where George M. Constantinides has published?


Journals with more than one article published# docs
Journal of Finance10
Journal of Financial Economics7
Journal of Political Economy5
Management Science3
Review of Asset Pricing Studies2
Journal of Economic Theory2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2018 and 2017)


YearTitle of citing document
2017Coarse Competitive Equilibrium and Extreme Prices. (2017). Strzalecki, Tomasz ; Gul, Faruk ; Pesendorfer, Wolfgang. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:109-37.

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2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017Time variant risk preferences in agriculture: evidences from Italy. (2017). Finger, Robert ; Difalco, Salvatore ; di Falco, Salvatore ; Bozzola, Martina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258365.

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2017Implicit transaction costs and the fundamental theorems of asset pricing. (2017). ALLAJ, ERINDI. In: Papers. RePEc:arx:papers:1310.1882.

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2017Rebalancing with Linear and Quadratic Costs. (2017). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko. In: Papers. RePEc:arx:papers:1402.5306.

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2017Optimal Rebalancing Frequencies for Multidimensional Portfolios. (2017). Ekren, Ibrahim ; Muhle-Karbe, Johannes ; Liu, Ren . In: Papers. RePEc:arx:papers:1510.05097.

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2019Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

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2017Optimal portfolio selection under vanishing fixed transaction costs. (2017). Christensen, Soren ; Ludwig, Andreas ; Irle, Albrecht . In: Papers. RePEc:arx:papers:1611.01280.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

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2017Optimal Portfolio under Fractional Stochastic Environment. (2017). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1703.06969.

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2018Optimal Portfolio under Fast Mean-reverting Fractional Stochastic Environment. (2018). Fouque, Jean-Pierre ; Hu, Ruimeng. In: Papers. RePEc:arx:papers:1706.03139.

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2018Equilibrium Returns with Transaction Costs. (2018). Bouchard, Bruno ; Muhle-Karbe, Johannes ; Herdegen, Martin ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1707.08464.

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2017A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs. (2017). Fahim, Arash ; Tsai, Wan-Yu. In: Papers. RePEc:arx:papers:1711.01017.

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2018Why Markets are Inefficient: A Gambling Theory of Financial Markets For Practitioners and Theorists. (2018). Moffitt, Steven D. In: Papers. RePEc:arx:papers:1801.01948.

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2018Rational Models for Inflation-Linked Derivatives. (2018). Dam, Henrik ; Sloth, David ; Skovmand, David ; Macrina, Andrea. In: Papers. RePEc:arx:papers:1801.08804.

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2018Simple Bounds for Transaction Costs. (2018). Bouchard, Bruno ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1802.06120.

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2018How local in time is the no-arbitrage property under capital gains taxes ?. (2018). Kuhn, Christoph. In: Papers. RePEc:arx:papers:1802.06386.

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2018Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management. (2018). Al-Aradi, Ali ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:1803.05819.

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2019Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments. (2018). Hu, Ruimeng. In: Papers. RePEc:arx:papers:1803.07720.

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2018When panic makes you blind: a chaotic route to systemic risk. (2018). Mazzarisi, Piero ; Marmi, Stefano ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1805.00785.

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2019Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. (2018). Bayraktar, Erhan ; Young, Virginia R ; Angoshtari, Bahman. In: Papers. RePEc:arx:papers:1806.07499.

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2018Dividend Policy and Capital Structure of a Defaultable Firm. (2018). Alex, . In: Papers. RePEc:arx:papers:1810.03501.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038.

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2019A Probabilistic Approach to Nonparametric Local Volatility. (2019). Tegn, Martin ; Roberts, Stephen. In: Papers. RePEc:arx:papers:1901.06021.

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2019Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment. (2019). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1902.06883.

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2019Active and Passive Portfolio Management with Latent Factors. (2019). Jaimungal, Sebastian ; Al-Aradi, Ali. In: Papers. RePEc:arx:papers:1903.06928.

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2019Applications of a New Self-Financing Equation. (2019). Webster, Kevin ; Carmona, Rene. In: Papers. RePEc:arx:papers:1905.04137.

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2017Strategic Complementarities and Money Market Fund Liquidity Management. (2017). Witmer, Jonathan. In: Staff Working Papers. RePEc:bca:bocawp:17-14.

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2018The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique S ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837.

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2017Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds. (2017). Guazzarotti, Giovanni ; Branzoli, Nicola. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1113_17.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Risk Control: Who Cares?. (2017). Taylor, Nick. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:153-179.

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2017Innovation†Related Diversification and Firm Value. (2017). Rong, Zhao ; Xiao, Sheng . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:475-518.

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2017Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2018Systematic risk, bank moral hazard, and bailouts. (2018). moretto, michele ; Parigi, Bruno M ; Lucchetta, Marcella. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_002.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2019IMMIGRATION AND DEMOGRAPHICS: CAN HIGH IMMIGRANT FERTILITY EXPLAIN VOTER SUPPORT FOR IMMIGRATION?. (2019). Lopez-Velasco, Armando R ; Bohn, Henning. In: University of California at Santa Barbara, Recent Works in Economics. RePEc:cdl:ucsbrw:qt9dk2h7cv.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2018Asset Prices in a Production Economy with Long Run and Idiosyncratic Risk. (2018). Sutoris, Ivan . In: CERGE-EI Working Papers. RePEc:cer:papers:wp620.

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2017Asymmetries in Earnings, Employment and Wage Risk in Great Britain. (2017). Malley, Jim ; Angelopoulos, Konstantinos ; Lazarakis, Spyridon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6400.

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2018Systematic Risk, Bank Moral Hazard, and Bailouts. (2018). moretto, michele ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6878.

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2018Too Slow a Change? Deep Habits, Consumption Shifts and Transitory Tax Policy. (2018). van den Bijgaart, Inge . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6958.

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2018Tax Evasion on a Social Network. (2018). Rablen, Matthew ; Degl, Duccio Gamannossi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7063.

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2018How Do Expectations About the Macroeconomy Affect Personal Expectations and Behavior?. (2018). Roth, Christopher ; Wohlfart, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7154.

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2019Cyclical income risk in Great Britain. (2019). Malley, Jim ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7594.

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2018Macroeconomic Shocks and Risk Premia. (2018). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1812.

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2018A Dual System Model of Risk and Time Preferences. (2018). Schneider, Mark . In: Working Papers. RePEc:chu:wpaper:18-18.

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2018Peer Monitoring, Ostracism and the Internalization of Social Norms. (2018). Levine, David ; Dutta, Rohan ; Modica, Salvatore. In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000001449.

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2017Does Household Finance Matter? Small Financial Errors with Large Social Costs. (2017). Bhamra, Harjoat ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12414.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018Capital Share Risk in U.S. Asset Pricing. (2018). Lettau, Martin ; Ma, Sai ; Ludvigson, Sydney. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12628.

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2018Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12643.

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2018Liquidity Regimes and Optimal Dynamic Asset Allocation. (2018). Collin-Dufresne, Pierre ; Saglam, Mehmet ; Daniel, Kent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12737.

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2018Financing Insurance. (2018). Viswanathan, S ; Rampini, Adriano A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12855.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2019Inferring Inequality with Home Production. (2019). Karabarbounis, Loukas ; Boerma, Job. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13554.

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2019The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595.

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2017Optimal population growth as an endogenous discounting problem: The Ramsey case. (2017). Ruiz-Tamarit, José ; Boucekkine, Raouf ; Martinez, Blanca. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017013.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2018Sticky expectations and consumption dynamics. (2018). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Carroll, Christopher ; Crawley, Edmund. In: Working Paper Series. RePEc:ecb:ecbwps:20182152.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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2019The Green Golden Rule: habit and anticipation of future consumption. (2019). McAdam, Peter ; Faria, Joao Ricardo. In: Working Paper Series. RePEc:ecb:ecbwps:20192247.

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2019Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment. (2019). Lindner, Peter ; Fessler, Pirmin ; Bekhtiar, Karim. In: Working Paper Series. RePEc:ecb:ecbwps:20192270.

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2019When panic makes you blind: A chaotic route to systemic risk. (2019). Marmi, Stefano ; Lillo, Fabrizio ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:176-199.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Financing flexibility: The case of outsourcing. (2017). moretto, michele ; Di Corato, Luca ; Rossini, Gianpaolo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:35-65.

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2018Level and slope of volatility smiles in long-run risk models. (2018). Branger, Nicole ; Schlag, Christian ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:95-122.

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2018Solving an incomplete markets model with a large cross-section of agents. (2018). Mertens, Thomas M ; Judd, Kenneth L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:349-368.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2018Momentum in dynamic contests. (2018). de Roos, Nicolas ; Sarafidis, Yianis . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:401-416.

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2017Optimal tax policy in the presence of productive, consumption, and leisure externalities. (2017). Monteiro, Goncalo ; Escobar Posada, Rolando ; Escobar-Posada, Rolando A. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:62-65.

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2018On the diversity of growth patterns with habit formation. (2018). Yang, Zaifu ; Zhang, Rong. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:155-158.

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2018The green golden rule: Habit and anticipation of future consumption. (2018). McAdam, Peter ; Faria, Joao. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:131-133.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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2019Do demographics prevent consumption aggregates from reflecting micro-level preferences?. (2019). schröder, carsten ; Koulovatianos, Christos ; Schmidt, Ulrich ; Schroder, Carsten. In: European Economic Review. RePEc:eee:eecrev:v:111:y:2019:i:c:p:166-190.

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2017Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384.

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2017Habit formation in consumption: A meta-analysis. (2017). Sokolova, Anna ; Rusnák, Marek ; Havranek, Tomas ; Rusnak, Marek . In: European Economic Review. RePEc:eee:eecrev:v:95:y:2017:i:c:p:142-167.

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2019Dynamic portfolio choice with return predictability and transaction costs. (2019). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:3:p:976-988.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2017Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2017Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market. (2017). Hur, Seok-Kyun ; Chung, Chune Young. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:241-248.

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2018Liquidity might come at cost: The role of heterogeneous preferences. (2018). Hauser, Shmuel ; Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:1-23.

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2019The debt tax shield in general equilibrium. (2019). Jensen, Bjarne Astrup ; Fischer, Marcel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:151-166.

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2017Real options in finance. (2017). Lambrecht, Bart M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:166-171.

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2017Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:88-106.

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2018Trading efficiency of fund families: Impact on fund performance and investment behavior. (2018). Cici, Gjergji ; Kempf, Alexander ; Dahm, Laura K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:1-14.

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2018Financial literacy and participation in the derivatives markets. (2018). Hsiao, Yu-Jen ; Tsai, Wei-Che. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:15-29.

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2018The invisible hand of internal markets in mutual fund families. (2018). Goncalves-Pinto, Luis ; Xu, Jing ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:105-124.

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2018Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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2018Portfolio selection with proportional transaction costs and predictability. (2018). Mei, Xiaoling ; Nogales, Francisco J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:131-151.

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2017Insider trading and the short-swing profit rule. (2017). Lenkey, Stephen L. In: Journal of Economic Theory. RePEc:eee:jetheo:v:169:y:2017:i:c:p:517-545.

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More than 100 citations found, this list is not complete...

George M. Constantinides is editor of


Journal
Handbook of the Economics of Finance
Handbook of the Economics of Finance

George M. Constantinides has edited the books:


YearTitleTypeCited

Works by George M. Constantinides:


YearTitleTypeCited
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
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article52
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
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article16
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance.
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article5
1983Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
1982 To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance.
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article0
1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
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article0
1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance.
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article14
2001Merton H. Miller (Editors Note) In: Journal of Finance.
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article0
2002Rational Asset Prices In: Journal of Finance.
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article37
2002Rational Asset Prices.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37
paper
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
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article10
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10
paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
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article16
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 16
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2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS In: Manchester School.
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2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has another version. Agregated cites: 0
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2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
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article8
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
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This paper has another version. Agregated cites: 8
paper
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
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1990Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 790
article
1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis.
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article16
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
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article102
2002Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control.
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article16
2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
1993Time nonseparability in aggregate consumption : International evidence In: European Economic Review.
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article54
1992Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
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1976Portfolio selection with transactions costs In: Journal of Economic Theory.
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article102
1984Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory.
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article7
1984Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics.
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article90
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers.
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This paper has another version. Agregated cites: 90
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1984Optimal bond trading with personal taxes In: Journal of Financial Economics.
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article49
2005OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 49
chapter
1984Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics.
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article14
1991Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics.
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article231
1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 231
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1976Comment on Chen, Kim and Kon In: Journal of Financial Economics.
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article1
1976Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 In: Journal of Financial Economics.
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article0
1980Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics.
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article14
1988Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal.
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article2
2008Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics.
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paper16
2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 16
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2008Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
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2011Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 16
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1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
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paper203
1998Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 203
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2002Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 203
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Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers.
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This paper has another version. Agregated cites: 203
paper
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
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paper173
1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 173
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 173
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 173
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1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers.
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This paper has another version. Agregated cites: 173
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1976Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science.
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article18
1976Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science.
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article3
1979Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science.
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article33
1978Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research.
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article14
2005Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance.
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2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper25
2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 25
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2013The Puzzle of Index Option Returns.(2013) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 25
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1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
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article3
2005Junior is Rich: Bequests as Consumption In: NBER Working Papers.
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paper12
2007Junior is rich: bequests as consumption.(2007) In: Economic Theory.
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This paper has another version. Agregated cites: 12
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2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
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paper22
2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 22
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2005Mispricing of S&P 500 Index Options.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 22
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2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers.
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2012The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 5
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2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
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paper1
2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
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2017What Information Drives Asset Prices? In: NBER Working Papers.
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paper3
2017Mispriced Index Option Portfolios In: NBER Working Papers.
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1992A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies.
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article138
2007Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper.
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paper9
1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics.
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article25
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers.
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This paper has another version. Agregated cites: 25
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1982Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business.
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article97
2017Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy.
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1996Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy.
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article495
1986Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy.
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article287
2005Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 287
chapter
2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
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book0
2005Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters.
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