21
H index
28
i10 index
6448
Citations
Washington University in St. Louis | 21 H index 28 i10 index 6448 Citations RESEARCH PRODUCTION: 52 Articles 13 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Philip H. Dybvig. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| The Review of Financial Studies | 10 |
| Journal of Economic Theory | 7 |
| Journal of Finance | 7 |
| The Journal of Business | 4 |
| Financial Analysts Journal | 4 |
| Review | 3 |
| The Review of Economic Studies | 3 |
| Journal of Political Economy | 2 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 7 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Macroeconomic and Bank-Specific Factors Affecting Bank Liquidity in South Africa: An MSM-VAR Approach. (2025). Pamba, Dumisani. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:56-68. Full description at Econpapers || Download paper | |
| 2024 | The Optimal Quantity of CBDC in a Bank-Based Economy. (2024). Smets, Frank ; Burlon, Lorenzo ; Muoz, Manuel A. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:4:p:172-217. Full description at Econpapers || Download paper | |
| 2025 | The Causal Nexus between Bank Lending and Economic Growth in Bangladesh: The Vector Error Correction Model Approach. (2025). Shova, Nazmun Nahar. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:125-151. Full description at Econpapers || Download paper | |
| 2025 | Interest rate and bank rescue policy. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:191. Full description at Econpapers || Download paper | |
| 2024 | Retirement decision with addictive habit persistence in a jump diffusion market. (2024). Liang, Zongxia ; Guan, Guohui ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper | |
| 2024 | Unpacking the Black Box: Regulating Algorithmic Decisions. (2024). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443. Full description at Econpapers || Download paper | |
| 2024 | Simultaneous Optimal Transport. (2024). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper | |
| 2024 | Cost-efficiency in Incomplete Markets. (2024). Sturm, Stephan ; Bernard, Carole. In: Papers. RePEc:arx:papers:2206.12511. Full description at Econpapers || Download paper | |
| 2025 | Stochastic arbitrage with market index options. (2025). Beare, Brendan ; Seo, Juwon. In: Papers. RePEc:arx:papers:2207.00949. Full description at Econpapers || Download paper | |
| 2024 | Optimal consumption under a drawdown constraint over a finite horizon. (2024). Li, Xun ; Chen, Xiaoshan ; Yu, Xiang ; Yi, Fahuai. In: Papers. RePEc:arx:papers:2207.07848. Full description at Econpapers || Download paper | |
| 2024 | No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives. (2024). Calvelli, Alessio. In: Papers. RePEc:arx:papers:2208.08746. Full description at Econpapers || Download paper | |
| 2024 | Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model. (2024). Liang, Zongxia ; Pang, Shunzhi. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper | |
| 2024 | Fundamentals of Perpetual Futures. (2024). von Wachter, Victor ; He, Songrun ; Ross, Omri ; Manela, Asaf. In: Papers. RePEc:arx:papers:2212.06888. Full description at Econpapers || Download paper | |
| 2025 | Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
| 2024 | Strategic Ambiguity in Global Games. (2024). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
| 2024 | Contagion Effects of the Silicon Valley Bank Run. (2024). Goldsmith-Pinkham, Paul ; Choi, Dong Beom ; Yorulmazer, Tanju. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
| 2024 | Optimal ratcheting of dividend payout under Brownian motion surplus. (2024). Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2308.15048. Full description at Econpapers || Download paper | |
| 2024 | Optimal Transport Divergences induced by Scoring Functions. (2024). Vanduffel, Steven ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2311.12183. Full description at Econpapers || Download paper | |
| 2025 | Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Zhu, Shihao ; Ferrari, Giorgio ; Chen, AN. In: Papers. RePEc:arx:papers:2312.02943. Full description at Econpapers || Download paper | |
| 2024 | Token vs Equity for Startup Financing. (2024). Cao, Guangye. In: Papers. RePEc:arx:papers:2402.04662. Full description at Econpapers || Download paper | |
| 2024 | Inference of Utilities and Time Preference in Sequential Decision-Making. (2024). Wu, Zhengqi ; Xu, Renyuan ; Cao, Haoyang. In: Papers. RePEc:arx:papers:2405.15975. Full description at Econpapers || Download paper | |
| 2024 | Intertemporal Cost-efficient Consumption. (2024). Sturm, Stephan ; Elizalde, Mauricio. In: Papers. RePEc:arx:papers:2405.16336. Full description at Econpapers || Download paper | |
| 2024 | Examples and Counterexamples of Cost-efficiency in Incomplete Markets. (2024). Sturm, Stephan ; Bernard, Carole. In: Papers. RePEc:arx:papers:2407.08756. Full description at Econpapers || Download paper | |
| 2024 | Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions. (2024). Ito, Kensuke. In: Papers. RePEc:arx:papers:2407.15715. Full description at Econpapers || Download paper | |
| 2025 | Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market. (2025). Marazzina, Daniele. In: Papers. RePEc:arx:papers:2407.19190. Full description at Econpapers || Download paper | |
| 2024 | Optimal Ratcheting of Dividends with Irreversible Reinsurance. (2024). Boonen, Tim J ; John, Engel. In: Papers. RePEc:arx:papers:2408.16989. Full description at Econpapers || Download paper | |
| 2025 | Corporate Non-Disclosure Disputes: Equilibrium Settlements with a Probabilistic Burden of Proof. (2024). Gietzmann, Miles B ; Ostaszewski, Adam J. In: Papers. RePEc:arx:papers:2410.13878. Full description at Econpapers || Download paper | |
| 2024 | Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks. (2024). Visentin, Gabriele ; D'Errico, Marco ; Citterio, Matteo. In: Papers. RePEc:arx:papers:2410.23275. Full description at Econpapers || Download paper | |
| 2024 | Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579. Full description at Econpapers || Download paper | |
| 2024 | Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution. (2024). Xu, Zuo Quan ; Guo, Mingxin. In: Papers. RePEc:arx:papers:2412.11383. Full description at Econpapers || Download paper | |
| 2025 | Blockchain innovation in promoting employment. (2025). Kuo, David Lee ; Li, Yang. In: Papers. RePEc:arx:papers:2502.15549. Full description at Econpapers || Download paper | |
| 2025 | Meyer-Zheng topology and multi-asset behavioral portfolio selection under transaction costs. (2025). Sidorenko, Artur. In: Papers. RePEc:arx:papers:2505.01876. Full description at Econpapers || Download paper | |
| 2025 | Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis. (2025). Maceyka, Kathleen ; Brigida, Matt. In: Papers. RePEc:arx:papers:2506.03344. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | Robo-Advisors Beyond Automation: Principles and Roadmap for AI-Driven Financial Planning. (2025). Li, Hong ; Feng, Runhuan ; Liu, Ming. In: Papers. RePEc:arx:papers:2509.09922. Full description at Econpapers || Download paper | |
| 2025 | Income Disaster, Role of Income Support, and Optimal Retirement. (2025). Gang, Tae Ung ; Park, Seyoung ; Shin, Yong Hyun. In: Papers. RePEc:arx:papers:2509.12874. Full description at Econpapers || Download paper | |
| 2025 | Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers || Download paper | |
| 2025 | Robust Exploratory Stopping under Ambiguity in Reinforcement Learning. (2025). Park, Kyunghyun ; Wong, Hoi Ying ; Ye, Junyan. In: Papers. RePEc:arx:papers:2510.10260. Full description at Econpapers || Download paper | |
| 2025 | Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model. (2025). Gurgone, Andrea ; Azzone, Michele ; Iori, Giulia ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2510.21071. Full description at Econpapers || Download paper | |
| 2024 | The Role of Public Money in the Digital Age. (2024). Rivadeneyra, Francisco ; Hendry, Scott ; Garcia, Alejandro ; Garca, Alejandro. In: Discussion Papers. RePEc:bca:bocadp:24-11. Full description at Econpapers || Download paper | |
| 2025 | The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Credit Risk and Bank-Specific Variables on Financial Performance of the Listed Commercial Banks in Bangladesh. (2024). Moniruzzaman, Mohammad ; Rahaman, Mohammed Ashiqur ; Sharif, Md Jamil. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:3826-3839. Full description at Econpapers || Download paper | |
| 2024 | Effect of Financial Deepening on Private Investment in Kenya. (2024). Thuo, Miriam ; Maugu, Lenity ; Mbaabu, Onesmus ; Chepkorir, Brendah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2621-2636. Full description at Econpapers || Download paper | |
| 2024 | CBDC and the banking system. (2024). Rainone, Edoardo ; Palazzo, Francesco ; Ferrero, Giuseppe ; Branzoli, Nicola ; Auer, Simone ; Ilari, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24. Full description at Econpapers || Download paper | |
| 2024 | The 2023 US banking crises: causes, policy responses, and lessons. (2024). Cardillo, Salvatore ; Falconi, Riccardo ; Trapanese, Maurizio ; Castagna, Massimo ; Serafini, Luca ; Albareto, Giorgio ; Pezzullo, Gennaro ; Signore, Federico. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_870_24. Full description at Econpapers || Download paper | |
| 2025 | Financial stability considerations on bail-in. (2025). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_968_25. Full description at Econpapers || Download paper | |
| 2024 | Partial identification of treatment response under complementarity and substitutability. (2024). Rainone, Edoardo ; Arduini, Tiziano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1473_24. Full description at Econpapers || Download paper | |
| 2025 | Financial Inclusion and Remittance Inflows on Human Development in Sub-Saharan Africa. (2025). Evans, Phd. In: International Journal of Finance. RePEc:bhx:ojtijf:v:10:y:2025:i:7:p:94-117:id:3258. Full description at Econpapers || Download paper | |
| 2024 | Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia. (2024). Ueda, Kenichi ; Hay, Chanthol. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:19:y:2024:i:2:p:272-290. Full description at Econpapers || Download paper | |
| 2024 | Board competence and green innovation—Does external governance matter?. (2024). Yousaf, Imran ; Su, Nancy Lixin ; Tauni, Muhammad Zubair. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3078-3102. Full description at Econpapers || Download paper | |
| 2024 | Banking concentration, financial openness, and financial development. (2024). Reed, Robert R ; Ghossoub, Edgar A ; Harrison, Andre. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159. Full description at Econpapers || Download paper | |
| 2024 | The case for 100% money: Ten reasons for separating money issuance from banking. (2024). Demeulemeester, Samuel. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:57-70. Full description at Econpapers || Download paper | |
| 2024 | Capital controls, banking competition, and monetary policy. (2024). Reed, Robert R ; Ghossoub, Edgar A ; Harrison, Andre. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1369-1399. Full description at Econpapers || Download paper | |
| 2024 | Trading and Shareholder Democracy. (2024). Malenko, Nadya ; Maug, Ernst ; Levit, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:257-304. Full description at Econpapers || Download paper | |
| 2024 | Intervention with Screening in Panic‐Based Runs. (2024). Shen, Lin ; Zou, Junyuan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:357-412. Full description at Econpapers || Download paper | |
| 2024 | Inside and Outside Information. (2024). Quigley, Daniel ; Walther, Ansgar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2667-2714. Full description at Econpapers || Download paper | |
| 2024 | Half Banked: The Economic Impact of Cash Management in the Marijuana Industry. (2024). Seegert, Nathan ; Berger, Elizabeth A. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2759-2796. Full description at Econpapers || Download paper | |
| 2024 | Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728. Full description at Econpapers || Download paper | |
| 2024 | Liquidity Transformation and Fragility in the U.S. Banking Sector. (2024). Vashishtha, Rahul ; Huang, Zeqiong ; Goldstein, Itay ; Chen, QI. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3985-4036. Full description at Econpapers || Download paper | |
| 2024 | Reference dependence and endogenous anchors. (2024). Meirelesrodrigues, Andrea ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:925-976. Full description at Econpapers || Download paper | |
| 2024 | Capital flows to developing countries: Implications for monetary policy across the globe. (2024). Reed, Robert R ; Harrison, Andre. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:839-906. Full description at Econpapers || Download paper | |
| 2024 | Quantitative easing and quantitative tightening: the money channel. (2024). Kumhof, Michael ; Salgado-Moreno, Mauricio. In: Bank of England working papers. RePEc:boe:boeewp:1090. Full description at Econpapers || Download paper | |
| 2025 | Impact of Green Credit on the Performance of Commercial Banks: Evidence from 42 Chinese Listed Banks. (2025). Jiaxu, Chen. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:15:n:1002. Full description at Econpapers || Download paper | |
| 2024 | Centralized Use of Decentralized Technology: Tokenization of Currencies and Assets. (2024). Zhou, Peng ; Zhang, Ying ; Gong, Bing. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/14. Full description at Econpapers || Download paper | |
| 2025 | Banking Crises and Central Bank Digital Currency in a Monetary Economy. (2025). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11922. Full description at Econpapers || Download paper | |
| 2025 | The Uninsured Deposit Premium. (2025). Schmidt-Eisenlohr, Tim ; Dias, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12103. Full description at Econpapers || Download paper | |
| 2024 | Design of a CBDC in a Highly Dollarized Emerging Market Economy: The Case of Cambodia. (2024). Hay, Chanthol ; Ueda, Kenichi. In: CARF F-Series. RePEc:cfi:fseres:cf579. Full description at Econpapers || Download paper | |
| 2025 | Growth and Fluctuations Economies with Land Speculation. (2025). Stiglitz, Joseph ; Hirano, Tomohiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-012e. Full description at Econpapers || Download paper | |
| 2025 | Banking Crises and Central Bank Digital Currency in a Monetary Economy. (2025). Watanabe, Makoto ; Matsuoka, Tarishi. In: CIGS Working Paper Series. RePEc:cnn:wpaper:25-015e. Full description at Econpapers || Download paper | |
| 2024 | Financial Crisis as a Run on Profitable Banks. (2024). Kim, Sang Rae. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2024:v:25:i:1:kim. Full description at Econpapers || Download paper | |
| 2024 | The synergistic influence of board gender diversity and audit committee on the financial performance of Saudi Arabian banks. (2024). Yamani, Amal. In: International Journal of Accounting, Business and Finance. RePEc:dbs:ijabfi:v:3:y:2024:i:2:p:61-77:id:155. Full description at Econpapers || Download paper | |
| 2024 | Keep calm, but watch the outliers: deposit flows in recent crisis episodes and beyond. (2024). Oosterhek, Koen ; Fascione, Luisa ; Wildmann, Nadya ; Stracca, Livio ; Scheubel, Beatrice. In: Occasional Paper Series. RePEc:ecb:ecbops:2024361. Full description at Econpapers || Download paper | |
| 2025 | Bank fragility and risk management. (2025). Ahnert, Toni ; Bertsch, Christoph ; Marquez, Robert ; Leonello, Agnese. In: Working Paper Series. RePEc:ecb:ecbwps:20253076. Full description at Econpapers || Download paper | |
| 2025 | Interest rate liberalization and the procyclicality of the bank liquidity buffer: Evidence from China. (2025). Zhang, Xiaolin ; Yuan, Chao ; Zhu, Yunfan ; Jiang, Hai. In: Journal of Asian Economics. RePEc:eee:asieco:v:98:y:2025:i:c:s1049007825000284. Full description at Econpapers || Download paper | |
| 2024 | Voluntary insurance vs. stabilization funds: An experimental analysis on bank runs. (2024). Teglio, Andrea ; Barreda-Tarrazona, Iván ; Grimalda, Gianluca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000248. Full description at Econpapers || Download paper | |
| 2024 | Coordination failure in experimental banks of different sizes. (2024). Campioni, Eloisa ; Belotti, Federico ; Mortari, Andrea Piano ; Panaccione, Luca ; Marazzi, Francesca ; Larocca, Vittorio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001151. Full description at Econpapers || Download paper | |
| 2025 | Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333. Full description at Econpapers || Download paper | |
| 2024 | Bridging the credit gap: The influence of regional bank structure on the expansion of peer-to-peer lending. (2024). Duygun, Meryem ; Yang, Junhong ; Eid, Nourhan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002129. Full description at Econpapers || Download paper | |
| 2024 | Does liquidity regulation affect commercial banks carbon bias? Evidence from China. (2024). Liu, Yan ; Zou, Xin ; Yuan, Wei ; Dai, Junxun. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001421. Full description at Econpapers || Download paper | |
| 2024 | Too old to spend? Understanding the consumption of the elderly in China. (2024). Wu, Weixing ; Jin, Changlun ; Tian, Geran. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001755. Full description at Econpapers || Download paper | |
| 2024 | Liquidity and clientele effects in green debt markets. (2024). Schoenmaker, Dirk ; Bongaerts, Dion. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000440. Full description at Econpapers || Download paper | |
| 2024 | Preventing runs under sequential revelation of liquidity needs. (2024). Voellmy, Lukas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001951. Full description at Econpapers || Download paper | |
| 2024 | Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180. Full description at Econpapers || Download paper | |
| 2024 | Contracting with cost synergies: Continuous-time double-sided moral hazard. (2024). Yang, Jun ; Chen, YU. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001635. Full description at Econpapers || Download paper | |
| 2024 | Will the establishment of city commercial banks improve resource allocation efficiency?–Concurrently on bank risk-taking channels of monetary policy in China. (2024). Gong, Xingyu ; Luo, XI ; Yu, Jintao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1513-1526. Full description at Econpapers || Download paper | |
| 2025 | Strong financial regulation and the intelligent transformation of enterprises. (2025). Guo, Meiting ; Zhang, Baizhen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:186-207. Full description at Econpapers || Download paper | |
| 2024 | Hedge fund fee structure and risk exposure. (2024). Riutort, Julio ; Braun, Matias ; Roche, Herve. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000026. Full description at Econpapers || Download paper | |
| 2024 | Does macroprudential policy leak? Evidence from shadow bank lending in EU countries. (2024). Ngo, Ngoc Anh ; Hodula, Martin. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000130. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the relation between financial inclusion and economic growth: a global analysis using panel threshold regression. (2024). Bala-Keffi, Ladi R ; Siddiki, Jalal. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000634. Full description at Econpapers || Download paper | |
| 2024 | Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493. Full description at Econpapers || Download paper | |
| 2024 | Does climate change matter for bank profitability? Evidence from China. (2024). Lee, Chien-Chiang ; Zhang, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001827. Full description at Econpapers || Download paper | |
| 2024 | International aggregate risk: Effects on financial stability. (2024). Lucchetta, Marcella. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s016517652400257x. Full description at Econpapers || Download paper | |
| 2025 | Bank efficiency and liquidity creation in the Euro Area: A Bayesian approach. (2025). Migliardo, Carlo ; Spadaro, Marco ; Forgione, Antonio Fabio. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005858. Full description at Econpapers || Download paper | |
| 2024 | Idle liquidity, CBDC and banking. (2024). Xiao, Sylvia Xiaolin ; Dong, Mei. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000291. Full description at Econpapers || Download paper | |
| 2024 | Carbon taxes and tariffs, financial frictions, and international spillovers. (2024). Carattini, Stefano ; Pommeret, Aude ; Melkadze, Givi ; Kim, Giseong. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002125. Full description at Econpapers || Download paper | |
| 2025 | Faster bank runs. (2025). Shy, Oz. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002447. Full description at Econpapers || Download paper | |
| 2025 | A crises-bailouts game. (2025). Sultanum, Bruno ; Zhou, Ruilin ; Salcedo, Bruno. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000492. Full description at Econpapers || Download paper | |
| 2024 | Investment–consumption optimization with transaction cost and learning about return predictability. (2024). Siu, Tak Kuen ; Wang, Ning. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:877-891. Full description at Econpapers || Download paper | |
| 2024 | Interactive preference analysis: A reinforcement learning framework. (2024). Hu, Xiao ; Kang, Siqin ; Zhu, Shaokeng ; Ren, Long. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:983-998. Full description at Econpapers || Download paper | |
| 2025 | Optimal payoffs under smooth ambiguity. (2025). Vanduffel, Steven ; Wilke, Morten ; Chen, AN. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:754-764. Full description at Econpapers || Download paper | |
| 2025 | Stabilizing financial networks via mergers and acquisitions. (2025). Kallio, Markku ; Khabazian, Aein. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:314-329. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1984 | Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 1985 | Acknowledgment: Kinks on the Mean-Variance Frontier. In: Journal of Finance. [Citation analysis] | article | 1 |
| 1985 | Differential Information and Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 122 |
| 1985 | The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 120 |
| 1985 | Yes, the APT Is Testable. In: Journal of Finance. [Full Text][Citation analysis] | article | 21 |
| 1986 | The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 104 |
| 1986 | Tax Clienteles and Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 38 |
| 1980 | Output Supply, Employment, and Intra-Industry Wage Dispersion In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1988 | Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
| 1988 | Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market.(1988) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 1988 | Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
| 1988 | Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | article | |
| 1988 | Increases in Risk Aversion and Portfolio Choice in a Complete Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
| 1988 | Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans.(1988) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 1988 | Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 74 |
| 1991 | Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 1989 | Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 1993 | Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model.(1993) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 1982 | Portfolio Efficient Sets. In: Econometrica. [Full Text][Citation analysis] | article | 30 |
| 1983 | An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica. [Full Text][Citation analysis] | article | 9 |
| 2015 | Screening of possibly incompetent agents In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Arbitrage, state prices and portfolio theory In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 19 |
| 2024 | Approximate utility In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Lifetime consumption and investment: Retirement and constrained borrowing In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 82 |
| 2010 | Renegotiation-proof contracting, disclosure, and incentives for efficient investment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2012 | Increases in risk aversion and the distribution of portfolio payoffs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2018 | On investor preferences and mutual fund separation In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 1980 | Present values and internal rates of return In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
| 1982 | Recovering preferences from preferences over nominal gambles In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 1983 | Duality, interest rates, and the theory of present value In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 1983 | An explicit bound on individual assets deviations from APT pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
| 2000 | Bias of Damage Awards and Free Options in Securities Litigation In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 2 |
| 1983 | Adoption externalities as public goods In: Journal of Public Economics. [Full Text][Citation analysis] | article | 54 |
| 1994 | What is the Feds decision problem? (conference panel discussion) In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 1994 | What is the Feds decision problem? (conference panel discussion).(1994) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1997 | The new risk management: the good, the bad, and the ugly In: Review. [Full Text][Citation analysis] | article | 4 |
| 2013 | The new risk management: the good, the bad, and the ugly.(2013) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2000 | Bank runs, deposit insurance, and liquidity In: Quarterly Review. [Full Text][Citation analysis] | article | 4945 |
| 1983 | Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4945 | article | |
| 1999 | Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Portfolio Performance and Agency.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 1983 | Recovering Additive Utility Functions. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2011 | Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 13 |
| 1981 | Recovering Cardinal Utility In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 15 |
| 1995 | Dusenberrys Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 82 |
| 1997 | Recovery of Preferences from Observed Wealth in a Single Realization. In: The Review of Financial Studies. [Citation analysis] | article | 13 |
| 1999 | Portfolio Turnpikes. In: The Review of Financial Studies. [Citation analysis] | article | 21 |
| 1999 | Empty Promises and Arbitrage. In: The Review of Financial Studies. [Citation analysis] | article | 7 |
| 2003 | Employee Reload Options: Pricing, Hedging, and Optimal Exercise In: The Review of Financial Studies. [Citation analysis] | article | 19 |
| 1988 | Book Review: Security Markets: Stochastic Models by Darrell Duffie In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
| 2009 | Consensus in Diverse Corporate Boards In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 45 |
| 2022 | Multiple equilibria In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Interview In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Biographical In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Pricing Long Bonds: Pitfalls and Opportunities In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
| 1997 | Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
| 1999 | Using Asset Allocation to Protect Spending In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 4 |
| 2001 | The Cost and Duration of Cash-Balance Pension Plans In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
| 1982 | Mean-Variance Theory in Complete Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 76 |
| 1986 | Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business. [Full Text][Citation analysis] | article | 80 |
| 1996 | Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business. [Full Text][Citation analysis] | article | 90 |
| 1998 | Long Forward and Zero-Coupon Rates Can Never Fall.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2023 | Nobel Lecture: Multiple Equilibria In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
| 1993 | Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: Finance. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team