23
H index
34
i10 index
7393
Citations
University of Chicago | 23 H index 34 i10 index 7393 Citations RESEARCH PRODUCTION: 48 Articles 40 Papers 1 Books 16 Chapters EDITOR: RESEARCH ACTIVITY: 47 years (1976 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pco144 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 9 |
Journal of Financial Economics | 7 |
Journal of Political Economy | 5 |
Review of Financial Studies | 3 |
Critical Finance Review | 2 |
The Review of Asset Pricing Studies | 2 |
Journal of Economic Theory | 2 |
Year | Title of citing document |
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2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper |
2023 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper |
2023 | Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173. Full description at Econpapers || Download paper |
2023 | Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672. Full description at Econpapers || Download paper |
2023 | A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748. Full description at Econpapers || Download paper |
2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152. Full description at Econpapers || Download paper |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper |
2023 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper |
2023 | Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178. Full description at Econpapers || Download paper |
2023 | Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014. Full description at Econpapers || Download paper |
2023 | Life cycle insurance, bequest motives and annuity loads. (2023). Shevchenko, Pavel V ; Kingston, Geoffrey ; Arandjelovi, Aleksandar. In: Papers. RePEc:arx:papers:2310.06274. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper |
2023 | The day?of?the?month effect and the performance of the dollar cost averaging strategy: Evidence from China. (2023). Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:797-815. Full description at Econpapers || Download paper |
2023 | Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412. Full description at Econpapers || Download paper |
2023 | Relative deprivation, time preference, and economic growth. (2023). Chakrabarty, Debajyoti. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:489-525. Full description at Econpapers || Download paper |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper |
2023 | CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278. Full description at Econpapers || Download paper |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper |
2023 | Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215. Full description at Econpapers || Download paper |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es. Full description at Econpapers || Download paper |
2023 | Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en. Full description at Econpapers || Download paper |
2023 | Mutual funds capital gains lock-in and earnings management. (2023). Dimmock, Stephen ; Zhang, Huai ; Feng, Fan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000718. Full description at Econpapers || Download paper |
2023 | Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738. Full description at Econpapers || Download paper |
2023 | Macroeconomic volatility and the current account: Extending the evidence. (2023). Jalles, Joao ; Karras, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001463. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. Full description at Econpapers || Download paper |
2023 | Household heterogeneity in macroeconomic models: A historical perspective. (2023). Saidi, Aurelien ; Duarte, Pedro Garcia ; Cherrier, Beatrice. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001265. Full description at Econpapers || Download paper |
2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper |
2023 | Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320. Full description at Econpapers || Download paper |
2023 | Religion groups and portfolio choice decisions: Evidence from UK households. (2023). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001241. Full description at Econpapers || Download paper |
2023 | Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520. Full description at Econpapers || Download paper |
2023 | ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623. Full description at Econpapers || Download paper |
2023 | Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647. Full description at Econpapers || Download paper |
2023 | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers || Download paper |
2023 | Optimal retirement savings over the life cycle: A deterministic analysis in closed form. (2023). Koch, Marlene ; Jensen, Bjarne Astrup ; Fischer, Marcel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:48-58. Full description at Econpapers || Download paper |
2023 | The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121. Full description at Econpapers || Download paper |
2023 | Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679. Full description at Econpapers || Download paper |
2023 | Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296. Full description at Econpapers || Download paper |
2023 | Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244. Full description at Econpapers || Download paper |
2023 | Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784. Full description at Econpapers || Download paper |
2023 | On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406822001331. Full description at Econpapers || Download paper |
2023 | On the concavity of consumption function under habit formation. (2023). Li, Lun ; Liu, Haoyu. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000228. Full description at Econpapers || Download paper |
2023 | Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148. Full description at Econpapers || Download paper |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper |
2023 | A stochastic card balance management problem with continuous and batch-type bilateral transactions. (2023). Barron, Yonit. In: Operations Research Perspectives. RePEc:eee:oprepe:v:10:y:2023:i:c:s221471602300009x. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610. Full description at Econpapers || Download paper |
2023 | Caregiving subsidies and spousal early retirement intentions. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina ; costa -Font, Joan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114908. Full description at Econpapers || Download paper |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper |
2023 | Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378. Full description at Econpapers || Download paper |
2023 | The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140. Full description at Econpapers || Download paper |
2023 | Reference Dependence in Intertemporal Preference. (2023). Zhong, Songfa ; Li, Zhihua. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:475-490. Full description at Econpapers || Download paper |
2023 | Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002. Full description at Econpapers || Download paper |
2023 | Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Rockinger, Michael ; Bernoussi, Rim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6. Full description at Econpapers || Download paper |
2023 | Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5. Full description at Econpapers || Download paper |
2023 | Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342.. Full description at Econpapers || Download paper |
2023 | Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi. In: MPRA Paper. RePEc:pra:mprapa:117162. Full description at Econpapers || Download paper |
2023 | Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278. Full description at Econpapers || Download paper |
2023 | Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378. Full description at Econpapers || Download paper |
2023 | A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172. Full description at Econpapers || Download paper |
2023 | Identifying Preferences when Households are Financially Constrained. (). Tryphonides, Andreas. In: Review of Economic Dynamics. RePEc:red:issued:21-242. Full description at Econpapers || Download paper |
2023 | r Minus g. (). Barro, Robert. In: Review of Economic Dynamics. RePEc:red:issued:22-139. Full description at Econpapers || Download paper |
2023 | Identifying household finance heterogeneity via deep clustering. (2023). Fabozzi, Frank J ; Lee, Yongjae ; Hwang, Yoontae. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04900-3. Full description at Econpapers || Download paper |
2023 | An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies. (2023). Rodriguez-Aguilar, Juan A ; Pla-Santamaria, David ; Salas-Molina, Francisco. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05433-z. Full description at Econpapers || Download paper |
2023 | A multidimensional review of the cash management problem. (2023). Salas-Molina, Francisco ; Guillen, Montserrat ; Rodriguez-Aguilar, Juan A. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00473-7. Full description at Econpapers || Download paper |
2023 | Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w. Full description at Econpapers || Download paper |
2023 | A real options approach to value manufacturing flexibilities with regime-switching product demand. (2023). Sarkar, P ; C. -G. Lee, ; M. I. M. Wahab, . In: Flexible Services and Manufacturing Journal. RePEc:spr:flsman:v:35:y:2023:i:3:d:10.1007_s10696-022-09450-1. Full description at Econpapers || Download paper |
2023 | Social externalities, endogenous childcare costs, and fertility choice. (2023). Tursunalieva, Ainura ; Dzhumashev, Ratbek. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:1:d:10.1007_s00148-021-00885-8. Full description at Econpapers || Download paper |
2023 | Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30. Full description at Econpapers || Download paper |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Discussion Paper. RePEc:tiu:tiucen:c8da0a17-57cb-40bf-ab61-6608d1ea885a. Full description at Econpapers || Download paper |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Other publications TiSEM. RePEc:tiu:tiutis:c8da0a17-57cb-40bf-ab61-6608d1ea885a. Full description at Econpapers || Download paper |
2023 | Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2018). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: TSE Working Papers. RePEc:tse:wpaper:32475. Full description at Econpapers || Download paper |
2023 | Long?term capital gains taxes and stock prices: Evidence from India. (2023). Kadapakkam, Palanirajan ; Fallah, Mohammadali. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3033-3054. Full description at Econpapers || Download paper |
2023 | Who has an edge in trading index derivatives?. (2023). Lee, Jaeram ; Kang, Jangkoo ; Jang, Jeewon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:325-348. Full description at Econpapers || Download paper |
2023 | Conditional Equity Premium and Aggregate Corporate Investment. (2023). Qiu, Buhui ; Guo, Hui. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:251-295. Full description at Econpapers || Download paper |
2023 | Export impact on dividend policy for big Colombian exporting firms, 2006-2014. (2023). Merchan, Federico Alberto. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2243. Full description at Econpapers || Download paper |
2023 | Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers. (2023). Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:279899. Full description at Econpapers || Download paper |
Journal | |
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Handbook of the Economics of Finance | |
Handbook of the Economics of Finance |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2020 | Mispriced index option portfolios In: Financial Management. [Full Text][Citation analysis] | article | 8 |
2017 | Mispriced Index Option Portfolios.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1978 | Market Risk Adjustment in Project Valuation. In: Journal of Finance. [Full Text][Citation analysis] | article | 60 |
1980 | Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
1982 | Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
1983 | Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1982 | To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1985 | Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1985 | The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2001 | Merton H. Miller In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2011 | Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance. [Citation analysis] | article | 20 |
2010 | Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2008 | Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2017 | Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
2014 | Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2015 | Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2006 | MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2005 | Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance. [Full Text][Citation analysis] | article | 21 |
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | ||
1990 | Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1029 |
1990 | Habit Formation: A Resolution of the Equity Premium Puzzle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1029 | article | |
1979 | A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 19 |
1983 | Capital Market Equilibrium with Personal Tax. In: Econometrica. [Full Text][Citation analysis] | article | 122 |
2002 | Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2002 | Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1993 | Time nonseparability in aggregate consumption : International evidence In: European Economic Review. [Full Text][Citation analysis] | article | 58 |
1992 | Time Nonseparability in Aggregate Consumption: International Evidence.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
1976 | Portfolio selection with transactions costs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 139 |
1984 | Strategic analysis of the competitive exercise of certain financial options In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 8 |
1984 | Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 113 |
1983 | Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
1984 | Optimal bond trading with personal taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 53 |
2005 | OPTIMAL BOND TRADING WITH PERSONAL TAXES.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | chapter | |
1984 | Warrant exercise and bond conversion in competitive markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
1991 | Habit persistence and durability in aggregate consumption: Empirical tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 269 |
1991 | Habit Persistence and Durability in Aggregate Consumption: Empirical Tests.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 269 | paper | |
1976 | Comment on Chen, Kim and Kon In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
1976 | Cash 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. [Full Text][Citation analysis] | article | 0 |
1980 | Admissible uncertainty in the intertemporal asset pricing model In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
1988 | Optimal Population Growth and the Social Welfare Function In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 2 |
2008 | Asset pricing tests with long run risks in consumption growth In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 66 |
2008 | Asset Pricing Tests with Long Run Risks in Consumption Growth.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2011 | Asset Pricing Tests with Long-run Risks in Consumption Growth.(2011) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2017 | The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics In: Natural Field Experiments. [Full Text][Citation analysis] | paper | 3 |
1997 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business. [Citation analysis] | paper | 249 |
1998 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | paper | |
2002 | Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle.(2002) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | article | |
Junior Cant borrow: A New Perspective on the Equity Premium Puzzle..() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 249 | paper | ||
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 233 |
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
2002 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | article | |
1999 | Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
1976 | Stochastic Cash Management with Fixed and Proportional Transaction Costs In: Management Science. [Full Text][Citation analysis] | article | 27 |
1976 | Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income In: Management Science. [Full Text][Citation analysis] | article | 4 |
1979 | Multiperiod Consumption and Investment Behavior with Convex Transactions Costs In: Management Science. [Full Text][Citation analysis] | article | 46 |
1978 | Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time In: Operations Research. [Full Text][Citation analysis] | article | 51 |
2005 | Junior must pay: pricing the implicit put in privatizing Social Security In: Annals of Finance. [Full Text][Citation analysis] | article | 12 |
2002 | Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2011 | The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 47 |
2012 | The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2013 | The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
1997 | Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 6 |
2005 | Junior is Rich: Bequests as Consumption In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | Junior is rich: bequests as consumption.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2008 | Mispricing of S&P 500 Index Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
2009 | Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2009 | Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2005 | Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2010 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2014 | Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | The Supply and Demand of S&P 500 Put Options In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | The Supply and Demand of S&P 500 Put Options.(2021) In: Critical Finance Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2017 | What Information Drives Asset Prices? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Sentiment, Productivity, and Economic Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Rational Asset Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
2021 | Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
1992 | A Theory of the Nominal Term Structure of Interest Rates. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 155 |
2007 | Option Pricing: Real and Risk-Neutral Distributions In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2005 | Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1999 | Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics. [Full Text][Citation analysis] | article | 31 |
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | ||
1982 | Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation. In: The Journal of Business. [Full Text][Citation analysis] | article | 134 |
2017 | Asset Pricing: Models and Empirical Evidence In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
1996 | Asset Pricing with Heterogeneous Consumers. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 662 |
1986 | Capital Market Equilibrium with Transaction Costs. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 384 |
2005 | Capital Market Equilibrium with Transaction Costs.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 384 | chapter | |
2015 | Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
2005 | Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Forward and Futures Contracts In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Pricing Forwards and Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Interest Rate and Currency Swaps In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Optimal Early Exercise of American Options In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Binomial Option Pricing In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Using the Binomial Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Options on Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Risk Management In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Empirical Evidence and Fixes In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Corporate Securities and Credit Risk In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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