Philip H. Dybvig : Citation Profile

Are you Philip H. Dybvig?

Washington University in St. Louis

21

H index

28

i10 index

6071

Citations

RESEARCH PRODUCTION:

47

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   43 years (1980 - 2023). See details.
   Cites by year: 141
   Journals where Philip H. Dybvig has often published
   Relations with other researchers
   Recent citing documents: 218.    Total self citations: 6 (0.1 %)

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   Permalink: http://citec.repec.org/pdy4
   Updated: 2024-04-18    RAS profile: 2023-11-07    
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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 Philip H. Dybvig.

Is cited by:

Aizenman, Joshua (36)

Kiss, Hubert Janos (32)

Keister, Todd (29)

Martin, Antoine (28)

Ahnert, Toni (27)

Schoors, Koen (25)

Razin, Assaf (25)

Suarez, Javier (24)

Jouini, Elyès (24)

Rosa-García, Alfonso (23)

Fecht, Falko (22)

Cites to:

Dybvig, Phillip (10)

merton, robert (6)

Stiglitz, Joseph (4)

Liu, Hong (3)

Holmstrom, Bengt (3)

Katz, Michael (3)

Machina, Mark (3)

Lucas, Deborah (3)

He, Hua (2)

Spence, A. (2)

Gustman, Alan (2)

Main data

Where Philip H. Dybvig has published?

Journals with more than one article published# docs
The Review of Financial Studies10
Journal of Economic Theory7
Journal of Finance7
The Journal of Business4
The Review of Economic Studies3
Review3
Econometrica2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University7

Recent works citing Philip H. Dybvig (2024 and 2023)

YearTitle of citing document
2023Bank Runs and Inequality. (2023). Sebastian, Monroy-Taborda. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4672.

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2023The importance of Banking sector in the growth of Nation economy: A case study of Stanbic bank in South Sudan. (2023). Akuien, Akech David. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:1-20.

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2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2024Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2023Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861.

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2023Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607.

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2023Unpacking the Black Box: Regulating Algorithmic Decisions. (2021). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443.

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2023Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2023Railroad Bailouts in the Great Depression. (2022). Verdickt, Gertjan ; Moore, Lyndon. In: Papers. RePEc:arx:papers:2205.13025.

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2023No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives. (2022). Calvelli, Alessio. In: Papers. RePEc:arx:papers:2208.08746.

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2023Smooth Value Function for a Consumption-Wealth Preference and Leverage Constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2210.01016.

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2024Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2023Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888.

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2023Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455.

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2023Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2023The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment. (2023). Szwabi, Janusz ; Fortuna, Kamil. In: Papers. RePEc:arx:papers:2305.06337.

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2023A Game of Competition for Risk. (2023). Abraham, Louis. In: Papers. RePEc:arx:papers:2305.18941.

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2023Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642.

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2023Optimal ratcheting of dividend payout under Brownian motion surplus. (2023). Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2308.15048.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169.

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2024Optimal Transport Divergences induced by Scoring Functions. (2023). Vanduffel, Steven ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2311.12183.

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2023Optimal dividend payout with path-dependent drawdown constraint. (2023). Fan, Jiacheng ; Guan, Chonghu ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2312.01668.

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2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2312.02943.

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2023Drivers of Shadow Banking System: A Panel Empirical Approach for Developed Countries. (2023). Zhelyazkova, Virginia ; Goldman, Sarah. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:95-122.

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2023Central Bank Digital Currencies and Banking: Literature Review and New Questions. (2023). Jiang, Janet Hua ; Davoodalhosseini, Mohammad ; Chiu, Jonathan ; Chapman, James ; Zhu, YU ; Rivadeneyra, Francisco. In: Discussion Papers. RePEc:bca:bocadp:23-4.

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2023Stress Relief? Funding Structures and Resilience to the Covid Shock. (2023). . In: Staff Working Papers. RePEc:bca:bocawp:23-7.

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2023Interdependence between assets and liabilities in the banking system: changes in the last two decades. (2023). Piersanti, Fabio Massimo ; Michelangeli, Valentina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_752_23.

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2023Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683.

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2023Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning. (2023). Ferrari, Giorgio ; Chen, AN ; Zhu, Shihao. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:684.

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2023CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086.

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2023Keep calm and bank on: panic-driven bank runs and the role of public communication. (2023). Gorodnichenko, Yuriy ; Coibion, Olivier ; Grigoli, Francesco ; Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1119.

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2024Banking concentration, financial openness, and financial development. (2024). Harrison, Andre ; Ghossoub, Edgar A ; Reed, Robert R. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159.

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2023The search for stability. (2023). Wood, Geoffrey. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:133-141.

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2023Finance research: What are the new frontiers?. (2023). Thakor, Anjan V. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:453-462.

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2023A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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2023Optimal measure preserving derivatives revisited. (2023). Beare, Brendan. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:370-388.

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2023.

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2023Marketmaking Middlemen. (2023). Gautier, Pieter ; Watanabe, Makoto ; Hu, BO. In: RAND Journal of Economics. RePEc:bla:randje:v:54:y:2023:i:1:p:83-103.

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2023Optimum financial areas: Retooling the governance of global finance. (2023). Jones, Erik. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1582-1608.

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2023.

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2023Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Kirschenmann, Karolin ; Atmaca, Sumeyra ; Schoors, Koen. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_476.

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2023A Monetary Equilibrium with the Lender of Last Resort. (2023). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10439.

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2023Implicit and Explicit Deposit Insurance and Depositor Behavior. (2023). Ongena, Steven ; Kirschenmann, Karolin ; Atmaca, Sumeyra ; Schoors, Koen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10768.

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2023CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309.

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2023Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09.

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2023A Monetary Equilibrium with the Lender of Last Resort. (2023). Matsuoka, Tarishi ; Watanabe, Makoto. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-010e.

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2023Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447.

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2023Loan guarantees, bank underwriting policies and financial fragility. (2023). Marquez, Robert ; Leonello, Agnese ; Carletti, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20232782.

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2023CBDC and financial stability. (2023). Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20232783.

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2023Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC. (2023). Soons, Oscar ; Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20232801.

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2023Do non-banks need access to the lender of last resort? Evidence from fund runs. (2023). Hoerova, Marie ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232805.

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2023Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451.

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2023Herding in the non-fungible token (NFT) market. (2023). Bao, Te ; Wen, Yonggang ; Ma, Mengzhong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000515.

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2023Liability taxes, risk, and the cost of banking crises. (2023). Fatica, Serena ; Pagano, Andrea ; Kvedaras, Virmantas ; Heynderickx, Wouter ; Bellucci, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000366.

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2023Optimal stress tests and liquidation cost. (2023). Gu, Jiadong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002718.

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2023Cultural persistence in corruption, economic growth, and the environment. (2023). Varvarigos, Dimitrios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002937.

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2023Coexistence of money and interest-bearing bonds. (2023). van Buggenum, Hugo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000982.

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2023The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437.

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2023Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417.

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2023Digital innovation and financial access for small and medium-sized enterprises in a currency union. (2023). Kame, Thierry U. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004199.

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2023Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419.

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2023Bank fintech, liquidity creation, and risk-taking: Evidence from China. (2023). Zhao, Yang ; Wang, Fan ; Fang, YI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002572.

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2023How does fintech affect bank risk? A perspective based on financialized transfer of government implicit debt risk. (2023). Sun, Ruiyi ; Song, Zilong ; Gu, Qiankun ; Huang, Xiang ; Wang, Jiaxin. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003103.

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2023Does board diversity in industry-experience boost firm value? The role of corporate innovation. (2023). Wu, JI ; Lu, Yue ; Huang, Peng. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003164.

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2023Economic growth, inflation, and banking sector competition. (2023). Ghossoub, Edgar A. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003401.

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2023Banking regulation and costless commitment contracts for time-inconsistent agents. (2023). Szafarz, Ariane ; Laureti, Carolina. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003486.

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2023Rights to retrade, free-riding and insurance requirement. (2023). Park, Jaevin. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000897.

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2023The long-run effects of risk: an equilibrium approach. (2023). Palma, Nuno ; Madeira, Joao ; van der Kwaak, Christiaan. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000041.

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2023Diamond–Dybvig and beyond: On the instability of banking. (2023). Wright, Randall ; Nosal, ED ; Monnet, Cyril ; Gu, Chao. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000430.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023Optimal expansion of business opportunity. (2023). Wong, Hoi Ying ; Chiu, Mei Choi ; Chen, Kexin ; Wang, Ling. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:432-445.

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2023FinTech and the COVID-19 pandemic: Evidence from electronic payment systems. (2023). Tut, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000043.

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2023Economic policy uncertainty, bank deposits, and liability structure. (2023). Yang, Ming ; Xing, Fei ; Gao, Lei ; Deng, Wei. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000298.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275.

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2023Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023The impact of opacity on bank valuation during the global financial crisis: A channel analysis. (2023). Wu, DA ; Zheng, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000960.

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2023Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199.

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2023Depositor market discipline: New evidence from selling failed banks. (2023). Zhou, Tim ; Upreti, Vineet ; Molyneux, Philip. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002831.

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2023The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Halouskova, Martina ; Lyocsa, Tefan ; Haugom, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

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2023National culture and bank liquidity creation. (2023). Guedhami, Omrane ; el Ghoul, Sadok ; Cao, Zhongyu ; Boubakri, Narjess ; Li, Xinming. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001073.

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2023Deposit insurance and market discipline. (2023). Quintero, Juan C. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000013.

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2023Regulatory oversight and bank risk. (2023). Yilmaz, Muhammed H ; Chronopoulos, Dimitris K. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000050.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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2023Optimal 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.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2023Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30.

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2023Ethical bank disclosures and liquidity creation. (2023). Bellos, Sotirios K ; Chen, Lei ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000227.

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2023Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643.

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2023Bank size and the transmission of monetary policy: Revisiting the lending channel. (2023). Pungaliya, Raunaq ; Naqvi, Hassan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002680.

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2023Personal bankruptcy and post-bankruptcy liquidity constraint. (2023). Lim, Byung Hwa ; Lee, Ho-Seok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000857.

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2023Stress tests and information disclosure: An experimental analysis. (2023). Lightle, John ; Korenok, Oleg ; Davis, Douglas ; Cox, Caleb. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002710.

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

Works by Philip H. Dybvig:

YearTitleTypeCited
2021The Contributions of Stephen A. Ross to Financial Economics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1984 Short Sales Restrictions and Kinks on the Mean Variance Frontier. In: Journal of Finance.
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1985 Acknowledgment: Kinks on the Mean-Variance Frontier. In: Journal of Finance.
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1985 Differential Information and Performance Measurement Using a Security Market Line. In: Journal of Finance.
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1985 The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance.
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1985 Yes, the APT Is Testable. In: Journal of Finance.
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1986 The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates. In: Journal of Finance.
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1986 Tax Clienteles and Asset Pricing. In: Journal of Finance.
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1980Output Supply, Employment, and Intra-Industry Wage Dispersion In: Cowles Foundation Discussion Papers.
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1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market In: Cowles Foundation Discussion Papers.
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1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market.(1988) In: The Review of Financial Studies.
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1988Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers.
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1988Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business.
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1988Increases in Risk Aversion and Portfolio Choice in a Complete Market In: Cowles Foundation Discussion Papers.
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1988Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans In: Cowles Foundation Discussion Papers.
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1988Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans.(1988) In: The Review of Financial Studies.
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1988Capital Structure and dividend Irrelevance with Asymmetric Information In: Cowles Foundation Discussion Papers.
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1991Capital Structure and Dividend Irrelevance with Asymmetric Information..(1991) In: The Review of Financial Studies.
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1989Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model In: Cowles Foundation Discussion Papers.
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1993Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model.(1993) In: The Review of Economic Studies.
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1982Portfolio Efficient Sets. In: Econometrica.
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1983An Alternative Characterization of Decreasing Absolute Risk Aversion. In: Econometrica.
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2015Screening of possibly incompetent agents In: Economics Letters.
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2003Arbitrage, state prices and portfolio theory In: Handbook of the Economics of Finance.
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2010Renegotiation-proof contracting, disclosure, and incentives for efficient investment In: Journal of Economic Theory.
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2012Increases in risk aversion and the distribution of portfolio payoffs In: Journal of Economic Theory.
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2018On investor preferences and mutual fund separation In: Journal of Economic Theory.
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1980Present values and internal rates of return In: Journal of Economic Theory.
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1982Recovering preferences from preferences over nominal gambles In: Journal of Economic Theory.
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1983Duality, interest rates, and the theory of present value In: Journal of Economic Theory.
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1983An explicit bound on individual assets deviations from APT pricing in a finite economy In: Journal of Financial Economics.
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2000Bias of Damage Awards and Free Options in Securities Litigation In: Journal of Financial Intermediation.
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1983Adoption externalities as public goods In: Journal of Public Economics.
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1997The new risk management: the good, the bad, and the ugly In: Review.
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2000Bank runs, deposit insurance, and liquidity In: Quarterly Review.
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1983Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy.
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1999Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1983Recovering Additive Utility Functions. In: International Economic Review.
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2011Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing In: Mathematics of Operations Research.
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1981Recovering Cardinal Utility In: The Review of Economic Studies.
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1995Dusenberrys Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: The Review of Economic Studies.
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1997Recovery of Preferences from Observed Wealth in a Single Realization. In: The Review of Financial Studies.
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1999Portfolio Turnpikes. In: The Review of Financial Studies.
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1999Empty Promises and Arbitrage. In: The Review of Financial Studies.
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2003Employee Reload Options: Pricing, Hedging, and Optimal Exercise In: The Review of Financial Studies.
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1988Book Review: Security Markets: Stochastic Models by Darrell Duffie In: The Review of Financial Studies.
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2009Consensus in Diverse Corporate Boards In: The Review of Financial Studies.
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2022Multiple equilibria In: Nobel Prize in Economics documents.
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1982Mean-Variance Theory in Complete Markets. In: The Journal of Business.
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1986Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business.
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1996Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business.
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1998Long Forward and Zero-Coupon Rates Can Never Fall.(1998) In: Yale School of Management Working Papers.
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1993Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living In: Finance.
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