21
H index
28
i10 index
6232
Citations
Washington University in St. Louis | 21 H index 28 i10 index 6232 Citations RESEARCH PRODUCTION: 52 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY: 44 years (1980 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdy4 |
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 Finance | 7 |
Journal of Economic Theory | 7 |
Financial Analysts Journal | 4 |
The Journal of Business | 4 |
Review | 3 |
The Review of Economic Studies | 3 |
Econometrica | 2 |
Journal of Political Economy | 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 | |
---|---|---|
2023 | Bank Runs and Inequality. (2023). Sebastian, Monroy-Taborda. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4672. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper | |
2024 | Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166. Full description at Econpapers || Download paper | |
2023 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2020). Jackson, Matthew ; Pernoud, Agathe. In: Papers. RePEc:arx:papers:2012.12861. Full description at Econpapers || Download paper | |
2023 | Weak equilibriums for time-inconsistent stopping control problems. (2021). Liang, Zongxia ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2105.06607. Full description at Econpapers || Download paper | |
2024 | Unpacking the Black Box: Regulating Algorithmic Decisions. (2021). Spiess, Jann ; Nelson, Scott ; Blattner, Laura. In: Papers. RePEc:arx:papers:2110.03443. Full description at Econpapers || Download paper | |
2023 | Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483. Full description at Econpapers || Download paper | |
2023 | Railroad Bailouts in the Great Depression. (2022). Verdickt, Gertjan ; Moore, Lyndon. In: Papers. RePEc:arx:papers:2205.13025. Full description at Econpapers || Download paper | |
2024 | Cost-efficiency in Incomplete Markets. (2022). Sturm, Stephan ; Bernard, Carole. In: Papers. RePEc:arx:papers:2206.12511. Full description at Econpapers || Download paper | |
2024 | Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949. Full description at Econpapers || Download paper | |
2024 | Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848. Full description at Econpapers || Download paper | |
2024 | No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives. (2022). Calvelli, Alessio. In: Papers. RePEc:arx:papers:2208.08746. Full description at Econpapers || Download paper | |
2023 | Smooth Value Function for a Consumption-Wealth Preference and Leverage Constraint. (2022). Zhu, Zimu ; Tian, Weidong. In: Papers. RePEc:arx:papers:2210.01016. Full description at Econpapers || Download paper | |
2024 | Optimal 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. Full description at Econpapers || Download paper | |
2024 | Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888. Full description at Econpapers || Download paper | |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
2024 | Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | A Game of Competition for Risk. (2023). Abraham, Louis. In: Papers. RePEc:arx:papers:2305.18941. Full description at Econpapers || Download paper | |
2024 | Contagion Effects of the Silicon Valley Bank Run. (2023). Yorulmazer, Tanju ; Goldsmith-Pinkham, Paul ; Choi, Dong Beom. In: Papers. RePEc:arx:papers:2308.06642. Full description at Econpapers || Download paper | |
2024 | Optimal ratcheting of dividend payout under Brownian motion surplus. (2023). Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2308.15048. Full description at Econpapers || Download paper | |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2311.12169. Full description at Econpapers || Download paper | |
2024 | Optimal Transport Divergences induced by Scoring Functions. (2023). Vanduffel, Steven ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2311.12183. Full description at Econpapers || Download paper | |
2023 | Optimal dividend payout with path-dependent drawdown constraint. (2023). Fan, Jiacheng ; Guan, Chonghu ; Xu, Zuo Quan. In: Papers. RePEc:arx:papers:2312.01668. Full description at Econpapers || Download paper | |
2023 | Striking 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. Full description at Econpapers || Download paper | |
2023 | Drivers 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. Full description at Econpapers || Download paper | |
2023 | Central 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. Full description at Econpapers || Download paper | |
2023 | Stress Relief? Funding Structures and Resilience to the Covid Shock. (2023). . In: Staff Working Papers. RePEc:bca:bocawp:23-7. Full description at Econpapers || Download paper | |
2023 | Interdependence 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. Full description at Econpapers || Download paper | |
2024 | CBDC and the banking system. (2024). Ferrero, Giuseppe ; Branzoli, Nicola ; Rainone, Edoardo ; Palazzo, Francesco ; Ilari, Antonio ; Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_829_24. Full description at Econpapers || Download paper | |
2023 | Optimal Retirement Choice under Age-dependent Force of Mortality. (2023). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:683. Full description at Econpapers || Download paper | |
2023 | Striking 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. Full description at Econpapers || Download paper | |
2023 | CBDC policies in open economies. (2023). Sokol, Andrej ; Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Kumhof, Michael. In: BIS Working Papers. RePEc:bis:biswps:1086. Full description at Econpapers || Download paper | |
2023 | Keep 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. 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: Asian Economic Policy Review. RePEc:bla:asiapr:v:19:y:2024:i:2:p:272-290. Full description at Econpapers || Download paper | |
2023 | Thresholds in finance–growth nexus: Evidence from G?7 economies. (2021). Dharani, Munusamy ; Swamy, Vighneswara. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:1-40. Full description at Econpapers || Download paper | |
2024 | Banking 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. Full description at Econpapers || Download paper | |
2023 | The search for stability. (2023). Wood, Geoffrey. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:133-141. 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 ; Harrison, Andre ; Ghossoub, Edgar A. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1369-1399. Full description at Econpapers || Download paper | |
2023 | Finance 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. Full description at Econpapers || Download paper | |
2023 | A Model of Systemic Bank Runs. (2023). Liu, Xuewen. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793. Full description at Econpapers || Download paper | |
2023 | Optimal measure preserving derivatives revisited. (2023). Beare, Brendan. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:370-388. Full description at Econpapers || Download paper | |
2023 | Marketmaking 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. Full description at Econpapers || Download paper | |
2023 | Optimum 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Implicit 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. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Watanabe, Makoto ; Matsuoka, Tarishi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10439. Full description at Econpapers || Download paper | |
2023 | Implicit 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. Full description at Econpapers || Download paper | |
2023 | CBDC Policies in Open Economies. (2023). Rungcharoenkitkul, Phurichai ; Pinchetti, Marco ; Sokol, Andrej ; Kumhof, Michael. In: Discussion Papers. RePEc:cfm:wpaper:2309. Full description at Econpapers || Download paper | |
2023 | Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle. In: Working Papers. RePEc:cii:cepidt:2023-09. Full description at Econpapers || Download paper | |
2023 | A Monetary Equilibrium with the Lender of Last Resort. (2023). Matsuoka, Tarishi ; Watanabe, Makoto. In: CIGS Working Paper Series. RePEc:cnn:wpaper:23-010e. Full description at Econpapers || Download paper | |
2023 | Bank Funding, SME lending and Risk Taking. (2023). Elbourne, Adam ; Schmitz, Robert ; Giuliodori, Massimo ; Lammers, Sander. In: CPB Discussion Paper. RePEc:cpb:discus:447. 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 | |
2023 | Loan guarantees, bank underwriting policies and financial fragility. (2023). Marquez, Robert ; Leonello, Agnese ; Carletti, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20232782. Full description at Econpapers || Download paper | |
2023 | CBDC and financial stability. (2023). Porcellacchia, Davide ; Leonello, Agnese ; Hoffmann, Peter ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20232783. Full description at Econpapers || Download paper | |
2023 | Public 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Herding 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. Full description at Econpapers || Download paper | |
2023 | Liability 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. Full description at Econpapers || Download paper | |
2023 | Bank liquidity creation and religious observance: Evidence from Ramadan fasting. (2023). Raz, Arisyi F. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001499. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Cultural 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. Full description at Econpapers || Download paper | |
2023 | Coexistence 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. 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 | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Socially 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. 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). Luo, XI ; Yu, Jintao ; Gong, Xingyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1513-1526. Full description at Econpapers || Download paper | |
2023 | Digital 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. Full description at Econpapers || Download paper | |
2023 | Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419. Full description at Econpapers || Download paper | |
2023 | Bank 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Economic growth, inflation, and banking sector competition. (2023). Ghossoub, Edgar A. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003401. Full description at Econpapers || Download paper | |
2023 | Banking 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. Full description at Econpapers || Download paper | |
2024 | Hedge fund fee structure and risk exposure. (2024). Roche, Herve ; Riutort, Julio ; Braun, Matias. 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). Burghof, Hans-Peter ; Bales, Stephan. 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 | |
2023 | Rights to retrade, free-riding and insurance requirement. (2023). Park, Jaevin. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000897. 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 | 121 |
1985 | The Analytics of Performance Measurement Using a Security Market Line. In: Journal of Finance. [Full Text][Citation analysis] | article | 119 |
1985 | Yes, the APT Is Testable. In: Journal of Finance. [Full Text][Citation analysis] | article | 20 |
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 | 103 |
1986 | Tax Clienteles and Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
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 | 71 |
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: 71 | article | |
1988 | Distributional Analysis of Portfolio Choice In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 83 |
1988 | Distributional Analysis of Portfolio Choice..(1988) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | 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 | 22 |
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: 22 | 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 | 74 |
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 | 2 |
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 | 51 |
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 | 4782 |
1983 | Bank Runs, Deposit Insurance, and Liquidity..(1983) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4782 | article | |
1999 | Portfolio Performance and Agency In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] | paper | 47 |
2010 | Portfolio Performance and Agency.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | 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 | 11 |
1981 | Recovering Cardinal Utility In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 14 |
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 | 76 |
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 | 20 |
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 | 40 |
2022 | Multiple equilibria In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 3 | |
In: . [Full Text][Citation analysis] | article | 0 | |
1982 | Mean-Variance Theory in Complete Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 74 |
1986 | Banking Theory, Deposit Insurance, and Bank Regulation. In: The Journal of Business. [Full Text][Citation analysis] | article | 75 |
1996 | Long Forward and Zero-Coupon Rates Can Never Fall. In: The Journal of Business. [Full Text][Citation analysis] | article | 89 |
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: 89 | paper | |
2023 | Nobel Lecture: Multiple Equilibria In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
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, 3 2024. Contact: CitEc Team