George M. Constantinides : Citation Profile

University of Chicago

23

H index

34

i10 index

7515

Citations

RESEARCH PRODUCTION:

50

Articles

41

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   47 years (1976 - 2023). See details.
   Cites by year: 159
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 38 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2025-04-19    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Perrakis, Stylianos (2)

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

Is cited by:

Campbell, John (45)

Ragot, Xavier (36)

Krebs, Tom (34)

Guiso, Luigi (34)

Schmukler, Sergio (32)

Guvenen, Fatih (32)

Stulz, René (29)

Perrakis, Stylianos (28)

Semenov, Andrei (28)

Mehra, Rajnish (28)

Uppal, Raman (26)

Cites to:

Campbell, John (30)

Mehra, Rajnish (28)

Perrakis, Stylianos (23)

Cochrane, John (23)

Hansen, Lars (22)

Mankiw, N. Gregory (20)

Shiller, Robert (15)

Abel, Andrew (14)

Barro, Robert (14)

Jackwerth, Jens (12)

Chernov, Mikhail (12)

Main data

Production by document typepaperchapterarticlebook1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202301020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published197619771978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1978197919801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230k1k2kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 23Most cited documents1234567891011121314151617181920212223242505001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where George M. Constantinides has published?

Journals with more than one article published# docs
Journal of Finance10
Journal of Financial Economics7
Journal of Political Economy5
The Review of Asset Pricing Studies3
The Review of Financial Studies3
Journal of Economic Theory2
Critical Finance Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2025 and 2024)

Year  ↓Title of citing document  ↓
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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2024Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341.

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2025Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2024Optimal 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.

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2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2024Liquidity 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.

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2024Robust Utility Optimization via a GAN Approach. (2024). Wutte, Hanna ; Teichmann, Josef ; Krach, Florian. In: Papers. RePEc:arx:papers:2403.15243.

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2024Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs. (2024). Li, Jintao ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2412.13669.

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2025On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy. (2025). Smith, Paul ; Ma, Chutian. In: Papers. RePEc:arx:papers:2502.04284.

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2025Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:2502.13678.

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2025Consumption-portfolio choice with preferences for liquid assets. (2025). Hu, Jiaqi ; Guan, Guohui ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2503.02697.

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2025Liquidity-adjusted Return and Volatility, and Autoregressive Models. (2025). Deng, QI ; Zhou, Zhong-Guo. In: Papers. RePEc:arx:papers:2503.08693.

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2025.

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2024Consumption of households in Colombia: What do the retail trade indices tell us?. (2024). Florez, Luz ; Arango Thomas, Luis ; Marin, Johana N ; Posada, Carlos E. In: Borradores de Economia. RePEc:bdr:borrec:1275.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788.

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2024Optimal Fees and Equilibrium in Crypto Markets. (2024). Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:722.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2025Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes. (2025). Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:827.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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2024Proportional warm-glow theory and asset pricing. (2024). Smith, William ; Dreyer, Johannes Kabderian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000734.

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2024Investment policies and risk sharing by corporate pensions. (2024). Li, Wei C ; Yao, Tong ; Ying, Jie. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000836.

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2024Consumption dynamics and welfare under non-Gaussian earnings risk. (2024). Ozkan, Serdar ; Madera, Rocio ; Guvenen, Fatih. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001374.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312.

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2024Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737.

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2024Capital gains realizations. (2024). Schaffa, Daniel ; Hines, James R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004749.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024The welfare costs of business cycles unveiled: Measuring the extent of stabilization policies. (2024). Doherty Luduvice, André Victor ; Barros, Fernando ; Augusto, Fabio ; Victor, Andre. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s001429212400151x.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Jang, Bong-Gyu ; Chae, Jiwon. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

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2024The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2024The volatility of stock investor returns. (2024). Zheng, Xin ; Dichev, Ilia D. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000454.

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2024Optimal annuitization and asset allocation under linear habit formation. (2024). Ma, Xingjian ; Liang, Zongxia ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

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2024Precautionary risk-reduction and saving decisions: Two sides of the same coin?. (2024). Peter, Richard ; Hofmann, Annette. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:175-194.

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2024Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity. (2024). Chen, Zhiping ; Wang, Tao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:195-222.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491.

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2025Robustness and dynamic sentiment. (2025). Xing, Hao ; Vedolin, Andrea ; Maenhout, Pascal J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001764.

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2025Aspirational utility and investment behavior. (2025). Lee, Suk ; Giga, Aleksandar ; Aristidou, Andreas ; Zapatero, Fernando. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001934.

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2024What difference do new factor models make in portfolio allocation?. (2024). Jiang, Fuwei ; Huang, Dashan ; Fabozzi, Frank J ; Wang, Jiexun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001985.

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2024Nominal exchange rates and net foreign assets dynamics: The stabilization role of valuation effects. (2024). Eugeni, Sara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000056.

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2024Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024Should I Stay (in School) or Should I Go (to Work). (2024). Tyrrell-Hendry, Lee. In: Journal of Public Economics. RePEc:eee:pubeco:v:239:y:2024:i:c:s0047272724001622.

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2024When you need it or when I die? Timing of monetary transfers from parents to children. (2024). Pasini, Giacomo ; Kalwij, Adriaan ; Alessie, rob. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:3:s1090944324000383.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024Why risk attitude differs between macro and micro level? A decoherence perspective. (2024). Zhang, Yuwei ; Zhu, Chao ; Yi, Zhen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:978-997.

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2024Local stock liquidity and local factors: Fresh evidence from US firms across states. (2024). Apergis, Nicholas ; Dastidar, Sayantan Ghosh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002386.

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2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

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2024A mean field game approach to equilibrium consumption under external habit formation. (2024). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001674.

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2024Consumption in asset returns. (2024). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126152.

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2025An information-theoretic asset pricing model. (2025). Ghosh, Anisha ; Taylor, Alex P ; Julliard, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126155.

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2024Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting. (2024). Siu, Tak Kuen ; Wang, Yike ; Liu, Jingzhen. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:1:d:10.1007_s00780-023-00510-4.

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2024Optimal allocations in growth models with private information. (2024). Krebs, Tom ; Scheffel, Martin. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:1:d:10.1007_s00199-023-01527-8.

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2024Heterogeneity in household consumption behavior: The role of inequality and financial instability. (2024). Suarez, Cristina ; Surez, Cristina ; Laborda, Juan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:1:d:10.1007_s00191-024-00853-x.

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2024.

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2025CEO tax burden and debt contracting. (2025). Mauer, David C ; Lockhart, Brandon G ; Kubick, Thomas R. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-024-09829-5.

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2024Deposit competition and the securitisation boom. (2021). Nguyen, Huyen ; McGowan, Danny. In: IWH Discussion Papers. RePEc:zbw:iwhdps:62021.

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2024Beyond connectivity: Stock market participation in a network. (2024). Parakhoniak, Anastasiia ; Backman, Claes ; Balakina, Olga. In: SAFE Working Paper Series. RePEc:zbw:safewp:289595.

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George M. Constantinides is editor of

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

George M. Constantinides has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by George M. Constantinides:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Mispriced index option portfolios In: Financial Management.
[Full Text][Citation analysis]		article9
2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
[Full Text][Citation analysis]		article60
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article19
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]		article6
1983Optimal 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]		article0
1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
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]		article14
2001Merton H. Miller In: Journal of Finance.
[Full Text][Citation analysis]		article0
2002Rational Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article51
2002Rational Asset Prices.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2011Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article23
2010Are 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: 23		paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 23		paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
[Full Text][Citation analysis]		article61
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61		paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 61		paper
2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School.
[Full Text][Citation analysis]		article0
2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 0		paper
2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
[Full Text][Citation analysis]		article21
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
1990Habit formation: a resolution of the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper1064
1990Habit 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: 1064		article
1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article19
1983Capital Market Equilibrium with Personal Tax. In: Econometrica.
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2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
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2015Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters.
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