Details about George M. Constantinides

Access statistics for papers by George M. Constantinides.

Last updated 2007-12-15. Update your information in the RePEc Author Service.

Short-id: pco144

Working Papers

2005

1. Junior is Rich: Bequests as Consumption
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Economic Theory (2007)
2. Market Oganization and the prices of financial Assets
   Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
   See also Journal Article in Manchester School (2006)
3. Mispricing of S&P 500 Index Options
   CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz View citations
4. Option Pricing: Real and Risk-Neutral Distributions
   CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz View citations

2002

5. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1999) View citations
   NBER Working Papers, National Bureau of Economic Research, Inc (1999) View citations
   See also Journal Article in Journal of Political Economy (2002)
6. Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Annals of Finance (2005)
7. Rational Asset Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Finance (2002)
8. Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2002)

1997

9. Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
   Working Papers, Columbia - Graduate School of Business View citations
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
   See also Journal Article in The Quarterly Journal of Economics (2002)

1992

10. Asset pricing with heterogeneous consumers
    Discussion Paper Serie A, University of Bonn, Germany View citations
    See also Journal Article in Journal of Political Economy (1996)
11. Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (1991)
12. Time Nonseparability in Aggregate Consumption: International Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in European Economic Review (1993)

1984

13. Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Finance (1982)
14. Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Financial Economics (1984)

Undated

15. Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
    See also Journal Article in Mathematical Finance (2001)
16. Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
    See also Journal Article in Finance and Stochastics (1999)

Journal Articles

2007

1. Junior is rich: bequests as consumption
   Economic Theory, 2007, 32, (1), 125-155 View citations
   See also Working Paper (2005)

2006

2. MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS
   Manchester School, 2006, 74, (s1), 1-23
   See also Working Paper (2005)

2005

3. Junior must pay: pricing the implicit put in privatizing Social Security
   Annals of Finance, 2005, 1, (1), 1-34
   See also Working Paper (2002)

2002

4. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
   Journal of Political Economy, 2002, 110, (4), 793-824 View citations
   See also Working Paper (2002)
5. Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle
   The Quarterly Journal of Economics, 2002, 117, (1), 269-296 View citations
   See also Working Paper (1997)
6. Rational Asset Prices
   Journal of Finance, 2002, 57, (4), 1567-1591 View citations
   See also Working Paper (2002)
7. Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs
   Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1323-1352 View citations
   See also Working Paper (2002)

2001

8. Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
   Mathematical Finance, 2001, 11, (3), 331-346 View citations
   See also Working Paper
9. Merton H. Miller (Editor's Note)
   Journal of Finance, 2001, 56, (4), 1177-1177

1999

10. Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
    Finance and Stochastics, 1999, 3, (3), 345-369 View citations
    See also Working Paper

1996

11. Asset Pricing with Heterogeneous Consumers
    Journal of Political Economy, 1996, 104, (2), 219-40 View citations
    See also Working Paper (1992)

1993

12. Time nonseparability in aggregate consumption: International evidence
    European Economic Review, 1993, 37, (5), 897-920 View citations
    See also Working Paper (1992)

1992

13. A Theory of the Nominal Term Structure of Interest Rates
    Review of Financial Studies, 1992, 5, (4), 531-52 View citations

1991

14. Habit persistence and durability in aggregate consumption: Empirical tests
    Journal of Financial Economics, 1991, 29, (2), 199-240 View citations
    See also Working Paper (1992)

1990

15. Habit Formation: A Resolution of the Equity Premium Puzzle
    Journal of Political Economy, 1990, 98, (3), 519-43 View citations

1988

16. Optimal Population Growth and the Social Welfare Function
    Eastern Economic Journal, 1988, 14, (3), 229-238

1986

17. Capital Market Equilibrium with Transaction Costs
    Journal of Political Economy, 1986, 94, (4), 842-62 View citations

1985

18. Debt and Taxes and Uncertainty: Discussion
    Journal of Finance, 1985, 40, (3), 657-58
19. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion
    Journal of Finance, 1985, 40, (3), 791-92

1984

20. Optimal bond trading with personal taxes
    Journal of Financial Economics, 1984, 13, (3), 299-335 View citations
21. Optimal stock trading with personal taxes: Implications for prices and the abnormal January returns
    Journal of Financial Economics, 1984, 13, (1), 65-89 View citations
    See also Working Paper (1984)
22. Strategic analysis of the competitive exercise of certain financial options
    Journal of Economic Theory, 1984, 32, (1), 128-138 View citations
23. Warrant exercise and bond conversion in competitive markets
    Journal of Financial Economics, 1984, 13, (3), 371-397 View citations

1983

24. Capital Market Equilibrium with Personal Tax
    Econometrica, 1983, 51, (3), 611-36 View citations

1982

25. Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation
    Journal of Business, 1982, 55, (2), 253-67 View citations
26. Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
    Journal of Finance, 1982, 37, (2), 349-52 View citations
    See also Working Paper (1984)
27. To Pay or Not to Pay Dividend: Discussion
    Journal of Finance, 1982, 37, (2), 470-72

1980

28. Admissible uncertainty in the intertemporal asset pricing model
    Journal of Financial Economics, 1980, 8, (1), 71-86 View citations
29. Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing
    Journal of Finance, 1980, 35, (2), 439-49 View citations

1978

30. Market Risk Adjustment in Project Valuation
    Journal of Finance, 1978, 33, (2), 603-16 View citations

1976

31. Cash management: An inventory control limit approach: Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104
    Journal of Financial Economics, 1976, 3, (3), 299-300
32. Comment on Chen, Kim and Kon
    Journal of Financial Economics, 1976, 3, (3), 295-296 View citations
33. Portfolio selection with transactions costs
    Journal of Economic Theory, 1976, 13, (2), 245-263 View citations

Edited books

2003

1. Handbook of the Economics of Finance, vol 1, Part 1
   Handbook of the Economics of Finance, Elsevier
2. Handbook of the Economics of Finance, vol 1, Part 2
   Handbook of the Economics of Finance, Elsevier

Editor

1. Handbook of the Economics of Finance
   Elsevier
2. Handbook of the Economics of Finance
   Elsevier