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Details about Philip H. Dybvig

Homepage:http://dybfin.wustl.edu/
Workplace:Olin School of Business, Washington University in St. Louis, (more information at EDIRC)
Institute of Financial Studies, Southwestern University of Finance and Economics (SWUFE), (more information at EDIRC)

Access statistics for papers by Philip H. Dybvig.

Last updated 2017-03-09. Update your information in the RePEc Author Service.

Short-id: pdy4


Jump to Journal Articles Chapters

Working Papers

1999

  1. Portfolio Performance and Agency
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- Downloads View citations (21)
    See also Journal Article in Review of Financial Studies (2010)

1998

  1. Long Forward and Zero-Coupon Rates Can Never Fall
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in The Journal of Business (1996)

1993

  1. Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
    Finance, University Library of Munich, Germany Downloads

1989

  1. Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article in Review of Economic Studies (1993)

1988

  1. Capital Structure and dividend Irrelevance with Asymmetric Information
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    See also Journal Article in Review of Financial Studies (1991)
  2. Distributional Analysis of Portfolio Choice
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (65)
    See also Journal Article in The Journal of Business (1988)
  3. Increases in Risk Aversion and Portfolio Choice in a Complete Market
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  4. Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (54)
    See also Journal Article in Review of Financial Studies (1988)
  5. Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (47)
    See also Journal Article in Review of Financial Studies (1988)

1980

  1. Output Supply, Employment, and Intra-Industry Wage Dispersion
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

Journal Articles

2015

  1. Screening of possibly incompetent agents
    Economics Letters, 2015, 135, (C), 15-18 Downloads

2013

  1. The new risk management: the good, the bad, and the ugly
    Review, 2013, 95, (July), 273-291 Downloads
    Also in Review, 1997, (Nov), 9-21 (1997) Downloads

2012

  1. Increases in risk aversion and the distribution of portfolio payoffs
    Journal of Economic Theory, 2012, 147, (3), 1222-1246 Downloads View citations (4)

2011

  1. Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
    Mathematics of Operations Research, 2011, 36, (4), 620-635 Downloads View citations (4)

2010

  1. Lifetime consumption and investment: Retirement and constrained borrowing
    Journal of Economic Theory, 2010, 145, (3), 885-907 Downloads View citations (40)
  2. Portfolio Performance and Agency
    Review of Financial Studies, 2010, 23, (1), 1-23 Downloads View citations (17)
    See also Working Paper (1999)
  3. Renegotiation-proof contracting, disclosure, and incentives for efficient investment
    Journal of Economic Theory, 2010, 145, (5), 1805-1836 Downloads

2009

  1. Consensus in Diverse Corporate Boards
    Review of Financial Studies, 2009, 22, (2), 715-747 Downloads View citations (26)

2003

  1. Employee Reload Options: Pricing, Hedging, and Optimal Exercise
    Review of Financial Studies, 2003, 16, (1), 145-171 View citations (17)

2000

  1. Bank runs, deposit insurance, and liquidity
    Quarterly Review, 2000, 24, (Win), 14-23 Downloads View citations (205)
    Also in Journal of Political Economy, 1983, 91, (3), 401-19 (1983) Downloads View citations (3151)
  2. Bias of Damage Awards and Free Options in Securities Litigation
    Journal of Financial Intermediation, 2000, 9, (2), 149-168 Downloads View citations (1)

1999

  1. Empty Promises and Arbitrage
    Review of Financial Studies, 1999, 12, (4), 807-34 View citations (7)
  2. Portfolio Turnpikes
    Review of Financial Studies, 1999, 12, (1), 165-95 View citations (21)

1997

  1. Recovery of Preferences from Observed Wealth in a Single Realization
    Review of Financial Studies, 1997, 10, (1), 151-74 View citations (10)

1996

  1. Long Forward and Zero-Coupon Rates Can Never Fall
    The Journal of Business, 1996, 69, (1), 1-25 Downloads View citations (65)
    See also Working Paper (1998)

1995

  1. Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
    Review of Economic Studies, 1995, 62, (2), 287-313 Downloads View citations (33)

1994

  1. What is the Fed's decision problem? (conference panel discussion)
    Proceedings, 1994, (Mar), 213-215 Downloads
    Also in Review, 1994, (Mar), 213-215 (1994) Downloads

1993

  1. Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model
    Review of Economic Studies, 1993, 60, (3), 575-597 Downloads View citations (16)
    See also Working Paper (1989)

1991

  1. Capital Structure and Dividend Irrelevance with Asymmetric Information
    Review of Financial Studies, 1991, 4, (1), 201-19 Downloads View citations (60)
    See also Working Paper (1988)

1988

  1. Book Review: Security Markets: Stochastic Models by Darrell Duffie
    Review of Financial Studies, 1988, 1, (3), 329-330 Downloads
  2. Distributional Analysis of Portfolio Choice
    The Journal of Business, 1988, 61, (3), 369-93 Downloads View citations (64)
    See also Working Paper (1988)
  3. Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market
    Review of Financial Studies, 1988, 1, (1), 67-88 Downloads View citations (54)
    See also Working Paper (1988)
  4. Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
    Review of Financial Studies, 1988, 1, (4), 377-401 Downloads View citations (41)
    See also Working Paper (1988)

1986

  1. Banking Theory, Deposit Insurance, and Bank Regulation
    The Journal of Business, 1986, 59, (1), 55-68 Downloads View citations (53)
  2. Tax Clienteles and Asset Pricing
    Journal of Finance, 1986, 41, (3), 751-62 Downloads View citations (32)
  3. The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
    Journal of Finance, 1986, 41, (3), 617-30 Downloads View citations (70)

1985

  1. Acknowledgment: Kinks on the Mean-Variance Frontier
    Journal of Finance, 1985, 40, (1), 345 View citations (1)
  2. Differential Information and Performance Measurement Using a Security Market Line
    Journal of Finance, 1985, 40, (2), 383-99 Downloads View citations (81)
  3. The Analytics of Performance Measurement Using a Security Market Line
    Journal of Finance, 1985, 40, (2), 401-16 Downloads View citations (33)
  4. Yes, the APT Is Testable
    Journal of Finance, 1985, 40, (4), 1173-88 Downloads View citations (17)

1984

  1. Short Sales Restrictions and Kinks on the Mean Variance Frontier
    Journal of Finance, 1984, 39, (1), 239-44 Downloads View citations (10)

1983

  1. Adoption externalities as public goods
    Journal of Public Economics, 1983, 20, (2), 231-247 Downloads View citations (43)
  2. An Alternative Characterization of Decreasing Absolute Risk Aversion
    Econometrica, 1983, 51, (1), 223-24 Downloads View citations (7)
  3. An explicit bound on individual assets' deviations from APT pricing in a finite economy
    Journal of Financial Economics, 1983, 12, (4), 483-496 Downloads View citations (14)
  4. Duality, interest rates, and the theory of present value
    Journal of Economic Theory, 1983, 30, (1), 98-114 Downloads View citations (1)
  5. Recovering Additive Utility Functions
    International Economic Review, 1983, 24, (2), 379-96 Downloads View citations (2)

1982

  1. Mean-Variance Theory in Complete Markets
    The Journal of Business, 1982, 55, (2), 233-51 Downloads View citations (65)
  2. Portfolio Efficient Sets
    Econometrica, 1982, 50, (6), 1525-46 Downloads View citations (21)
  3. Recovering preferences from preferences over nominal gambles
    Journal of Economic Theory, 1982, 28, (2), 354-360 Downloads

1981

  1. Recovering Cardinal Utility
    Review of Economic Studies, 1981, 48, (1), 159-166 Downloads View citations (11)

1980

  1. Present values and internal rates of return
    Journal of Economic Theory, 1980, 23, (1), 66-81 Downloads View citations (5)

Chapters

2003

  1. Arbitrage, state prices and portfolio theory
    Chapter 10 in Handbook of the Economics of Finance, 2003, vol. 1, Part 2, pp 605-637 Downloads View citations (5)
 
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