Philip H. Dybvig

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Affiliations

• Washington University in St. Louis / Olin School of Business
  • EDIRC entry
  • location:

Research profile

author of:

• The Contributions of Stephen A. Ross to Financial Economics (RePEc:anr:refeco:v:13:y:2021:p:1-14)
  by Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll
• Short Sales Restrictions and Kinks on the Mean Variance Frontier (RePEc:bla:jfinan:v:39:y:1984:i:1:p:239-44)
  by Dybvig, Philip H
• Acknowledgment: Kinks on the Mean-Variance Frontier (RePEc:bla:jfinan:v:40:y:1985:i:1:p:345)
  by Dybvig, Philip H
• Differential Information and Performance Measurement Using a Security Market Line (RePEc:bla:jfinan:v:40:y:1985:i:2:p:383-99)
  by Dybvig, Philip H & Ross, Stephen A
• The Analytics of Performance Measurement Using a Security Market Line (RePEc:bla:jfinan:v:40:y:1985:i:2:p:401-16)
  by Dybvig, Philip H & Ross, Stephen A
• Yes, the APT Is Testable (RePEc:bla:jfinan:v:40:y:1985:i:4:p:1173-88)
  by Dybvig, Philip H & Ross, Stephen A
• The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates (RePEc:bla:jfinan:v:41:y:1986:i:3:p:617-30)
  by Brown, Stephen J & Dybvig, Philip H
• Tax Clienteles and Asset Pricing (RePEc:bla:jfinan:v:41:y:1986:i:3:p:751-62)
  by Dybvig, Philip H & Ross, Stephen A
• Output Supply, Employment, and Intra-Industry Wage Dispersion (RePEc:cwl:cwldpp:546)
  by Philip H. Dybvig & Gerald David Jaynes
• Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market (RePEc:cwl:cwldpp:826r)
  by Philip H. Dybvig
• Distributional Analysis of Portfolio Choice (RePEc:cwl:cwldpp:827r)
  by Philip H. Dybvig
• Increases in Risk Aversion and Portfolio Choice in a Complete Market (RePEc:cwl:cwldpp:859)
  by Philip H. Dybvig
• Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans (RePEc:cwl:cwldpp:860)
  by Philip H. Dybvig & Chi-fu Huang
• Capital Structure and dividend Irrelevance with Asymmetric Information (RePEc:cwl:cwldpp:878)
  by Philip H. Dybvig & Jaime F. Zender
• Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model (RePEc:cwl:cwldpp:922)
  by Nancy A. Lutz & Philip H. Dybvig
• Portfolio Efficient Sets (RePEc:ecm:emetrp:v:50:y:1982:i:6:p:1525-46)
  by Dybvig, Philip H & Ross, Stephen A
• An Alternative Characterization of Decreasing Absolute Risk Aversion (RePEc:ecm:emetrp:v:51:y:1983:i:1:p:223-24)
  by Dybvig, Philip H & Lippman, Steven A
• Screening of possibly incompetent agents (RePEc:eee:ecolet:v:135:y:2015:i:c:p:15-18)
  by Baranchuk, Nina & Dybvig, Philip H.
• Arbitrage, state prices and portfolio theory (RePEc:eee:finchp:2-10)
  by Dybvig, Philip H. & Ross, Stephen A.
• Approximate utility (RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010729)
  by Dybvig, Philip H. & Li, Shu
• Lifetime consumption and investment: Retirement and constrained borrowing (RePEc:eee:jetheo:v:145:y:2010:i:3:p:885-907)
  by Dybvig, Philip H. & Liu, Hong
• Renegotiation-proof contracting, disclosure, and incentives for efficient investment (RePEc:eee:jetheo:v:145:y:2010:i:5:p:1805-1836)
  by Baranchuk, Nina & Dybvig, Philip H. & Yang, Jun
• Increases in risk aversion and the distribution of portfolio payoffs (RePEc:eee:jetheo:v:147:y:2012:i:3:p:1222-1246)
  by Dybvig, Philip H. & Wang, Yajun
• On investor preferences and mutual fund separation (RePEc:eee:jetheo:v:174:y:2018:i:c:p:224-260)
  by Dybvig, Philip & Liu, Fang
• Present values and internal rates of return (RePEc:eee:jetheo:v:23:y:1980:i:1:p:66-81)
  by Ross, Stephen A. & Spatt, Chester S. & Dybvig, Philip H.
• Recovering preferences from preferences over nominal gambles (RePEc:eee:jetheo:v:28:y:1982:i:2:p:354-360)
  by Dybvig, Philip H.
• Duality, interest rates, and the theory of present value (RePEc:eee:jetheo:v:30:y:1983:i:1:p:98-114)
  by Dybvig, Philip H.
• An explicit bound on individual assets' deviations from APT pricing in a finite economy (RePEc:eee:jfinec:v:12:y:1983:i:4:p:483-496)
  by Dybvig, Philip H.
• Bias of Damage Awards and Free Options in Securities Litigation (RePEc:eee:jfinin:v:9:y:2000:i:2:p:149-168)
  by Dybvig, Philip H. & Gong, Ning & Schwartz, Rachel
• Adoption externalities as public goods (RePEc:eee:pubeco:v:20:y:1983:i:2:p:231-247)
  by Dybvig, Philip H. & Spatt, Chester S.
• What is the Fed's decision problem? (conference panel discussion) (RePEc:fip:fedlpr:y:1994:i:mar:p:213-215)
  by Philip H. Dybvig
• What is the Fed's decision problem? (conference panel discussion) (RePEc:fip:fedlrv:y:1994:i:mar:p:213-215)
  by Philip H. Dybvig
• The new risk management: the good, the bad, and the ugly (RePEc:fip:fedlrv:y:1997:i:nov:p:9-21)
  by Philip H. Dybvig & William J. Marshall
• The new risk management: the good, the bad, and the ugly (RePEc:fip:fedlrv:y:2013:i:july:p:273-291:n:v.95no.4)
  by Philip H. Dybvig & Pierre Jinghong Liang & William J. Marshall
• Bank runs, deposit insurance, and liquidity (RePEc:fip:fedmqr:y:2000:i:win:p:14-23:n:v.24no.1)
  by Douglas W. Diamond & Philip H. Dybvig
• Portfolio Performance and Agency (RePEc:fth:nystfi:99-046)
  by Philip H. Dybvig & Heber K. Farnsworth & Jennifer Carpenter
• Recovering Additive Utility Functions (RePEc:ier:iecrev:v:24:y:1983:i:2:p:379-96)
  by Dybvig, Philip H
• Unknown item RePEc:inm:ormoor:v:36:y:2011:i:4:p:620-635 (article)
• Recovering Cardinal Utility (RePEc:oup:restud:v:48:y:1981:i:1:p:159-166.)
  by Philip Dybvig & Heraklis Polemarchakis
• Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model (RePEc:oup:restud:v:60:y:1993:i:3:p:575-597.)
  by Philip H. Dybvig & Nancy A. Lutz
• Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (RePEc:oup:restud:v:62:y:1995:i:2:p:287-313.)
  by Philip H. Dybvig
• Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market (RePEc:oup:rfinst:v:1:y:1988:i:1:p:67-88)
  by Philip H. Dybvig
• Book Review: Security Markets: Stochastic Models by Darrell Duffie (RePEc:oup:rfinst:v:1:y:1988:i:3:p:329-330)
  by Philip H. Dybvig
• Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans (RePEc:oup:rfinst:v:1:y:1988:i:4:p:377-401)
  by Philip H. Dybvig, Chi-fu Huang
• Recovery of Preferences from Observed Wealth in a Single Realization (RePEc:oup:rfinst:v:10:y:1997:i:1:p:151-74)
  by Dybvig, Philip H & Rogers, L C G
• Portfolio Turnpikes (RePEc:oup:rfinst:v:12:y:1999:i:1:p:165-95)
  by Dybvig, Philip H & Rogers, L C G & Back, Kerry
• Empty Promises and Arbitrage (RePEc:oup:rfinst:v:12:y:1999:i:4:p:807-34)
  by Willard, Gregory A & Dybvig, Philip H
• Employee Reload Options: Pricing, Hedging, and Optimal Exercise (RePEc:oup:rfinst:v:16:y:2003:i:1:p:145-171)
  by Philip H. Dybvig & Mark Loewenstein
• Consensus in Diverse Corporate Boards (RePEc:oup:rfinst:v:22:y:2009:i:2:p:715-747)
  by Nina Baranchuk & Philip H. Dybvig
• Portfolio Performance and Agency (RePEc:oup:rfinst:v:23:y:2010:i:1:p:1-23)
  by Philip H. Dybvig & Heber K. Farnsworth & Jennifer N. Carpenter
• Capital Structure and Dividend Irrelevance with Asymmetric Information (RePEc:oup:rfinst:v:4:y:1991:i:1:p:201-19)
  by Dybvig, Philip H & Zender, Jaime F
• Multiple equilibria (RePEc:ris:nobelp:2022_005)
  by Dybvig, Philip
• Pricing Long Bonds: Pitfalls and Opportunities (RePEc:taf:ufajxx:v:52:y:1996:i:1:p:32-39)
  by Philip H. Dybvig & William J. Marshall
• Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation (RePEc:taf:ufajxx:v:53:y:1997:i:1:p:62-68)
  by David R. Beaglehole & Philip H. Dybvig & Guofu Zhou
• Using Asset Allocation to Protect Spending (RePEc:taf:ufajxx:v:55:y:1999:i:1:p:49-62)
  by Philip H. Dybvig
• The Cost and Duration of Cash-Balance Pension Plans (RePEc:taf:ufajxx:v:57:y:2001:i:6:p:50-62)
  by David T. Brown & Philip H. Dybvig & William J. Marshall
• Mean-Variance Theory in Complete Markets (RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:233-51)
  by Dybvig, Philip H & Ingersoll, Jonathan E, Jr
• Banking Theory, Deposit Insurance, and Bank Regulation (RePEc:ucp:jnlbus:v:59:y:1986:i:1:p:55-68)
  by Diamond, Douglas W & Dybvig, Philip H
• Distributional Analysis of Portfolio Choice (RePEc:ucp:jnlbus:v:61:y:1988:i:3:p:369-93)
  by Dybvig, Philip H
• Long Forward and Zero-Coupon Rates Can Never Fall (RePEc:ucp:jnlbus:v:69:y:1996:i:1:p:1-25)
  by Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A
• Nobel Lecture: Multiple Equilibria (RePEc:ucp:jpolec:doi:10.1086/725792)
  by Philip H. Dybvig
• Bank Runs, Deposit Insurance, and Liquidity (RePEc:ucp:jpolec:v:91:y:1983:i:3:p:401-19)
  by Diamond, Douglas W & Dybvig, Philip H
• Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (RePEc:wpa:wuwpfi:9308001)
  by Philip H. Dybvig
• Long Forward and Zero-Coupon Rates Can Never Fall (RePEc:ysm:somwrk:ysm45)
  by Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross