George M. Constantinides
Names
| first: |
George |
| middle: |
M. |
| last: |
Constantinides |
Identifer
Contact
Affiliations
-
University of Chicago
/ Booth School of Business
Research profile
author of:
- Mispriced index option portfolios (RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330)
by George M. Constantinides & Michal Czerwonko & Stylianos Perrakis - Market Risk Adjustment in Project Valuation (RePEc:bla:jfinan:v:33:y:1978:i:2:p:603-16)
by Constantinides, George M - Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing (RePEc:bla:jfinan:v:35:y:1980:i:2:p:439-49)
by Constantinides, George M & Scholes, Myron S - Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves (RePEc:bla:jfinan:v:37:y:1982:i:2:p:349-52)
by Constantinides, George M & Ingersoll, Jonathan E, Jr - To Pay or Not to Pay Dividend: Discussion (RePEc:bla:jfinan:v:37:y:1982:i:2:p:470-72)
by Constantinides, G M - Debt and Taxes and Uncertainty: Discussion (RePEc:bla:jfinan:v:40:y:1985:i:3:p:657-58)
by Constantinides, George M - The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion (RePEc:bla:jfinan:v:40:y:1985:i:3:p:791-92)
by Constantinides, George M - Merton H. Miller (RePEc:bla:jfinan:v:56:y:2001:i:4:p:1177-1177)
by George M. Constantinides - Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence (RePEc:bla:jfinan:v:66:y:2011:i:4:p:1407-1437)
by George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis - Asset Pricing with Countercyclical Household Consumption Risk (RePEc:bla:jfinan:v:72:y:2017:i:1:p:415-460)
by George M. Constantinides & Anisha Ghosh - Market Organization And The Prices Of Financial Assets (RePEc:bla:manchs:v:74:y:2006:i:s1:p:1-23)
by George M. Constantinides - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities (RePEc:bla:mathfi:v:11:y:2001:i:3:p:331-346)
by George M. Constantinides & Thaleia Zariphopoulou - Habit formation: a resolution of the equity premium puzzle (RePEc:cla:levarc:1397)
by G. Constantinides - A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy (RePEc:cup:jfinqa:v:14:y:1979:i:02:p:443-450_00)
by Constantinides, George M. - Capital Market Equilibrium with Personal Tax (RePEc:ecm:emetrp:v:51:y:1983:i:3:p:611-36)
by Constantinides, George M - Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs (RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1323-1352)
by Constantinides, George M. & Perrakis, Stylianos - Time nonseparability in aggregate consumption : International evidence (RePEc:eee:eecrev:v:37:y:1993:i:5:p:897-920)
by Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E. - Handbook of the Economics of Finance (RePEc:eee:finchp)
from Elsevier as editor - Handbook of the Economics of Finance (RePEc:eee:finhes)
from Elsevier as editor - Handbook of the Economics of Finance (RePEc:eee:finhes:1)
by None - Handbook of the Economics of Finance (RePEc:eee:finhes:2)
by None - Handbook of the Economics of Finance (RePEc:eee:finhes:2-a)
by None - Handbook of the Economics of Finance (RePEc:eee:finhes:2-b)
by None - Portfolio selection with transactions costs (RePEc:eee:jetheo:v:13:y:1976:i:2:p:245-263)
by Magill, Michael J. P. & Constantinides, George M. - Strategic analysis of the competitive exercise of certain financial options (RePEc:eee:jetheo:v:32:y:1984:i:1:p:128-138)
by Constantinides, George M. & Rosenthal, Robert W. - Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns (RePEc:eee:jfinec:v:13:y:1984:i:1:p:65-89)
by Constantinides, George M. - Optimal bond trading with personal taxes (RePEc:eee:jfinec:v:13:y:1984:i:3:p:299-335)
by Constantinides, George M. & Ingersoll, Jonathan Jr. - Warrant exercise and bond conversion in competitive markets (RePEc:eee:jfinec:v:13:y:1984:i:3:p:371-397)
by Constantinides, George M. - Habit persistence and durability in aggregate consumption: Empirical tests (RePEc:eee:jfinec:v:29:y:1991:i:2:p:199-240)
by Ferson, Wayne E. & Constantinides, George M. - Comment on Chen, Kim and Kon (RePEc:eee:jfinec:v:3:y:1976:i:3:p:295-296)
by Constantinides, George M. - Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 (RePEc:eee:jfinec:v:3:y:1976:i:3:p:299-300)
by Constantinides, George M. - Admissible uncertainty in the intertemporal asset pricing model (RePEc:eee:jfinec:v:8:y:1980:i:1:p:71-86)
by Constantinides, George M. - Optimal Population Growth and the Social Welfare Function (RePEc:eej:eeconj:v:14:y:1988:i:3:p:229-238)
by Marietta A. Constantinides - Asset pricing tests with long run risks in consumption growth (RePEc:ehl:lserod:24428)
by Constantinides, George M. & Ghosh, Anisha - Options Markets (RePEc:elg:eebook:1699)
by None - The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (RePEc:feb:natura:00635)
by Ufuk Akcigit & Fernando Alvarez & Stephane Bonhomme & George M Constantinides & Douglas W Diamond & Eugene F Fama & David W Galenson & Michael Greenstone & Lars Peter Hansen & Uhlig Harald & James J H - Asset Pricing Tests with Long Run Risks in Consumption Growth (RePEc:fmg:fmgdps:dp609)
by Anisha Ghosh & George Constantinides - Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (RePEc:fth:colubu:97-24)
by Constantinides, G.M. & Donalson, J.B. & Mehra, R. - Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (RePEc:fth:pennfi:23-99)
by Alon Brav & George M. Constantinides & Christopher C. Geczy - Stochastic Cash Management with Fixed and Proportional Transaction Costs (RePEc:inm:ormnsc:v:22:y:1976:i:12:p:1320-1331)
by George M. Constantinides - Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income (RePEc:inm:ormnsc:v:22:y:1976:i:8:p:921-923)
by George M. Constantinides - Multiperiod Consumption and Investment Behavior with Convex Transactions Costs (RePEc:inm:ormnsc:v:25:y:1979:i:11:p:1127-1137)
by George M. Constantinides - Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time (RePEc:inm:oropre:v:26:y:1978:i:4:p:620-636)
by George M. Constantinides & Scott F. Richard - Junior must pay: pricing the implicit put in privatizing Social Security (RePEc:kap:annfin:v:1:y:2005:i:1:p:1-34)
by G. M. Constantinides & J. B. Donaldson & R. Mehra - The Puzzle of Index Option Returns (RePEc:knz:dpteco:1117)
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov - The Puzzle of Index Option Returns (RePEc:knz:dpteco:1235)
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov - Transaction Costs and the Pricing of Financial Assets (RePEc:mfj:journl:v:1:y:1997:i:2:p:93-99)
by George M. Constantinides - Market Oganization and the prices of financial Assets (RePEc:mmf:mmfc05:49)
by Professor George M Constantinides - Junior is Rich: Bequests as Consumption (RePEc:nbr:nberwo:11122)
by George M. Constantinides & John B. Donaldson & Rajnish Mehra - Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns (RePEc:nbr:nberwo:1176)
by George M. Constantinides - Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves (RePEc:nbr:nberwo:1184)
by George M. Constantinides & Jonathan E. Ingersoll Jr. - Asset Pricing Tests with Long Run Risks in Consumption Growth (RePEc:nbr:nberwo:14543)
by George M. Constantinides & Anisha Ghosh - Mispricing of S&P 500 Index Options (RePEc:nbr:nberwo:14544)
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth (RePEc:nbr:nberwo:16183)
by Anisha Ghosh & George M. Constantinides - Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence (RePEc:nbr:nberwo:16302)
by George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis - Asset Pricing with Countercyclical Household Consumption Risk (RePEc:nbr:nberwo:20110)
by George M. Constantinides & Anisha Ghosh - Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes (RePEc:nbr:nberwo:20678)
by Anisha Ghosh & George M. Constantinides - The Supply and Demand of S&P 500 Put Options (RePEc:nbr:nberwo:21161)
by George M. Constantinides & Lei Lian - What Information Drives Asset Prices? (RePEc:nbr:nberwo:23689)
by Anisha Ghosh & George M. Constantinides - Mispriced Index Option Portfolios (RePEc:nbr:nberwo:23708)
by George M. Constantinides & Michal Czerwonko & Stylianos Perrakis - Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks (RePEc:nbr:nberwo:29009)
by George M. Constantinides - Sentiment, Productivity, and Economic Growth (RePEc:nbr:nberwo:31031)
by George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti - Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (RePEc:nbr:nberwo:3631)
by Wayne E. Ferson & George M. Constantinides - Time Nonseparability in Aggregate Consumption: International Evidence (RePEc:nbr:nberwo:4104)
by Phillip A. Braun & George M. Constantinides & Wayne E. Ferson - Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (RePEc:nbr:nberwo:6617)
by George M. Constantinidies & John B. Donaldson & Rajnish Mehra - Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (RePEc:nbr:nberwo:7406)
by Alon Brav & George M. Constantinides & Christopher C. Geczy - Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (RePEc:nbr:nberwo:8822)
by Alon Brav & George M. Constantinides & Christopher C. Geczy - Rational Asset Prices (RePEc:nbr:nberwo:8826)
by George M. Constantinides - Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs (RePEc:nbr:nberwo:8867)
by George M. Constantinides & Stylianos Perrakis - Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security (RePEc:nbr:nberwo:8906)
by George M. Constantinides & John B. Donaldson & Rajnish Mehra - The Supply and Demand of S&P 500 Put Options (RePEc:now:jnlcfr:104.00000064)
by Constantinides, George M. & Lian, Lei - Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply (RePEc:now:jnlcfr:104.00000090)
by Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos - Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (RePEc:oup:qjecon:v:117:y:2002:i:1:p:269-296.)
by George M. Constantinides & John B. Donaldson & Rajnish Mehra - Asset Pricing Tests with Long-run Risks in Consumption Growth (RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136.)
by George M. Constantinides & Anisha Ghosh - The Puzzle of Index Option Returns (RePEc:oup:rasset:v:3:y:2013:i:2:p:229-257.)
by George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov - Mispricing of S&P 500 Index Options (RePEc:oup:rfinst:v:22:y:2009:i:3:p:1247-1277)
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - Mispricing of S&P 500 Index Options (RePEc:oup:rfinst:v:22:y:2009:i:3:p:1247-1277.)
by George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis - A Theory of the Nominal Term Structure of Interest Rates (RePEc:oup:rfinst:v:5:y:1992:i:4:p:531-52)
by Constantinides, George M - Option Pricing: Real and Risk-Neutral Distributions (RePEc:pra:mprapa:11637)
by Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos - The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth (RePEc:red:sed012:1197)
by George Constantinides - Asset Pricing with Countercyclical Household Consumption Risk (RePEc:red:sed015:185)
by Anisha Ghosh & George Constantinides - Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (RePEc:spr:finsto:v:3:y:1999:i:3:p:345-369)
by (*), Thaleia Zariphopoulou & George M. Constantinides - Junior is rich: bequests as consumption (RePEc:spr:joecth:v:32:y:2007:i:1:p:125-155)
by George Constantinides & John Donaldson & Rajnish Mehra - Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation (RePEc:ucp:jnlbus:v:55:y:1982:i:2:p:253-67)
by Constantinides, George M - Asset Pricing: Models and Empirical Evidence (RePEc:ucp:jpolec:doi:10.1086/694621)
by George M. Constantinides - Asset Pricing with Heterogeneous Consumers (RePEc:ucp:jpolec:v:104:y:1996:i:2:p:219-40)
by Constantinides, George M & Duffie, Darrell - Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (RePEc:ucp:jpolec:v:110:y:2002:i:4:p:793-824)
by Alon Brav & George M. Constantinides & Christopher C. Geczy - Capital Market Equilibrium with Transaction Costs (RePEc:ucp:jpolec:v:94:y:1986:i:4:p:842-62)
by Constantinides, George M - Habit Formation: A Resolution of the Equity Premium Puzzle (RePEc:ucp:jpolec:v:98:y:1990:i:3:p:519-43)
by Constantinides, George M - Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences (RePEc:wop:chispw:347)
by George M. Constantinides & Thaleia Zariphopoulou - Junior Can't borrow: A New Perspective on the Equity Premium Puzzle." (RePEc:wop:chispw:457)
by George M. Constantinides & John B. Donaldson & Rajnish Mehra - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." (RePEc:wop:chispw:495)
by George M. Constantinides & Thaleia Zariphopoulou - Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence (RePEc:wop:chispw:505)
by Alon Brav & George M. Constantinides & Christopher C. Geczy - Theory of Valuation (RePEc:wsi:wsbook:5860)
by None - Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps (RePEc:wsi:wsbook:9259)
by George M Constantinides - Theory of Valuation: Overview and Recent Developments (RePEc:wsi:wschap:9789812701022_0001)
by George M. Constantinides - Optimal Bond Trading With Personal Taxes (RePEc:wsi:wschap:9789812701022_0006)
by George M. CONSTANTINIDES & Jonathan E. INGERSOLL Jr. - Capital Market Equilibrium with Transaction Costs (RePEc:wsi:wschap:9789812701022_0007)
by George M. Constantinides - Introduction to Forward and Futures Contracts (RePEc:wsi:wschap:9789814618434_0001)
by George M Constantinides - Pricing Forwards and Futures (RePEc:wsi:wschap:9789814618434_0002)
by George M Constantinides - Interest Rate and Currency Swaps (RePEc:wsi:wschap:9789814618434_0003)
by George M Constantinides - Introduction to Options and No-Arbitrage Restrictions (RePEc:wsi:wschap:9789814618434_0004)
by George M Constantinides - Trading Strategies and Slope and Convexity Restrictions (RePEc:wsi:wschap:9789814618434_0005)
by George M Constantinides - Optimal Early Exercise of American Options (RePEc:wsi:wschap:9789814618434_0006)
by George M Constantinides - Binomial Option Pricing (RePEc:wsi:wschap:9789814618434_0007)
by George M Constantinides - Using the Binomial Model (RePEc:wsi:wschap:9789814618434_0008)
by George M Constantinides - The Black–Scholes–Merton Option Pricing Formula (RePEc:wsi:wschap:9789814618434_0009)
by George M Constantinides - Options on Futures (RePEc:wsi:wschap:9789814618434_0010)
by George M Constantinides - Risk Management (RePEc:wsi:wschap:9789814618434_0011)
by George M Constantinides - Empirical Evidence and Fixes (RePEc:wsi:wschap:9789814618434_0012)
by George M Constantinides - Corporate Securities and Credit Risk (RePEc:wsi:wschap:9789814618434_0013)
by George M Constantinides - Option pricing: Real and risk-neutral distributions (RePEc:zbw:cofedp:0506)
by Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos - Mispricing of S&P 500 index options (RePEc:zbw:cofedp:0509)
by Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos - Are options on index futures profitable for risk averse investors? Empirical evidence (RePEc:zbw:cofedp:0808)
by Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios