Philip H. Dybvig
Names
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Philip |
| middle: |
H. |
| last: |
Dybvig |
Identifer
Contact
Affiliations
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Washington University in St. Louis
/ Olin School of Business
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
- 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 - Nobel Prize Conversations podcast (RePEc:ris:nobelp:021912)
by Philip Dybvig - Multiple equilibria (repec:ris:nobelp:2022_005)
by Philip Dybvig - Interview with 2022 Economics Laureate Philip Dybvig (repec:ris:nobelp:2022_010)
by Philip Dybvig - Biographical (repec:ris:nobelp:2022_013)
by Philip Dybvig - 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