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Information about:
George M. Constantinides

Personal Details | Affiliation | Works
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Personal Details

First Name: George
Middle Name: M.
Last Name: Constantinides
Suffix:

RePEc Short-ID: pco144

Email:
Homepage: http://faculty.chicagogsb.edu/george.constantinides/index.htm
Postal Address: The University of Chicago Graduate School of Business 5807 South Woodlawn Avenue Chicago IL 60637
Phone: (773) 702-7258

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h, where author has written h papers that have each been cited at least h times.
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  28. Wu-Index

Works

| Working papers | Articles | Books | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Professor George M Constantinides, 2005. "Market Oganization and the prices of financial Assets," Money Macro and Finance (MMF) Research Group Conference 2005 49, Money Macro and Finance Research Group. [Downloadable!]
    Published as:

  2. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Mispricing of S&P 500 Index Options," CoFE Discussion Paper 05-09, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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  3. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  4. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Option Pricing: Real and Risk-Neutral Distributions," CoFE Discussion Paper 05-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    Other versions:

  5. George M. Constantinides & Stylianos Perrakis, 2002. "Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs," NBER Working Papers 8867, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  6. George M. Constantinides, 2002. "Rational Asset Prices," NBER Working Papers 8826, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers 8906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  8. Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers 97-24, Columbia - Graduate School of Business.
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  9. Constantinides,George & Duffie,Darrel, 1992. "Asset pricing with heterogeneous consumers," Discussion Paper Serie A 381, University of Bonn, Germany.
    Published as:

  10. Wayne E. Ferson & George M. Constantinides, 1992. "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers 3631, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  11. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  12. George M. Constantinides, 1984. "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns," NBER Working Papers 1176, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  13. George M. Constantinides & Jonathan E. Ingersoll Jr., 1984. "Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves," NBER Working Papers 1184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  14. George M. Constantinides & Thaleia Zariphopoulou, . "Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences," CRSP working papers 347, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    Published as:

  15. George M. Constantinides & Thaleia Zariphopoulou, . "Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."," CRSP working papers 495, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    Published as:

  16. Alon Brav & George M. Constantinides & Christopher C. Geczy, . "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Rodney L. White Center for Financial Research Working Papers 23-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
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    Published as:

Articles

  1. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, vol. 32(1), pages 125-155, July. [Downloadable!] (restricted)
    Other versions:

  2. George M. Constantinides, 2006. "Market Organization And The Prices Of Financial Assets," Manchester School, University of Manchester, vol. 74(s1), pages 1-23, 09. [Downloadable!] (restricted)
    Other versions:

  3. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, vol. 1(1), pages 1-34, 01. [Downloadable!] (restricted)
    Other versions:

  4. George M. Constantinides, 2002. "Rational Asset Prices," Journal of Finance, American Finance Association, vol. 57(4), pages 1567-1591, 08. [Downloadable!] (restricted)
    Other versions:

  5. Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 110(4), pages 793-824, August. [Downloadable!] (restricted)
    Other versions:

  6. Constantinides, George M. & Perrakis, Stylianos, 2002. "Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1323-1352, July. [Downloadable!] (restricted)
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  7. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002. "Junior Can'T Borrow: A New Perspective On The Equity Premium Puzzle," The Quarterly Journal of Economics, MIT Press, vol. 117(1), pages 269-296, February. [Downloadable!] (restricted)
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  8. George M. Constantinides, 2001. "Merton H. Miller (Editor's Note)," Journal of Finance, American Finance Association, vol. 56(4), pages 1177-1177, 08. [Downloadable!] (restricted)

  9. George M. Constantinides & Thaleia Zariphopoulou, 2001. "Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities," Mathematical Finance, Blackwell Publishing, vol. 11(3), pages 331-346. [Downloadable!] (restricted)
    Other versions:

  10. (*), Thaleia Zariphopoulou & George M. Constantinides, 1999. "Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences," Finance and Stochastics, Springer, vol. 3(3), pages 345-369. [Downloadable!] (restricted)
    Other versions:

  11. Constantinides, George M & Duffie, Darrell, 1996. "Asset Pricing with Heterogeneous Consumers," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 219-40, April. [Downloadable!] (restricted)
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  12. Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993. "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, vol. 37(5), pages 897-920, June. [Downloadable!] (restricted)
    Other versions:

  13. Constantinides, George M, 1992. "A Theory of the Nominal Term Structure of Interest Rates," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(4), pages 531-52. [Downloadable!] (restricted)

  14. Ferson, Wayne E. & Constantinides, George M., 1991. "Habit persistence and durability in aggregate consumption: Empirical tests," Journal of Financial Economics, Elsevier, vol. 29(2), pages 199-240, October. [Downloadable!] (restricted)
    Other versions:

  15. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 519-43, June. [Downloadable!] (restricted)

  16. Marietta A. Constantinides, 1988. "Optimal Population Growth and the Social Welfare Function," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 229-238, Jul-Sep. [Downloadable!]

  17. Constantinides, George M, 1986. "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 842-62, August. [Downloadable!] (restricted)

  18. Constantinides, George M, 1985. " Debt and Taxes and Uncertainty: Discussion," Journal of Finance, American Finance Association, vol. 40(3), pages 657-58, July. [Downloadable!] (restricted)

  19. Constantinides, George M, 1985. " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion," Journal of Finance, American Finance Association, vol. 40(3), pages 791-92, July. [Downloadable!] (restricted)

  20. Constantinides, George M. & Ingersoll, Jonathan Jr., 1984. "Optimal bond trading with personal taxes," Journal of Financial Economics, Elsevier, vol. 13(3), pages 299-335, September. [Downloadable!] (restricted)

  21. Constantinides, George M., 1984. "Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns," Journal of Financial Economics, Elsevier, vol. 13(1), pages 65-89, March. [Downloadable!] (restricted)
    Other versions:

  22. Constantinides, George M. & Rosenthal, Robert W., 1984. "Strategic analysis of the competitive exercise of certain financial options," Journal of Economic Theory, Elsevier, vol. 32(1), pages 128-138, February. [Downloadable!] (restricted)

  23. Constantinides, George M., 1984. "Warrant exercise and bond conversion in competitive markets," Journal of Financial Economics, Elsevier, vol. 13(3), pages 371-397, September. [Downloadable!] (restricted)

  24. Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-36, May. [Downloadable!] (restricted)

  25. Constantinides, George M & Ingersoll, Jonathan E, Jr, 1982. " Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves," Journal of Finance, American Finance Association, vol. 37(2), pages 349-52, May. [Downloadable!] (restricted)
    Other versions:

  26. Constantinides, G M, 1982. " To Pay or Not to Pay Dividend: Discussion," Journal of Finance, American Finance Association, vol. 37(2), pages 470-72, May. [Downloadable!] (restricted)

  27. Constantinides, George M, 1982. "Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation," Journal of Business, University of Chicago Press, vol. 55(2), pages 253-67, April. [Downloadable!] (restricted)

  28. Constantinides, George M & Scholes, Myron S, 1980. " Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing," Journal of Finance, American Finance Association, vol. 35(2), pages 439-49, May. [Downloadable!] (restricted)

  29. Constantinides, George M., 1980. "Admissible uncertainty in the intertemporal asset pricing model," Journal of Financial Economics, Elsevier, vol. 8(1), pages 71-86, March. [Downloadable!] (restricted)

  30. Constantinides, George M, 1978. "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, vol. 33(2), pages 603-16, May. [Downloadable!] (restricted)

  31. Constantinides, George M., 1976. "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, Elsevier, vol. 3(3), pages 299-300, June. [Downloadable!] (restricted)

  32. Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, vol. 13(2), pages 245-263, October. [Downloadable!] (restricted)

  33. Constantinides, George M., 1976. "Comment on Chen, Kim and Kon," Journal of Financial Economics, Elsevier, vol. 3(3), pages 295-296, June. [Downloadable!] (restricted)

Editor

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

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-03-05
  2. NEP-CFN: Corporate Finance (2) 2006-08-26 2006-08-26
  3. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  4. NEP-FIN: Finance (1) 1999-11-08
  5. NEP-FMK: Financial Markets (3) 2006-03-05 2006-08-26 2006-08-26 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2005-02-20
  7. NEP-MIC: Microeconomics (1) 2002-04-25
  8. NEP-MST: Market Microstructure (1) 2006-08-26
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This page was last updated on 2009-10-27.

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