George M. Constantinides
Personal Details
First Name: | George |
Middle Name: | M. |
Last Name: | Constantinides |
Suffix: | |
RePEc Short-ID: | pco144 |
[This author has chosen not to make the email address public] | |
http://faculty.chicagobooth.edu/george.constantinides/index.htm | |
The University of Chicago Booth School of Business 5807 South Woodlawn Avenue Chicago IL 60637 | |
(773) 702-7258 | |
Terminal Degree: | 1975 Kelley School of Business; Indiana University (from RePEc Genealogy) |
Affiliation
Booth School of Business
University of Chicago
Chicago, Illinois (United States)http://www.chicagobooth.edu/
RePEc:edi:sbuchus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti, 2023. "Sentiment, Productivity, and Economic Growth," NBER Working Papers 31031, National Bureau of Economic Research, Inc.
- George M. Constantinides, 2021. "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers 29009, National Bureau of Economic Research, Inc.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017.
"Mispriced Index Option Portfolios,"
NBER Working Papers
23708, National Bureau of Economic Research, Inc.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020. "Mispriced index option portfolios," Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
- Anisha Ghosh & George M. Constantinides, 2017.
"What Information Drives Asset Prices?,"
NBER Working Papers
23689, National Bureau of Economic Research, Inc.
- Anisha Ghosh & George M Constantinides, 2021. "What Information Drives Asset Prices? [Information quality and long-run risk: Asset pricing implications]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 837-885.
- 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, 2017. "The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics," Natural Field Experiments 00635, The Field Experiments Website.
- George M. Constantinides & Lei Lian, 2015.
"The Supply and Demand of S&P 500 Put Options,"
NBER Working Papers
21161, National Bureau of Economic Research, Inc.
- Constantinides, George M. & Lian, Lei, 2021. "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, vol. 10(1), pages 1-20, April.
- Anisha Ghosh & George M. Constantinides, 2014. "Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes," NBER Working Papers 20678, National Bureau of Economic Research, Inc.
- George M. Constantinides & Anisha Ghosh, 2014.
"Asset Pricing with Countercyclical Household Consumption Risk,"
NBER Working Papers
20110, National Bureau of Economic Research, Inc.
- George M. Constantinides & Anisha Ghosh, 2017. "Asset Pricing with Countercyclical Household Consumption Risk," Journal of Finance, American Finance Association, vol. 72(1), pages 415-460, February.
- Anisha Ghosh & George Constantinides, 2015. "Asset Pricing with Countercyclical Household Consumption Risk," 2015 Meeting Papers 185, Society for Economic Dynamics.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011.
"The Puzzle of Index Option Returns,"
Working Paper Series of the Department of Economics, University of Konstanz
2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013. "The Puzzle of Index Option Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010.
"Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence,"
NBER Working Papers
16302, National Bureau of Economic Research, Inc.
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
- Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008. "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers 08/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Anisha Ghosh & George M. Constantinides, 2010.
"The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth,"
NBER Working Papers
16183, National Bureau of Economic Research, Inc.
- George Constantinides, 2012. "The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth," 2012 Meeting Papers 1197, Society for Economic Dynamics.
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008.
"Mispricing of S&P 500 Index Options,"
NBER Working Papers
14544, National Bureau of Economic Research, Inc.
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277, March.
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277.
- Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2005. "Mispricing of S&P 500 index options," CoFE Discussion Papers 05/09, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Constantinides, George M. & Ghosh, Anisha, 2008.
"Asset pricing tests with long run risks in consumption growth,"
LSE Research Online Documents on Economics
24428, London School of Economics and Political Science, LSE Library.
- George M. Constantinides & Anisha Ghosh, 2011. "Asset Pricing Tests with Long-run Risks in Consumption Growth," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 96-136.
- George M. Constantinides & Anisha Ghosh, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," NBER Working Papers 14543, National Bureau of Economic Research, Inc.
- Anisha Ghosh & George Constantinides, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," FMG Discussion Papers dp609, Financial Markets Group.
- Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2007.
"Option Pricing: Real and Risk-Neutral Distributions,"
MPRA Paper
11637, University Library of Munich, Germany.
- Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2005. "Option pricing: Real and risk-neutral distributions," CoFE Discussion Papers 05/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
- 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.
- George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 125-155, July.
- 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.
- George M. Constantinides, 2006. "Market Organization And The Prices Of Financial Assets," Manchester School, University of Manchester, vol. 74(s1), pages 1-23, September.
- 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.
- 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.
- George M. Constantinides, 2002.
"Rational Asset Prices,"
NBER Working Papers
8826, National Bureau of Economic Research, Inc.
- George M. Constantinides, 2002. "Rational Asset Prices," Journal of Finance, American Finance Association, vol. 57(4), pages 1567-1591, August.
- 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.
- 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, January.
- 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.
- 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, President and Fellows of Harvard College, vol. 117(1), pages 269-296.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, "undated". "Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."," CRSP working papers 457, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," NBER Working Papers 6617, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Wayne E. Ferson & George M. Constantinides, 1991.
"Habit Persistence and Durability in Aggregate Consumption: Empirical Tests,"
NBER Working Papers
3631, National Bureau of Economic Research, Inc.
- 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.
- G. Constantinides, 1990.
"Habit formation: a resolution of the equity premium puzzle,"
Levine's Working Paper Archive
1397, David K. Levine.
- 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 519-543, June.
- George M. Constantinides, 1983.
"Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns,"
NBER Working Papers
1176, National Bureau of Economic Research, Inc.
- 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.
- George M. Constantinides & Jonathan E. Ingersoll Jr., 1983.
"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.
- 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 349-352, May.
- George M. Constantinides & Thaleia Zariphopoulou, "undated".
"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.
- George M. Constantinides & Thaleia Zariphopoulou, 2001. "Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities," Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 331-346, July.
- George M. Constantinides & Thaleia Zariphopoulou, "undated".
"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.
- (*), 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.
repec:cdl:ucsbec:21-98 is not listed on IDEAS - Alon Brav & George M. Constantinides & Christopher C. Geczy, "undated".
"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.
- 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.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 7406, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 8822, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," CRSP working papers 505, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
Articles
- Constantinides, George M. & Lian, Lei, 2021.
"The Supply and Demand of S&P 500 Put Options,"
Critical Finance Review, now publishers, vol. 10(1), pages 1-20, April.
- George M. Constantinides & Lei Lian, 2015. "The Supply and Demand of S&P 500 Put Options," NBER Working Papers 21161, National Bureau of Economic Research, Inc.
- Anisha Ghosh & George M Constantinides, 2021.
"What Information Drives Asset Prices? [Information quality and long-run risk: Asset pricing implications],"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(4), pages 837-885.
- Anisha Ghosh & George M. Constantinides, 2017. "What Information Drives Asset Prices?," NBER Working Papers 23689, National Bureau of Economic Research, Inc.
- Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021. "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, vol. 10(1), pages 57-63, April.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020.
"Mispriced index option portfolios,"
Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017. "Mispriced Index Option Portfolios," NBER Working Papers 23708, National Bureau of Economic Research, Inc.
- George M. Constantinides & Anisha Ghosh, 2017.
"Asset Pricing with Countercyclical Household Consumption Risk,"
Journal of Finance, American Finance Association, vol. 72(1), pages 415-460, February.
- George M. Constantinides & Anisha Ghosh, 2014. "Asset Pricing with Countercyclical Household Consumption Risk," NBER Working Papers 20110, National Bureau of Economic Research, Inc.
- Anisha Ghosh & George Constantinides, 2015. "Asset Pricing with Countercyclical Household Consumption Risk," 2015 Meeting Papers 185, Society for Economic Dynamics.
- George M. Constantinides, 2017. "Asset Pricing: Models and Empirical Evidence," Journal of Political Economy, University of Chicago Press, vol. 125(6), pages 1782-1790.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2013.
"The Puzzle of Index Option Returns,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 3(2), pages 229-257.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2011. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
- George M. Constantinides & Jens Carsten Jackwerth & Alexi Savov, 2012. "The Puzzle of Index Option Returns," Working Paper Series of the Department of Economics, University of Konstanz 2012-35, Department of Economics, University of Konstanz.
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011.
"Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence,"
Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
- Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008. "Are options on index futures profitable for risk averse investors? Empirical evidence," CoFE Discussion Papers 08/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
- George M. Constantinides & Anisha Ghosh, 2011.
"Asset Pricing Tests with Long-run Risks in Consumption Growth,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 96-136.
- George M. Constantinides & Anisha Ghosh, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," NBER Working Papers 14543, National Bureau of Economic Research, Inc.
- Constantinides, George M. & Ghosh, Anisha, 2008. "Asset pricing tests with long run risks in consumption growth," LSE Research Online Documents on Economics 24428, London School of Economics and Political Science, LSE Library.
- Anisha Ghosh & George Constantinides, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," FMG Discussion Papers dp609, Financial Markets Group.
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009.
"Mispricing of S&P 500 Index Options,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277, March.
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," The Review of Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277.
- Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2005. "Mispricing of S&P 500 index options," CoFE Discussion Papers 05/09, University of Konstanz, Center of Finance and Econometrics (CoFE).
- George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008. "Mispricing of S&P 500 Index Options," NBER Working Papers 14544, National Bureau of Economic Research, Inc.
- George Constantinides & John Donaldson & Rajnish Mehra, 2007.
"Junior is rich: bequests as consumption,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(1), pages 125-155, July.
- 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.
- George M. Constantinides, 2006.
"Market Organization And The Prices Of Financial Assets,"
Manchester School, University of Manchester, vol. 74(s1), pages 1-23, September.
- 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.
- 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, January.
- 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.
- 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.
- 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.
- George M. Constantinides, 2002.
"Rational Asset Prices,"
Journal of Finance, American Finance Association, vol. 57(4), pages 1567-1591, August.
- George M. Constantinides, 2002. "Rational Asset Prices," NBER Working Papers 8826, National Bureau of Economic Research, Inc.
- 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.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, "undated". "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.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 7406, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 2002. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," NBER Working Papers 8822, National Bureau of Economic Research, Inc.
- Alon Brav & George M. Constantinides & Christopher C. Geczy, 1999. "Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence," CRSP working papers 505, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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, President and Fellows of Harvard College, vol. 117(1), pages 269-296.
- George M. Constantinides & John B. Donaldson & Rajnish Mehra, "undated". "Junior Can't borrow: A New Perspective on the Equity Premium Puzzle."," CRSP working papers 457, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- 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.
- George M. Constantinidies & John B. Donaldson & Rajnish Mehra, 1998. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," NBER Working Papers 6617, National Bureau of Economic Research, Inc.
- George M. Constantinides, 2001. "Merton H. Miller," Journal of Finance, American Finance Association, vol. 56(4), pages 1177-1177, August.
- George M. Constantinides & Thaleia Zariphopoulou, 2001.
"Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities,"
Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 331-346, July.
- George M. Constantinides & Thaleia Zariphopoulou, "undated". "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.
- (*), 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.
- George M. Constantinides & Thaleia Zariphopoulou, "undated". "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.
- George M. Constantinides, 1997. "Transaction Costs and the Pricing of Financial Assets," Multinational Finance Journal, Multinational Finance Journal, vol. 1(2), pages 93-99, June.
- Constantinides, George M & Duffie, Darrell, 1996. "Asset Pricing with Heterogeneous Consumers," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 219-240, April.
- 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.
- 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.
- Constantinides, George M, 1992. "A Theory of the Nominal Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 531-552.
- 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.
- Wayne E. Ferson & George M. Constantinides, 1991. "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers 3631, National Bureau of Economic Research, Inc.
- 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 519-543, June.
- G. Constantinides, 1990. "Habit formation: a resolution of the equity premium puzzle," Levine's Working Paper Archive 1397, David K. Levine.
- 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.
- Constantinides, George M, 1986.
"Capital Market Equilibrium with Transaction Costs,"
Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 842-862, August.
- George M. Constantinides, 2005. "Capital Market Equilibrium with Transaction Costs," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 7, pages 207-227, World Scientific Publishing Co. Pte. Ltd..
- Constantinides, George M, 1985. "Debt and Taxes and Uncertainty: Discussion," Journal of Finance, American Finance Association, vol. 40(3), pages 657-658, July.
- 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 791-792, July.
- 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.
- George M. Constantinides, 1983. "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns," NBER Working Papers 1176, National Bureau of Economic Research, Inc.
- 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.
- 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.
- George M. CONSTANTINIDES & Jonathan E. INGERSOLL Jr., 2005. "Optimal Bond Trading With Personal Taxes," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 6, pages 165-206, World Scientific Publishing Co. Pte. Ltd..
- Constantinides, George M., 1984. "Warrant exercise and bond conversion in competitive markets," Journal of Financial Economics, Elsevier, vol. 13(3), pages 371-397, September.
- Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-636, May.
- 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 349-352, May.
- George M. Constantinides & Jonathan E. Ingersoll Jr., 1983. "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.
- Constantinides, G M, 1982. "To Pay or Not to Pay Dividend: Discussion," Journal of Finance, American Finance Association, vol. 37(2), pages 470-472, May.
- Constantinides, George M, 1982. "Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation," The Journal of Business, University of Chicago Press, vol. 55(2), pages 253-267, April.
- 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 439-449, May.
- Constantinides, George M., 1980. "Admissible uncertainty in the intertemporal asset pricing model," Journal of Financial Economics, Elsevier, vol. 8(1), pages 71-86, March.
- Constantinides, George M., 1979. "A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(2), pages 443-450, June.
- George M. Constantinides, 1979. "Multiperiod Consumption and Investment Behavior with Convex Transactions Costs," Management Science, INFORMS, vol. 25(11), pages 1127-1137, November.
- Constantinides, George M, 1978. "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, vol. 33(2), pages 603-616, May.
- George M. Constantinides & Scott F. Richard, 1978. "Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time," Operations Research, INFORMS, vol. 26(4), pages 620-636, August.
- 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.
- George M. Constantinides, 1976. "Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income," Management Science, INFORMS, vol. 22(8), pages 921-923, April.
- 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.
- George M. Constantinides, 1976. "Stochastic Cash Management with Fixed and Proportional Transaction Costs," Management Science, INFORMS, vol. 22(12), pages 1320-1331, August.
- Constantinides, George M., 1976. "Comment on Chen, Kim and Kon," Journal of Financial Economics, Elsevier, vol. 3(3), pages 295-296, June.
Chapters
- George M Constantinides, 2015. "Introduction to Options and No-Arbitrage Restrictions," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 4, pages 61-79, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Optimal Early Exercise of American Options," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 6, pages 95-105, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Risk Management," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 11, pages 161-178, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "The Black–Scholes–Merton Option Pricing Formula," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 9, pages 139-150, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Introduction to Forward and Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 1, pages 1-12, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Empirical Evidence and Fixes," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 12, pages 179-195, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Binomial Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 7, pages 107-122, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Interest Rate and Currency Swaps," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 3, pages 39-60, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Pricing Forwards and Futures," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 2, pages 13-37, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Trading Strategies and Slope and Convexity Restrictions," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 5, pages 81-94, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Using the Binomial Model," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 8, pages 123-137, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Options on Futures," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 10, pages 151-160, World Scientific Publishing Co. Pte. Ltd..
- George M Constantinides, 2015. "Corporate Securities and Credit Risk," World Scientific Book Chapters, in: Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps, chapter 13, pages 197-219, World Scientific Publishing Co. Pte. Ltd..
- George M. Constantinides, 2005.
"Capital Market Equilibrium with Transaction Costs,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 7, pages 207-227,
World Scientific Publishing Co. Pte. Ltd..
- Constantinides, George M, 1986. "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 842-862, August.
- George M. Constantinides, 2005. "Theory of Valuation: Overview and Recent Developments," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 1, pages 1-23, World Scientific Publishing Co. Pte. Ltd..
- George M. CONSTANTINIDES & Jonathan E. INGERSOLL Jr., 2005.
"Optimal Bond Trading With Personal Taxes,"
World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 6, pages 165-206,
World Scientific Publishing Co. Pte. Ltd..
- 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.
Books
- George M Constantinides, 2015. "Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9259, August.
- G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, volume 2, number 2-b.
- G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, volume 2, number 2-a.
- Sudipto Bhattacharya & George M Constantinides (ed.), 2005. "Theory of Valuation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5860, August.
- G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2003. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, edition 1, volume 1, number 2.
- G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2003. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, edition 1, volume 1, number 1.
- George M. Constantinides & A.G. Malliaris (ed.), 2001. "Options Markets," Books, Edward Elgar Publishing, volume 0, number 1699.
Editorship
- Handbook of the Economics of Finance, Elsevier.
- Handbook of the Economics of Finance, Elsevier.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (6) 2005-02-20 2014-05-17 2014-12-13 2017-08-27 2021-07-26 2023-04-17. Author is listed
- NEP-FMK: Financial Markets (4) 2006-03-05 2008-12-14 2012-12-22 2015-05-22
- NEP-BEC: Business Economics (3) 2006-03-05 2008-04-12 2008-12-14
- NEP-MIC: Microeconomics (3) 2002-04-25 2011-05-30 2018-02-26
- NEP-UPT: Utility Models and Prospect Theory (3) 2010-09-03 2017-08-27 2021-07-26
- NEP-BIG: Big Data (1) 2023-04-17
- NEP-CFN: Corporate Finance (1) 2011-05-30
- NEP-CSE: Economics of Strategic Management (1) 2006-03-05
- NEP-CWA: Central and Western Asia (1) 2021-07-26
- NEP-DES: Economic Design (1) 2023-04-17
- NEP-DGE: Dynamic General Equilibrium (1) 2008-04-12
- NEP-EVO: Evolutionary Economics (1) 2018-02-26
- NEP-FDG: Financial Development and Growth (1) 2023-04-17
- NEP-FIN: Finance (1) 1999-11-08
- NEP-FOR: Forecasting (1) 2013-08-05
- NEP-HIS: Business, Economic and Financial History (1) 2018-02-26
- NEP-HPE: History and Philosophy of Economics (1) 2018-02-26
- NEP-LAB: Labour Economics (1) 2021-07-26
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