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George M. Constantinides

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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 Booth School of Business 5807 South Woodlawn Avenue Chicago IL 60637
Phone: (773) 702-7258

Affiliation

Booth School of Business
University of Chicago
Location: Chicago, Illinois (United States)
Homepage: http://www.chicagobooth.edu/
Email:
Phone:
Fax:
Postal: :1101 East 58th Street, Chicago, Illinois 60637
Handle: RePEc:edi:sbuchus (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. George Constantinides in Wikipedia (English)

Works

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Working papers

  1. George M. Constantinides & Anisha Ghosh, 2014. "Asset Pricing with Countercyclical Household Consumption Risk," NBER Working Papers 20110, National Bureau of Economic Research, Inc.
  2. 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, Department of Economics, University of Konstanz 2011-17, Department of Economics, University of Konstanz.
  3. 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.
  4. 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.
  5. Anisha Ghosh & George Constantinides, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," FMG Discussion Papers, Financial Markets Group dp609, Financial Markets Group.
  6. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Mispricing of S&P 500 Index Options," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 05-09, Center of Finance and Econometrics, University of Konstanz.
  7. 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.
  8. Professor George M Constantinides, 2005. "Market Oganization and the prices of financial Assets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group 49, Money Macro and Finance Research Group.
  9. Jens Carsten Jackwerth & George M. Constantinaides & Stylianos Perrakis, 2005. "Option Pricing: Real and Risk-Neutral Distributions," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 05-06, Center of Finance and Econometrics, University of Konstanz.
  10. 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.
  11. George M. Constantinides, 2002. "Rational Asset Prices," NBER Working Papers 8826, National Bureau of Economic Research, Inc.
  12. 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.
  13. Constantinides, G.M. & Donalson, J.B. & Mehra, R., 1997. "Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle," Papers, Columbia - Graduate School of Business 97-24, Columbia - Graduate School of Business.
  14. 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.
  15. Constantinides,George & Duffie,Darrel, 1992. "Asset pricing with heterogeneous consumers," Discussion Paper Serie A, University of Bonn, Germany 381, University of Bonn, Germany.
  16. 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.
  17. G. Constantinides, 1990. "Habit formation: a resolution of the equity premium puzzle," Levine's Working Paper Archive 1397, David K. Levine.
  18. 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.
  19. 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.
  20. 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, Center for Research in Security Prices, Graduate School of Business, University of Chicago 347, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  21. George M. Constantinides & Thaleia Zariphopoulou, . "Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 495, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  22. 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, Wharton School Rodney L. White Center for Financial Research 23-99, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. 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, American Finance Association, vol. 66(4), pages 1407-1437, 08.
  2. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2009. "Mispricing of S&P 500 Index Options," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 22(3), pages 1247-1277, March.
  3. George Constantinides & John Donaldson & Rajnish Mehra, 2007. "Junior is rich: bequests as consumption," Economic Theory, Springer, Springer, vol. 32(1), pages 125-155, July.
  4. George M. Constantinides, 2006. "Market Organization And The Prices Of Financial Assets," Manchester School, University of Manchester, University of Manchester, vol. 74(s1), pages 1-23, 09.
  5. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005. "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, Springer, vol. 1(1), pages 1-34, 01.
  6. 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, University of Chicago Press, vol. 110(4), pages 793-824, August.
  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, MIT Press, vol. 117(1), pages 269-296, February.
  8. 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, Elsevier, vol. 26(7-8), pages 1323-1352, July.
  9. George M. Constantinides, 2002. "Rational Asset Prices," Journal of Finance, American Finance Association, American Finance Association, vol. 57(4), pages 1567-1591, 08.
  10. 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, Wiley Blackwell, vol. 11(3), pages 331-346.
  11. George M. Constantinides, 2001. "Merton H. Miller (Editor's Note)," Journal of Finance, American Finance Association, American Finance Association, vol. 56(4), pages 1177-1177, 08.
  12. (*), 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, Springer, vol. 3(3), pages 345-369.
  13. Constantinides, George M & Duffie, Darrell, 1996. "Asset Pricing with Heterogeneous Consumers," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 104(2), pages 219-40, April.
  14. Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993. "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, Elsevier, vol. 37(5), pages 897-920, June.
  15. Constantinides, George M, 1992. "A Theory of the Nominal Term Structure of Interest Rates," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 5(4), pages 531-52.
  16. Ferson, Wayne E. & Constantinides, George M., 1991. "Habit persistence and durability in aggregate consumption: Empirical tests," Journal of Financial Economics, Elsevier, Elsevier, vol. 29(2), pages 199-240, October.
  17. Constantinides, George M, 1990. "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 98(3), pages 519-43, June.
  18. Marietta A. Constantinides, 1988. "Optimal Population Growth and the Social Welfare Function," Eastern Economic Journal, Eastern Economic Association, Eastern Economic Association, vol. 14(3), pages 229-238, Jul-Sep.
  19. Constantinides, George M, 1986. "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 94(4), pages 842-62, August.
  20. 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, American Finance Association, vol. 40(3), pages 791-92, July.
  21. Constantinides, George M, 1985. " Debt and Taxes and Uncertainty: Discussion," Journal of Finance, American Finance Association, American Finance Association, vol. 40(3), pages 657-58, July.
  22. Constantinides, George M., 1984. "Warrant exercise and bond conversion in competitive markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(3), pages 371-397, September.
  23. Constantinides, George M., 1984. "Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(1), pages 65-89, March.
  24. Constantinides, George M. & Rosenthal, Robert W., 1984. "Strategic analysis of the competitive exercise of certain financial options," Journal of Economic Theory, Elsevier, Elsevier, vol. 32(1), pages 128-138, February.
  25. Constantinides, George M. & Ingersoll, Jonathan Jr., 1984. "Optimal bond trading with personal taxes," Journal of Financial Economics, Elsevier, Elsevier, vol. 13(3), pages 299-335, September.
  26. Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, Econometric Society, vol. 51(3), pages 611-36, May.
  27. Constantinides, G M, 1982. " To Pay or Not to Pay Dividend: Discussion," Journal of Finance, American Finance Association, American Finance Association, vol. 37(2), pages 470-72, May.
  28. Constantinides, George M, 1982. "Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 55(2), pages 253-67, April.
  29. 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, American Finance Association, vol. 37(2), pages 349-52, May.
  30. Constantinides, George M., 1980. "Admissible uncertainty in the intertemporal asset pricing model," Journal of Financial Economics, Elsevier, Elsevier, vol. 8(1), pages 71-86, March.
  31. 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, American Finance Association, vol. 35(2), pages 439-49, May.
  32. 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, Cambridge University Press, vol. 14(02), pages 443-450, June.
  33. George M. Constantinides, 1979. "Multiperiod Consumption and Investment Behavior with Convex Transactions Costs," Management Science, INFORMS, INFORMS, vol. 25(11), pages 1127-1137, November.
  34. Constantinides, George M, 1978. "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, American Finance Association, vol. 33(2), pages 603-16, May.
  35. Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, Elsevier, vol. 13(2), pages 245-263, October.
  36. Constantinides, George M., 1976. "Comment on Chen, Kim and Kon," Journal of Financial Economics, Elsevier, Elsevier, vol. 3(3), pages 295-296, June.
  37. 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, Elsevier, vol. 3(3), pages 299-300, June.
  38. George M. Constantinides, 1976. "Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income," Management Science, INFORMS, INFORMS, vol. 22(8), pages 921-923, April.
  39. George M. Constantinides, 1976. "Stochastic Cash Management with Fixed and Proportional Transaction Costs," Management Science, INFORMS, INFORMS, vol. 22(12), pages 1320-1331, August.

Books

  1. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2003. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, Elsevier, edition 1, volume 1, number 2.
  2. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2003. "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, Elsevier, edition 1, volume 1, number 1.

Editor

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

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (3) 2006-03-05 2008-04-12 2008-12-14
  2. NEP-CFN: Corporate Finance (3) 2006-08-26 2006-08-26 2011-05-30
  3. NEP-CSE: Economics of Strategic Management (1) 2006-03-05
  4. NEP-DGE: Dynamic General Equilibrium (1) 2008-04-12
  5. NEP-FIN: Finance (1) 1999-11-08
  6. NEP-FMK: Financial Markets (4) 2006-03-05 2006-08-26 2006-08-26 2008-12-14. Author is listed
  7. NEP-MAC: Macroeconomics (2) 2005-02-20 2014-05-17
  8. NEP-MIC: Microeconomics (2) 2002-04-25 2011-05-30
  9. NEP-MST: Market Microstructure (1) 2006-08-26
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2010-09-03

Statistics

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-index
  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. Breadth of citations across fields
  28. Wu-Index

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