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Philip H. Dybvig

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This is information that was supplied by Philip Dybvig in registering through RePEc. If you are Philip H. Dybvig , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Philip
Middle Name: H.
Last Name: Dybvig
Suffix:

RePEc Short-ID: pdy4

Email: [This author has chosen not to make the email address public]
Homepage: http://dybfin.wustl.edu/
Postal Address:
Phone:

Affiliation

Olin School of Business
Washington University in St. Louis
Location: St. Louis, Missouri (United States)
Homepage: http://www.olin.wustl.edu/
Email:
Phone:
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Postal: Campus Box 1133, One Brookings Drive, St. Louis MO 63130-4899
Handle: RePEc:edi:oswusus (more details at EDIRC)

Works

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Working papers

  1. Philip H. Dybvig & Heber K. Farnsworth & Jennifer Carpenter, 1999. "Portfolio Performance and Agency," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-046, New York University, Leonard N. Stern School of Business-.
  2. Jonathan E. Ingersoll Jr. & Philip H. Dybvig & Stephen A. Ross, 1998. "Long Forward and Zero-Coupon Rates Can Never Fall," Yale School of Management Working Papers ysm45, Yale School of Management.
  3. Philip H. Dybvig, 1993. "Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living," Finance 9308001, EconWPA.
  4. Nancy A. Lutz & Philip H. Dybvig, 1989. "Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model," Cowles Foundation Discussion Papers 922, Cowles Foundation for Research in Economics, Yale University.
  5. Philip H. Dybvig, 1988. "Increases in Risk Aversion and Portfolio Choice in a Complete Market," Cowles Foundation Discussion Papers 859, Cowles Foundation for Research in Economics, Yale University.
  6. Philip H. Dybvig & Jaime F. Zender, 1988. "Capital Structure and dividend Irrelevance with Asymmetric Information," Cowles Foundation Discussion Papers 878, Cowles Foundation for Research in Economics, Yale University.
  7. Philip H. Dybvig & Chi-fu Huang, 1988. "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Cowles Foundation Discussion Papers 860, Cowles Foundation for Research in Economics, Yale University.
  8. Philip H. Dybvig, 1987. "Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market," Cowles Foundation Discussion Papers 826R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
  9. Philip H. Dybvig, 1987. "Distributional Analysis of Portfolio Choice," Cowles Foundation Discussion Papers 827R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
  10. Philip H. Dybvig & Gerald David Jaynes, 1980. "Output Supply, Employment, and Intra-Industry Wage Dispersion," Cowles Foundation Discussion Papers 546, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Dybvig, Philip H. & Wang, Yajun, 2012. "Increases in risk aversion and the distribution of portfolio payoffs," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1222-1246.
  2. Philip H. Dybvig & Heber K. Farnsworth & Jennifer N. Carpenter, 2010. "Portfolio Performance and Agency," Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 1-23, January.
  3. Dybvig, Philip H. & Liu, Hong, 2010. "Lifetime consumption and investment: Retirement and constrained borrowing," Journal of Economic Theory, Elsevier, vol. 145(3), pages 885-907, May.
  4. Baranchuk, Nina & Dybvig, Philip H. & Yang, Jun, 2010. "Renegotiation-proof contracting, disclosure, and incentives for efficient investment," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1805-1836, September.
  5. Nina Baranchuk & Philip H. Dybvig, 2009. "Consensus in Diverse Corporate Boards," Review of Financial Studies, Society for Financial Studies, vol. 22(2), pages 715-747, February.
  6. Philip H. Dybvig & Mark Loewenstein, 2003. "Employee Reload Options: Pricing, Hedging, and Optimal Exercise," Review of Financial Studies, Society for Financial Studies, vol. 16(1), pages 145-171.
  7. Dybvig, Philip H. & Gong, Ning & Schwartz, Rachel, 2000. "Bias of Damage Awards and Free Options in Securities Litigation," Journal of Financial Intermediation, Elsevier, vol. 9(2), pages 149-168, April.
  8. Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999. "Portfolio Turnpikes," Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 165-95.
  9. Willard, Gregory A & Dybvig, Philip H, 1999. "Empty Promises and Arbitrage," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 807-34.
  10. Philip H. Dybvig & William J. Marshall, 1997. "The new risk management: the good, the bad, and the ugly," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 9-21.
  11. Dybvig, Philip H & Rogers, L C G, 1997. "Recovery of Preferences from Observed Wealth in a Single Realization," Review of Financial Studies, Society for Financial Studies, vol. 10(1), pages 151-74.
  12. Dybvig, Philip H & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1996. "Long Forward and Zero-Coupon Rates Can Never Fall," The Journal of Business, University of Chicago Press, vol. 69(1), pages 1-25, January.
  13. Dybvig, Philip H, 1995. "Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for Any Decline in Standard of Living," Review of Economic Studies, Wiley Blackwell, vol. 62(2), pages 287-313, April.
  14. Philip H. Dybvig, 1994. "What is the Fed's decision problem? (conference panel discussion)," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 213-215.
  15. Dybvig, Philip H & Lutz, Nancy A, 1993. "Warranties, Durability, and Maintenance: Two-Sided Moral Hazard in a Continuous-Time Model," Review of Economic Studies, Wiley Blackwell, vol. 60(3), pages 575-97, July.
  16. Dybvig, Philip H & Zender, Jaime F, 1991. "Capital Structure and Dividend Irrelevance with Asymmetric Information," Review of Financial Studies, Society for Financial Studies, vol. 4(1), pages 201-19.
  17. Philip H. Dybvig, Chi-fu Huang, 1988. "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Review of Financial Studies, Society for Financial Studies, vol. 1(4), pages 377-401.
  18. Philip H. Dybvig, 1988. "Book Review: Security Markets: Stochastic Models by Darrell Duffie," Review of Financial Studies, Society for Financial Studies, vol. 1(3), pages 329-330.
  19. Philip H. Dybvig, 1988. "Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 67-88.
  20. Dybvig, Philip H, 1988. "Distributional Analysis of Portfolio Choice," The Journal of Business, University of Chicago Press, vol. 61(3), pages 369-93, July.
  21. Diamond, Douglas W & Dybvig, Philip H, 1986. "Banking Theory, Deposit Insurance, and Bank Regulation," The Journal of Business, University of Chicago Press, vol. 59(1), pages 55-68, January.
  22. Dybvig, Philip H & Ross, Stephen A, 1986. " Tax Clienteles and Asset Pricing," Journal of Finance, American Finance Association, vol. 41(3), pages 751-62, July.
  23. Brown, Stephen J & Dybvig, Philip H, 1986. " The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 41(3), pages 617-30, July.
  24. Dybvig, Philip H, 1985. " Acknowledgment: Kinks on the Mean-Variance Frontier," Journal of Finance, American Finance Association, vol. 40(1), pages 345, March.
  25. Dybvig, Philip H & Ross, Stephen A, 1985. " The Analytics of Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, vol. 40(2), pages 401-16, June.
  26. Dybvig, Philip H & Ross, Stephen A, 1985. " Yes, the APT Is Testable," Journal of Finance, American Finance Association, vol. 40(4), pages 1173-88, September.
  27. Dybvig, Philip H & Ross, Stephen A, 1985. " Differential Information and Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, vol. 40(2), pages 383-99, June.
  28. Dybvig, Philip H, 1984. " Short Sales Restrictions and Kinks on the Mean Variance Frontier," Journal of Finance, American Finance Association, vol. 39(1), pages 239-44, March.
  29. Dybvig, Philip H & Lippman, Steven A, 1983. "An Alternative Characterization of Decreasing Absolute Risk Aversion," Econometrica, Econometric Society, vol. 51(1), pages 223-24, January.
  30. Diamond, Douglas W & Dybvig, Philip H, 1983. "Bank Runs, Deposit Insurance, and Liquidity," Journal of Political Economy, University of Chicago Press, vol. 91(3), pages 401-19, June.
  31. Dybvig, Philip H., 1983. "Duality, interest rates, and the theory of present value," Journal of Economic Theory, Elsevier, vol. 30(1), pages 98-114, June.
  32. Dybvig, Philip H. & Spatt, Chester S., 1983. "Adoption externalities as public goods," Journal of Public Economics, Elsevier, vol. 20(2), pages 231-247, March.
  33. Dybvig, Philip H., 1983. "An explicit bound on individual assets' deviations from APT pricing in a finite economy," Journal of Financial Economics, Elsevier, vol. 12(4), pages 483-496, December.
  34. Dybvig, Philip H, 1983. "Recovering Additive Utility Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(2), pages 379-96, June.
  35. Dybvig, Philip H., 1982. "Recovering preferences from preferences over nominal gambles," Journal of Economic Theory, Elsevier, vol. 28(2), pages 354-360, December.
  36. Dybvig, Philip H & Ross, Stephen A, 1982. "Portfolio Efficient Sets," Econometrica, Econometric Society, vol. 50(6), pages 1525-46, November.
  37. Dybvig, Philip H & Ingersoll, Jonathan E, Jr, 1982. "Mean-Variance Theory in Complete Markets," The Journal of Business, University of Chicago Press, vol. 55(2), pages 233-51, April.
  38. Dybvig, Philip & Polemarchakis, Heraklis M, 1981. "Recovering Cardinal Utility," Review of Economic Studies, Wiley Blackwell, vol. 48(1), pages 159-66, January.
  39. Ross, Stephen A. & Spatt, Chester S. & Dybvig, Philip H., 1980. "Present values and internal rates of return," Journal of Economic Theory, Elsevier, vol. 23(1), pages 66-81, August.

Chapters

  1. Dybvig, Philip H. & Ross, Stephen A., 2003. "Arbitrage, state prices and portfolio theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 10, pages 605-637 Elsevier.

Statistics

This author is among the top 5% authors according to these criteria:
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  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
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  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
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  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
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  21. Number of Journal Pages
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  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
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