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Publications

by alumni of

Indiana University → Kelley School of Business

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. George M. Constantinides & Maurizio Montone & Valerio Potì & Stella Spilioti, 2023, "Sentiment, Productivity, and Economic Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 31031, Mar.

2021

  1. George M. Constantinides, 2021, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29009, Jul.

2017

  1. 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, The Field Experiments Website, number 00635.
  2. Anisha Ghosh & George M. Constantinides, 2017, "What Information Drives Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23689, Aug.
  3. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017, "Mispriced Index Option Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23708, Aug.

2015

  1. George M. Constantinides & Lei Lian, 2015, "The Supply and Demand of S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21161, May.

2014

  1. George M. Constantinides & Anisha Ghosh, 2014, "Asset Pricing with Countercyclical Household Consumption Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 20110, May.
  2. Anisha Ghosh & George M. Constantinides, 2014, "Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20678, Nov.

2011

  1. 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, number 2011-17, May.

2010

  1. Anisha Ghosh & George M. Constantinides, 2010, "The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 16183, Jul.
  2. 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, National Bureau of Economic Research, Inc, number 16302, Aug.

2008

  1. Constantinides, George M. & Ghosh, Anisha, 2008, "Asset pricing tests with long run risks in consumption growth," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24428, Feb.
  2. George M. Constantinides & Jens Carsten Jackwerth & Stylianos Perrakis, 2008, "Mispricing of S&P 500 Index Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 14544, Dec.

2007

  1. Constantinides, George M. & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2007, "Option Pricing: Real and Risk-Neutral Distributions," MPRA Paper, University Library of Munich, Germany, number 11637.
  2. Richard H. Cohen & Carl Bonham, 2007, "Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200718, Jul.

2006

  1. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006, "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200611.

2005

  1. 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, number 49, Sep.
  2. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005, "Junior is Rich: Bequests as Consumption," NBER Working Papers, National Bureau of Economic Research, Inc, number 11122, Feb.

2002

  1. George M. Constantinides, 2002, "Rational Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8826, Mar.
  2. George M. Constantinides & Stylianos Perrakis, 2002, "Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 8867, Mar.
  3. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2002, "Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security," NBER Working Papers, National Bureau of Economic Research, Inc, number 8906, Apr.

2000

  1. Carl S Bonham & Richard H Cohen, 2000, "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200003.
  2. Carl S Bonham & Richard H Cohen, 2000, "Testing the Rational Expectations Hypothesis using Survey Data," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200007.

1997

  1. 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, number 97-24.

1996

  1. Carl S. Bonham & Richard Cohen, 1996, "Heterogeneous Expectations: Aggregation Bias and the Poolability of Survey Forecasts in Tests of the Rational Expectations Hypothesis," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199616.

1993

  1. Richard Cohen & Carl Bonham, 1993, "The Rationality of Price Level Forecasts: Correct Integration Accounting in Conditional-Efficiency Tests," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199320.

1992

  1. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992, "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 4104, Jun.
  2. Carl Bonham & Richard Cohen, 1992, "The Rationality of Price Level Forecasts: Correct Tests Using Micro Data," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199204.

1991

  1. Wayne E. Ferson & George M. Constantinides, 1991, "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 3631, Feb.

1990

  1. G. Constantinides, 1990, "Habit formation: a resolution of the equity premium puzzle," Levine's Working Paper Archive, David K. Levine, number 1397, Dec.

1983

  1. George M. Constantinides, 1983, "Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 1176, Aug.
  2. 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, National Bureau of Economic Research, Inc, number 1184, Aug.

Undated

  1. 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, Wharton School Rodney L. White Center for Financial Research, number 23-99.
  2. 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, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 347.
  3. George M. Constantinides & Thaleia Zariphopoulou, undated, "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, number 495.

Journal articles

2025

  1. George M Constantinides, 2025, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 15, issue 2, pages 103-120.

2021

  1. Constantinides, George M. & Lian, Lei, 2021, "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, volume 10, issue 1, pages 1-20, April, DOI: 10.1561/104.00000064.
  2. 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, volume 10, issue 1, pages 57-63, April, DOI: 10.1561/104.00000090.
  3. 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, volume 11, issue 4, pages 837-885.

2020

  1. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020, "Mispriced index option portfolios," Financial Management, Financial Management Association International, volume 49, issue 2, pages 297-330, June, DOI: 10.1111/fima.12288.

2017

  1. George M. Constantinides & Anisha Ghosh, 2017, "Asset Pricing with Countercyclical Household Consumption Risk," Journal of Finance, American Finance Association, volume 72, issue 1, pages 415-460, February.
  2. George M. Constantinides, 2017, "Asset Pricing: Models and Empirical Evidence," Journal of Political Economy, University of Chicago Press, volume 125, issue 6, pages 1782-1790, DOI: 10.1086/694621.

2013

  1. 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, volume 3, issue 2, pages 229-257.

2011

  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, volume 66, issue 4, pages 1407-1437, August.
  2. 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, volume 1, issue 1, pages 96-136.

2009

  1. 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, volume 22, issue 3, pages 1247-1277, March.

2007

  1. George Constantinides & John Donaldson & Rajnish Mehra, 2007, "Junior is rich: bequests as consumption," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 32, issue 1, pages 125-155, July, DOI: 10.1007/s00199-006-0163-x.

2006

  1. George M. Constantinides, 2006, "Market Organization And The Prices Of Financial Assets," Manchester School, University of Manchester, volume 74, issue s1, pages 1-23, September, DOI: 10.1111/j.1467-9957.2006.00515.x.

2005

  1. G. M. Constantinides & J. B. Donaldson & R. Mehra, 2005, "Junior must pay: pricing the implicit put in privatizing Social Security," Annals of Finance, Springer, volume 1, issue 1, pages 1-34, January, DOI: 10.1007/s10436-004-0002-7.

2002

  1. George M. Constantinides, 2002, "Rational Asset Prices," Journal of Finance, American Finance Association, volume 57, issue 4, pages 1567-1591, August, DOI: 10.1111/1540-6261.00471.
  2. 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, volume 26, issue 7-8, pages 1323-1352, July.
  3. 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, volume 117, issue 1, pages 269-296.
  4. 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, volume 110, issue 4, pages 793-824, August, DOI: 10.1086/340776.

2001

  1. George M. Constantinides, 2001, "Merton H. Miller," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1177-1177, August, DOI: 10.1111/0022-1082.00362.
  2. 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, volume 11, issue 3, pages 331-346, July, DOI: 10.1111/1467-9965.00118.
  3. Bonham, Carl S & Cohen, Richard H, 2001, "To Aggregate, Pool, or Neither: Testing the Rational-Expectations Hypothesis Using Survey Data," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 3, pages 278-291, July.

1999

  1. (*), 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, volume 3, issue 3, pages 345-369.

1997

  1. George M. Constantinides, 1997, "Transaction Costs and the Pricing of Financial Assets," Multinational Finance Journal, Multinational Finance Journal, volume 1, issue 2, pages 93-99, June.

1996

  1. Constantinides, George M & Duffie, Darrell, 1996, "Asset Pricing with Heterogeneous Consumers," Journal of Political Economy, University of Chicago Press, volume 104, issue 2, pages 219-240, April, DOI: 10.1086/262023.

1995

  1. Bonham, Carl & Cohen, Richard, 1995, "Testing the Rationality of Price Forecasts: Comment," American Economic Review, American Economic Association, volume 85, issue 1, pages 284-289, March.

1993

  1. Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993, "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, volume 37, issue 5, pages 897-920, June.

1992

  1. Constantinides, George M, 1992, "A Theory of the Nominal Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 5, issue 4, pages 531-552.

1991

  1. Ferson, Wayne E. & Constantinides, George M., 1991, "Habit persistence and durability in aggregate consumption: Empirical tests," Journal of Financial Economics, Elsevier, volume 29, issue 2, pages 199-240, October.

1990

  1. Constantinides, George M, 1990, "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy, University of Chicago Press, volume 98, issue 3, pages 519-543, June, DOI: 10.1086/261693.

1988

  1. Marietta A. Constantinides, 1988, "Optimal Population Growth and the Social Welfare Function," Eastern Economic Journal, Eastern Economic Association, volume 14, issue 3, pages 229-238, Jul-Sep.

1986

  1. Constantinides, George M, 1986, "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, University of Chicago Press, volume 94, issue 4, pages 842-862, August, DOI: 10.1086/261410.

1985

  1. Constantinides, George M, 1985, "Debt and Taxes and Uncertainty: Discussion," Journal of Finance, American Finance Association, volume 40, issue 3, pages 657-658, July.
  2. 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, volume 40, issue 3, pages 791-792, July.

1984

  1. Constantinides, George M. & Rosenthal, Robert W., 1984, "Strategic analysis of the competitive exercise of certain financial options," Journal of Economic Theory, Elsevier, volume 32, issue 1, pages 128-138, February.
  2. Constantinides, George M., 1984, "Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns," Journal of Financial Economics, Elsevier, volume 13, issue 1, pages 65-89, March.
  3. Constantinides, George M. & Ingersoll, Jonathan Jr., 1984, "Optimal bond trading with personal taxes," Journal of Financial Economics, Elsevier, volume 13, issue 3, pages 299-335, September.
  4. Constantinides, George M., 1984, "Warrant exercise and bond conversion in competitive markets," Journal of Financial Economics, Elsevier, volume 13, issue 3, pages 371-397, September.

1983

  1. Constantinides, George M, 1983, "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, volume 51, issue 3, pages 611-636, May.

1982

  1. 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, volume 37, issue 2, pages 349-352, May.
  2. Constantinides, G M, 1982, "To Pay or Not to Pay Dividend: Discussion," Journal of Finance, American Finance Association, volume 37, issue 2, pages 470-472, May.
  3. Constantinides, George M, 1982, "Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation," The Journal of Business, University of Chicago Press, volume 55, issue 2, pages 253-267, April, DOI: 10.1086/296163.

1980

  1. 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, volume 35, issue 2, pages 439-449, May.
  2. Constantinides, George M., 1980, "Admissible uncertainty in the intertemporal asset pricing model," Journal of Financial Economics, Elsevier, volume 8, issue 1, pages 71-86, March.

1979

  1. 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, volume 14, issue 2, pages 443-450, June.
  2. George M. Constantinides, 1979, "Multiperiod Consumption and Investment Behavior with Convex Transactions Costs," Management Science, INFORMS, volume 25, issue 11, pages 1127-1137, November, DOI: 10.1287/mnsc.25.11.1127.

1978

  1. Constantinides, George M, 1978, "Market Risk Adjustment in Project Valuation," Journal of Finance, American Finance Association, volume 33, issue 2, pages 603-616, May.
  2. 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, volume 26, issue 4, pages 620-636, August, DOI: 10.1287/opre.26.4.620.

1976

  1. Magill, Michael J. P. & Constantinides, George M., 1976, "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, volume 13, issue 2, pages 245-263, October.
  2. Constantinides, George M., 1976, "Comment on Chen, Kim and Kon," Journal of Financial Economics, Elsevier, volume 3, issue 3, pages 295-296, June.
  3. 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, volume 3, issue 3, pages 299-300, June.
  4. George M. Constantinides, 1976, "Stochastic Cash Management with Fixed and Proportional Transaction Costs," Management Science, INFORMS, volume 22, issue 12, pages 1320-1331, August, DOI: 10.1287/mnsc.22.12.1320.
  5. George M. Constantinides, 1976, "Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income," Management Science, INFORMS, volume 22, issue 8, pages 921-923, April, DOI: 10.1287/mnsc.22.8.921.

Books

2015

  1. 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, ISBN: ARRAY(0x77d6d888).

2013

  1. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013, "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, number 2-a.
  2. G.M. Constantinides & M. Harris & R. M. Stulz (ed.), 2013, "Handbook of the Economics of Finance," Handbook of the Economics of Finance, Elsevier, number 2-b.

2005

  1. Sudipto Bhattacharya & George M Constantinides (ed.), 2005, "Theory of Valuation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5860, ISBN: ARRAY(0x7796c618).

2003

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

2001

  1. George M. Constantinides & A.G. Malliaris (ed.), 2001, "Options Markets," Books, Edward Elgar Publishing, number 1699, ISBN: ARRAY(0x97e57cc0).

Chapters

2015

  1. George M Constantinides, 2015, "Introduction to Forward and Futures Contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  2. George M Constantinides, 2015, "Pricing Forwards and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  3. George M Constantinides, 2015, "Interest Rate and Currency Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  4. George M Constantinides, 2015, "Introduction to Options and No-Arbitrage Restrictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  5. George M Constantinides, 2015, "Trading Strategies and Slope and Convexity Restrictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  6. George M Constantinides, 2015, "Optimal Early Exercise of American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  7. George M Constantinides, 2015, "Binomial Option Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  8. George M Constantinides, 2015, "Using the Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  9. George M Constantinides, 2015, "The Black–Scholes–Merton Option Pricing Formula," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  10. George M Constantinides, 2015, "Options on Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  11. George M Constantinides, 2015, "Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  12. George M Constantinides, 2015, "Empirical Evidence and Fixes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".
  13. George M Constantinides, 2015, "Corporate Securities and Credit Risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Financial Derivatives Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps".

2005

  1. George M. Constantinides, 2005, "Theory of Valuation: Overview and Recent Developments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
  2. George M. CONSTANTINIDES & Jonathan E. INGERSOLL Jr., 2005, "Optimal Bond Trading With Personal Taxes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".
  3. George M. Constantinides, 2005, "Capital Market Equilibrium with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sudipto Bhattacharya & George M Constantinides, "Theory Of Valuation".

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