IDEAS home Printed from https://ideas.repec.org/d/ifswucn.html

Publications

by members of

Southwestern University of Finance and Economics (SWUFE) → Institute of Financial Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Philip Dybvig, 2023, "Nobel Prize Conversations podcast," Nobel Prize in Economics documents, Nobel Prize Committee, number 2022-14, May.
  2. Philip Dybvig, 2023, "Biographical," Nobel Prize in Economics documents, Nobel Prize Committee, number 2022-13.

2022

  1. Philip Dybvig, 2022, "Multiple equilibria," Nobel Prize in Economics documents, Nobel Prize Committee, number 2022-5, Dec.
  2. Philip Dybvig, 2022, "Interview with 2022 Economics Laureate Philip Dybvig," Nobel Prize in Economics documents, Nobel Prize Committee, number 2022-10, Dec.

2020

  1. Niu, Zilong, 2020, "Essays in empirical asset pricing and international finance," Other publications TiSEM, Tilburg University, School of Economics and Management, number 986cefd5-4d2b-4d5f-be7a-2.

1999

  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, New York University, Leonard N. Stern School of Business-, number 99-046, Dec.

1998

  1. 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, Yale School of Management, number ysm45, Aug.

1993

  1. Philip H. Dybvig, 1993, "Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living," Finance, University Library of Munich, Germany, number 9308001, Aug.

1989

  1. Nancy A. Lutz & Philip H. Dybvig, 1989, "Warranties, Durability, and Maintenance: Two Sided Moral Hazard in a Continuous-Time Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 922, Aug.

1988

  1. Philip H. Dybvig, 1988, "Increases in Risk Aversion and Portfolio Choice in a Complete Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 859, Feb.
  2. Philip H. Dybvig & Chi-fu Huang, 1988, "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 860, Feb.
  3. Philip H. Dybvig & Jaime F. Zender, 1988, "Capital Structure and dividend Irrelevance with Asymmetric Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 878, Jul.

1987

  1. Philip H. Dybvig, 1987, "Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 826R, revised Jan 1988.
  2. Philip H. Dybvig, 1987, "Distributional Analysis of Portfolio Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 827R, revised Jan 1988.

1980

  1. Philip H. Dybvig & Gerald David Jaynes, 1980, "Output Supply, Employment, and Intra-Industry Wage Dispersion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 546, Mar.

Journal articles

2024

  1. Dybvig, Philip H. & Li, Shu, 2024, "Approximate utility," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106042.

2023

  1. Philip H. Dybvig, 2023, "Nobel Lecture: Multiple Equilibria," Journal of Political Economy, University of Chicago Press, volume 131, issue 10, pages 2623-2644, DOI: 10.1086/725792.

2021

  1. Stephen J. Brown & Philip H. Dybvig & William N. Goetzmann & Jonathan E. Ingersoll, 2021, "The Contributions of Stephen A. Ross to Financial Economics," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 1-14, November, DOI: 10.1146/annurev-financial-012921-05.

2018

  1. Dybvig, Philip & Liu, Fang, 2018, "On investor preferences and mutual fund separation," Journal of Economic Theory, Elsevier, volume 174, issue C, pages 224-260, DOI: 10.1016/j.jet.2017.12.006.

2015

  1. Baranchuk, Nina & Dybvig, Philip H., 2015, "Screening of possibly incompetent agents," Economics Letters, Elsevier, volume 135, issue C, pages 15-18, DOI: 10.1016/j.econlet.2015.07.016.

2012

  1. Dybvig, Philip H. & Wang, Yajun, 2012, "Increases in risk aversion and the distribution of portfolio payoffs," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 1222-1246, DOI: 10.1016/j.jet.2011.11.009.

2010

  1. Dybvig, Philip H. & Liu, Hong, 2010, "Lifetime consumption and investment: Retirement and constrained borrowing," Journal of Economic Theory, Elsevier, volume 145, issue 3, pages 885-907, May.
  2. Baranchuk, Nina & Dybvig, Philip H. & Yang, Jun, 2010, "Renegotiation-proof contracting, disclosure, and incentives for efficient investment," Journal of Economic Theory, Elsevier, volume 145, issue 5, pages 1805-1836, September.
  3. Philip H. Dybvig & Heber K. Farnsworth & Jennifer N. Carpenter, 2010, "Portfolio Performance and Agency," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 1, pages 1-23, January.

2009

  1. Nina Baranchuk & Philip H. Dybvig, 2009, "Consensus in Diverse Corporate Boards," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 2, pages 715-747, February.

2003

  1. Philip H. Dybvig & Mark Loewenstein, 2003, "Employee Reload Options: Pricing, Hedging, and Optimal Exercise," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 1, pages 145-171.

2001

  1. David T. Brown & Philip H. Dybvig & William J. Marshall, 2001, "The Cost and Duration of Cash-Balance Pension Plans," Financial Analysts Journal, Taylor & Francis Journals, volume 57, issue 6, pages 50-62, November, DOI: 10.2469/faj.v57.n6.2493.

2000

  1. Dybvig, Philip H. & Gong, Ning & Schwartz, Rachel, 2000, "Bias of Damage Awards and Free Options in Securities Litigation," Journal of Financial Intermediation, Elsevier, volume 9, issue 2, pages 149-168, April.
  2. Douglas W. Diamond & Philip H. Dybvig, 2000, "Bank runs, deposit insurance, and liquidity," Quarterly Review, Federal Reserve Bank of Minneapolis, volume 24, issue Win, pages 14-23.

1999

  1. Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999, "Portfolio Turnpikes," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 1, pages 165-195.
  2. Willard, Gregory A & Dybvig, Philip H, 1999, "Empty Promises and Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 12, issue 4, pages 807-834.
  3. Philip H. Dybvig, 1999, "Using Asset Allocation to Protect Spending," Financial Analysts Journal, Taylor & Francis Journals, volume 55, issue 1, pages 49-62, January, DOI: 10.2469/faj.v55.n1.2241.

1997

  1. 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.
  2. Dybvig, Philip H & Rogers, L C G, 1997, "Recovery of Preferences from Observed Wealth in a Single Realization," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 1, pages 151-174.
  3. David R. Beaglehole & Philip H. Dybvig & Guofu Zhou, 1997, "Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation," Financial Analysts Journal, Taylor & Francis Journals, volume 53, issue 1, pages 62-68, January, DOI: 10.2469/faj.v53.n1.2057.

1996

  1. Philip H. Dybvig & William J. Marshall, 1996, "Pricing Long Bonds: Pitfalls and Opportunities," Financial Analysts Journal, Taylor & Francis Journals, volume 52, issue 1, pages 32-39, January, DOI: 10.2469/faj.v52.n1.1964.
  2. 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, volume 69, issue 1, pages 1-25, January, DOI: 10.1086/209677.

1995

  1. Philip H. Dybvig, 1995, "Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living," The Review of Economic Studies, Review of Economic Studies Ltd, volume 62, issue 2, pages 287-313.

1994

  1. Philip H. Dybvig, 1994, "What is the Fed's decision problem? (conference panel discussion)," Proceedings, Federal Reserve Bank of St. Louis, issue Mar, pages 213-215.

1993

  1. Philip H. Dybvig & Nancy A. Lutz, 1993, "Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 60, issue 3, pages 575-597.

1991

  1. Dybvig, Philip H & Zender, Jaime F, 1991, "Capital Structure and Dividend Irrelevance with Asymmetric Information," The Review of Financial Studies, Society for Financial Studies, volume 4, issue 1, pages 201-219.

1988

  1. Philip H. Dybvig, 1988, "Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 1, pages 67-88.
  2. Philip H. Dybvig, 1988, "Book Review: Security Markets: Stochastic Models by Darrell Duffie," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 3, pages 329-330.
  3. Philip H. Dybvig, Chi-fu Huang, 1988, "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans," The Review of Financial Studies, Society for Financial Studies, volume 1, issue 4, pages 377-401.
  4. Dybvig, Philip H, 1988, "Distributional Analysis of Portfolio Choice," The Journal of Business, University of Chicago Press, volume 61, issue 3, pages 369-393, July, DOI: 10.1086/296438.

1986

  1. 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, volume 41, issue 3, pages 617-630, July.
  2. Dybvig, Philip H & Ross, Stephen A, 1986, "Tax Clienteles and Asset Pricing," Journal of Finance, American Finance Association, volume 41, issue 3, pages 751-762, July.
  3. Diamond, Douglas W & Dybvig, Philip H, 1986, "Banking Theory, Deposit Insurance, and Bank Regulation," The Journal of Business, University of Chicago Press, volume 59, issue 1, pages 55-68, January, DOI: 10.1086/296314.

1985

  1. Dybvig, Philip H, 1985, "Acknowledgment: Kinks on the Mean-Variance Frontier," Journal of Finance, American Finance Association, volume 40, issue 1, pages 345-345, March.
  2. Dybvig, Philip H & Ross, Stephen A, 1985, "Differential Information and Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, volume 40, issue 2, pages 383-399, June.
  3. Dybvig, Philip H & Ross, Stephen A, 1985, "The Analytics of Performance Measurement Using a Security Market Line," Journal of Finance, American Finance Association, volume 40, issue 2, pages 401-416, June.
  4. Dybvig, Philip H & Ross, Stephen A, 1985, "Yes, the APT Is Testable," Journal of Finance, American Finance Association, volume 40, issue 4, pages 1173-1188, September.

1984

  1. Dybvig, Philip H, 1984, "Short Sales Restrictions and Kinks on the Mean Variance Frontier," Journal of Finance, American Finance Association, volume 39, issue 1, pages 239-244, March.

1983

  1. Dybvig, Philip H & Lippman, Steven A, 1983, "An Alternative Characterization of Decreasing Absolute Risk Aversion," Econometrica, Econometric Society, volume 51, issue 1, pages 223-224, January.
  2. Dybvig, Philip H., 1983, "Duality, interest rates, and the theory of present value," Journal of Economic Theory, Elsevier, volume 30, issue 1, pages 98-114, June.
  3. Dybvig, Philip H., 1983, "An explicit bound on individual assets' deviations from APT pricing in a finite economy," Journal of Financial Economics, Elsevier, volume 12, issue 4, pages 483-496, December.
  4. Dybvig, Philip H. & Spatt, Chester S., 1983, "Adoption externalities as public goods," Journal of Public Economics, Elsevier, volume 20, issue 2, pages 231-247, March.
  5. 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, volume 24, issue 2, pages 379-396, June.

1982

  1. Dybvig, Philip H & Ross, Stephen A, 1982, "Portfolio Efficient Sets," Econometrica, Econometric Society, volume 50, issue 6, pages 1525-1546, November.
  2. Dybvig, Philip H., 1982, "Recovering preferences from preferences over nominal gambles," Journal of Economic Theory, Elsevier, volume 28, issue 2, pages 354-360, December.
  3. Dybvig, Philip H & Ingersoll, Jonathan E, Jr, 1982, "Mean-Variance Theory in Complete Markets," The Journal of Business, University of Chicago Press, volume 55, issue 2, pages 233-251, April, DOI: 10.1086/296162.

1981

  1. Philip Dybvig & Heraklis Polemarchakis, 1981, "Recovering Cardinal Utility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 48, issue 1, pages 159-166.

1980

  1. Ross, Stephen A. & Spatt, Chester S. & Dybvig, Philip H., 1980, "Present values and internal rates of return," Journal of Economic Theory, Elsevier, volume 23, issue 1, pages 66-81, August.

Chapters

2003

  1. Dybvig, Philip H. & Ross, Stephen A., 2003, "Arbitrage, state prices and portfolio theory," Handbook of the Economics of Finance, Elsevier, chapter 10, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.