George M. Constantinides

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions Review of Finance	2008-01-30	Paper
Junior is rich: bequests as consumption Economic Theory	2007-05-31	Paper
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle The Quarterly Journal of Economics	2002-08-28	Paper
Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. Journal of Economic Dynamics and Control	2002-07-15	Paper
A theory of the nominal term structure of interest rates.	2002-01-03	Paper
Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities Mathematical Finance	2001-11-26	Paper
Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences Finance and Stochastics	2000-03-01	Paper
Strategic analysis of the competitive exercise of certain financial options Journal of Economic Theory	1984-01-01	Paper
Capital Market Equilibrium with Personal Tax Econometrica	1983-01-01	Paper
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs Management Science	1979-01-01	Paper
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time Operations Research	1978-01-01	Paper
Portfolio selection with transactions costs Journal of Economic Theory	1976-01-01	Paper
Stochastic Cash Management with Fixed and Proportional Transaction Costs Management Science	1976-01-01	Paper
Note—Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income Management Science	1976-01-01	Paper

Research outcomes over time

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