George M. Constantinides

Available identifiers

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

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