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Asset Pricing Tests with Long Run Risks in Consumption Growth

Kōnstantinidēs, Giōrgos - 2011

A novel methodology in testing the long-run risks model of Bansal and Yaron (2004) is presented based on the observation that, under the null, the potentially latent state variables, long-run risk and the conditional variance of its innovation, are known affine functions of the observable...

Persistent link: https://www.econbiz.de/10012714229

Admissible uncertainty in the intertemporal asset pricing model

Kōnstantinidēs, Giōrgos - In: Journal of financial economics 8 (1980) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10002024931

Intertemporal asset pricing with heterogeneous consumers and without demand aggregation

Kōnstantinidēs, Giōrgos - In: The journal of business : B 55 (1982) 2, pp. 253-267

Persistent link: https://www.econbiz.de/10002024964

Market risk adjustment in project valuation

Kōnstantinidēs, Giōrgos - In: The journal of finance : the journal of the American … 33 (1978) 2, pp. 603-616

Persistent link: https://www.econbiz.de/10002024967

Multiperiod consumption and investment behavior with convex transactions costs

Kōnstantinidēs, Giōrgos - In: Management science : journal of the Institute for … 25 (1979) 11, pp. 1127-1137

Persistent link: https://www.econbiz.de/10002024972

Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns ; Final vers. Nov. 1983

Kōnstantinidēs, Giōrgos - In: Journal of financial economics 13 (1984) 1, pp. 65-89

Persistent link: https://www.econbiz.de/10002025070

Transaction costs in portfolio and cash management

Kōnstantinidēs, Giōrgos - 1974

Persistent link: https://www.econbiz.de/10002025092

Warrant exercise and bond conversion in competitive markets

Kōnstantinidēs, Giōrgos - In: Journal of financial economics 13 (1984) 3, pp. 371-397

Persistent link: https://www.econbiz.de/10002025101

Stochastic cash management with fixed and proportional transaction costs

Kōnstantinidēs, Giōrgos - In: Management science : journal of the Institute for … 22 (1976) 12, pp. 1320-1331

Persistent link: https://www.econbiz.de/10003517834

Existence of optimal simple policies for discounted-cost inventory and cash management in continuous time

Kōnstantinidēs, Giōrgos; Richard, Scott F. - In: Operations research 26 (1978) 4, pp. 620-636

Persistent link: https://www.econbiz.de/10002024956