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Tax clienteles and asset pricing

Dybvig, Philip H. - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 751-762

Persistent link: https://www.econbiz.de/10001047815

Long forward and zero-coupon rates can never fall

Dybvig, Philip H. - In: The journal of business : B 69 (1996) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001196031

The analytics of performance measurement using a security market line

Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 401-416

Persistent link: https://www.econbiz.de/10002109539

Differential information and performance measurement using a security market line

Dybvig, Philip H.; Ross, Stephen A. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 383-399

Persistent link: https://www.econbiz.de/10002109570

Portfolio efficient sets

Dybvig, Philip H.; Ross, Stephen A. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 6, pp. 1525-1546

Persistent link: https://www.econbiz.de/10002109585

Yes, the APT is testable

Dybvig, Philip H.; Ross, Stephen A.; Shanken, Jay - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1173-1188

Persistent link: https://www.econbiz.de/10002109601

Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

Persistent link: https://www.econbiz.de/10001832876

Present values and internal rates of return

Ross, Stephen A.; Spatt, Chester S.; Dybvig, Philip H. - In: Journal of economic theory 23 (1980) 1, pp. 66-81

Persistent link: https://www.econbiz.de/10002728506

Long Forward and Zero-Coupon Rates Can Never Fall

Dybvig, Philip H. - 2000

In frictionless markets having no arbitrage, the asymptotic zero-coupon rate never falls. The same is true of the long forward rate. The long par-coupon rate can rise and fall due to forward rate movements at short maturities. This paper relates the three types of interest rate and formalizes...

Persistent link: https://www.econbiz.de/10012789153

The contributions of Stephen A. Ross to financial economics

Brown, Stephen J.; Dybvig, Philip H.; Goetzmann, William N. - In: Annual review of financial economics 13 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012612519