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Working paper / National Bureau of Economic Research, Inc
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Review of asset pricing studies
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Risk : managing risk in the world's financial markets
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1
Asset Pricing with Heterogeneous Consumers
Constantinides, George M.
;
Duffie, Darrell
- In:
Journal of political economy
104
(
1996
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10007621253
Saved in:
2
Transaction costs and the pricing of financial assets
Constantinides, George M.
- In:
Multinational finance journal : MF ; quarterly …
1
(
1997
)
2
,
pp. 93-99
Persistent link: https://www.econbiz.de/10009879193
Saved in:
3
JUNIOR IS RICH: BEQUESTS AS CONSUMPTION
Constantinides, George
;
Donaldson, John B.
;
Mehra, Rajnish
-
2005
Persistent link: https://www.econbiz.de/10006960541
Saved in:
4
Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell
- In:
Financial stability review : FSR
14
(
2010
),
pp. 55-59
Persistent link: https://www.econbiz.de/10009921103
Saved in:
5
Presidential Address: Rational Asset Prices
Constantinides, George M.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1567-1592
Persistent link: https://www.econbiz.de/10006559140
Saved in:
6
ARTICLES - Merton H. Miller (Editor's Note)
Constantinides, George M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1177-1178
Persistent link: https://www.econbiz.de/10006563796
Saved in:
7
ARTICLES - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
Constantinides, George M.
;
Zariphopoulou, Thaleia
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008216987
Saved in:
8
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Constantinides, George M.
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345
Persistent link: https://www.econbiz.de/10008218068
Saved in:
9
Asset pricing tests with long-run risks in consumption growth
Constantinides, George M.
;
Ghosh, Anisha
- In:
Review of asset pricing studies
1
(
2011
)
1
,
pp. 96-136
Persistent link: https://www.econbiz.de/10009959789
Saved in:
10
Mispricing of S&P 500 Index Options
Constantinides, George M.
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 1247-1246
Persistent link: https://www.econbiz.de/10010113732
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