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Authors whose works are in public domain in at least one jurisdiction

List of works by George Constantinides

Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence

Asset Pricing Tests with Long Run Risks in Consumption Growth

scientific article published in December 2008

Asset Pricing with Countercyclical Household Consumption Risk

scientific article published in May 2014

Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security

Junior is Rich: Bequests as Consumption

scientific article published in February 2005

Mispriced Index Option Portfolios

scientific article published in August 2017

Mispricing of S&P 500 Index Options

scientific article published in December 2008

Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves

scientific article published in August 1983

Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns

Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes

scientific article published in November 2014

Rational Asset Prices

scientific article published in March 2002

Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs

scientific article published in March 2002

The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth

scientific article published in July 2010

The Supply and Demand of S&P 500 Put Options

scientific article published in May 2015

Time Nonseparability in Aggregate Consumption: International Evidence

What Information Drives Asset Prices?

scientific article published in August 2017