http://dx.doi.org/10.1007/s00199-006-0163-x
"Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security." G. M. Constantinides, J. B. Donaldson and R. Mehra; Annals of Finance, 2005, 1(1), pp. 1-34.http://www.springerlink.com/openurl.asp?genre=article&id=doi:10.1007/s10436-004-0002-7
Theory of Valuation Sudipto Bhattacharya and George M. Constantinides; New Jersey: World Scientific, 2005
Junior Is Rich: Bequests as Consumption; George M. Constantinides, John B. Donaldson and Rajnish Mehra; NBER Working Papers Series no. 11122; Cambridge: National Bureau of Economic Research, 2005.http://papers.nber.org/papers/W11122
Handbook of the Economics of Finance George M. Constantinides, Milton Harris and René M. Stulz; Handbooks in Economics; Amsterdam; Boston: Elsevier/North-Holland 2003
Asset Pricing with Heterogeneous Consumers and Limited Participation : Empirical Evidence; Alon Brav, George M. Constantinides and Christopher C. Géczy; NBER working paper series no. 8822.; Cambridge: National Bureau of Economic Research, 2002.http://papers.nber.org/papers/W8822
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs; George M. Constantinides and Stylianos Perrakis; NBER working paper series no. 8867.; Cambridge: National Bureau of Economic Research, 2002.http://papers.nber.org/papers/W8867
Junior Must Pay Pricing the Implicit Put in Privatizing Social Security; George M. Constantinides, John B. Donaldson and Rajnish Mehra; NBER working paper series no. 8906.; Cambridge: National Bureau of Economic Research, 2002.http://www.nber.org/papers/w8906
"Rational Asset Prices." George M. Constantinides; Journal of Finance, 2002, 57(4), pp. 1567-91.http://dx.doi.org/10.1111/1540-6261.00471
"Stochastic Dominance Bounds on Derivatives Prices in a Multiperiod Economy with Proportional Transaction Costs." George M. Constantinides and Stylianos Perrakis; Journal of Economic Dynamics and Control, 2002, 26(7-8), pp. 1323-52.http://dx.doi.org/10.1016/S0165-1889(01)00047-1
Rational Asset Prices; George M. Constantinides; NBER working paper series no. 8826.; Cambridge: National Bureau of Economic Research, 2002.http://papers.nber.org/papers/W8826
"Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence." Alon Brav, George M. Constantinides and Christopher C. Geczy; Journal of Political Economy, 2002, 110(4), pp. 793-824.http://dx.doi.org/10.1086/340776
"Junior Can't Borrow: A New Perspective of the Equity Premium Puzzle." George M. Constantinides, John B. Donaldson and Rajnish Mehra; Quarterly Journal of Economics, 2002, 117(1), pp. 269-96.http://search.epnet.com/login.aspx?direct=true&db=bth&an=5942278
"Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities." George M. Constantinides and Thaleia Zariphopoulou; Mathematical Finance, 2001, 11(3), pp. 331-46.http://dx.doi.org/10.1111/1467-9965.00118
Options Markets George M. Constantinides and A. G. Malliaris; Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001
Asset Pricing with Heterogeneous Consumers and Limited Participation : Empirical Evidence; Alon Brav, George M. Constantinides and Christopher C. Géczy; NBER working paper series no. 7406.; Cambridge: National Bureau of Economic Research, 1999.http://papers.nber.org/papers/w7406
"Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences." George M. Constantinides and Thaleia Zariphopoulou; Finance and Stochastics, 1999, 3(3), pp. 345-69.http://www.springerlink.com/link.asp?id=v6etm8uq7h0wf2w9
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 343-67
http://www.nber.org/papers/w6617
Junior Can't Borrow : A New Perspective on the Equity Premium Puzzle; George M. Constantinides, John B. Donaldson and Rajnish Mehra; PaineWebber working paper series in money, economics and finance ;; PW-97-24;; New York, N.Y.: Columbia Business School Columbia University, 1998.
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle; George M. Constantinides, John B. Donaldson and Rajnish Mehra; Working Papers in Economics no.98/21; University of California, Santa Barbara, 1998.
Junior Can't Borrow : A New Perspective on the Equity Premium Puzzle; George M. Constantinides, John B. Donaldson and Rajnish Mehra; Working paper series no. 457.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1997.
"Transaction Costs and the Pricing of Financial Assets." George M. Constantinides; Multinational Finance Journal, 1997, 1(2), pp. 93-99.http://proquest.umi.com/pqdlink?did=34855787&sid=1&Fmt=2&clientId=13392&RQT=309&VName=PQD
"Asset Pricing with Heterogeneous Consumers." George M. Constantinides and Darrell Duffie; Journal of Political Economy, 1996, 104(2), pp. 219-40.http://links.jstor.org/sici?sici=0022-3808%28199604%29104%3A2%3C219%3AAPWHC%3E2.0.CO%3B2-Y
"Time Nonseparability in Aggregate Consumption: International Evidence." Phillip A. Braun, George M. Constantinides and Wayne E. Ferson; European Economic Review, 1993, 37(5), pp. 897-920.http://dx.doi.org/10.1016/0014-2921(93)90101-F
"Optimal Investment Strategies for University Endowment Funds: Comment," George M. Constantinides, in C. T. Clotfelter and M. Rothschild: Studies of Supply and Demand in Higher Education. A National Bureau of Economic Research Project Report. Chicago and London: University of Chicago Press, 1993, pp. 236-42
Asset Pricing with Heterogeneous Consumers; George M. Constantinides and Darrell Duffie; Working paper series no. 358.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1992.
Time Nonseparability in Aggregate Consumption : International Evidence; Phillip A. Braun, George M. Constantinides and Wayne Ferson; Working paper series no. 350.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1992.
Time Nonseparability in Aggregate Consumption International Evidence; Phillip A. Braun, George M. Constantinides and Wayne E. Ferson; NBER working papers series no. 4104.; Cambridge: National Bureau of Economic Research, 1992.http://papers.nber.org/papers/w4104.pdf
Asset Pricing with Heterogeneous Consumers; George M. Constantinides and Darrel Duffie; University of Bonn, Germany, Discussion Paper Serie A, 1992.
"A Theory of the Nominal Term Structure of Interest Rates." George M. Constantinides; Review of Financial Studies, 1992, 5(4), pp. 531-52.http://links.jstor.org/sici?sici=0893-9454%281992%295%3A4%3C531%3AATOTNT%3E2.0.CO%3B2-G
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 88-109
http://papers.nber.org/papers/3631
A Theory of the Nominal Term Structure of Interest Rates; George M. Constantinides; Working paper series no. 328; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1991.
"Habit Persistence and Durability in Aggregate Consumption: Empirical Tests." Wayne E. Ferson and George M. Constantinides; Journal of Financial Economics, 1991, 29(2), pp. 199-240.http://dx.doi.org/10.1016/0304-405X(91)90002-2
"Habit Formation: A Resolution of the Equity Premium Puzzle." George M. Constantinides; Journal of Political Economy, 1990, 98(3), pp. 519-43.http://links.jstor.org/sici?sici=0022-3808%28199006%2998%3A3%3C519%3AHFAROT%3E2.0.CO%3B2-T
Theory of Valuation : Frontiers of Modern Financial Theory Sudipto Bhattacharya and George M. Constantinides; Rowman & Littlefield Studies in Financial Economics;; Totowa, N.J.: Rowman & Littlefield, 1989
Financial Markets and Incomplete Information : Frontiers of Modern Financial Theory Sudipto Bhattacharya and George M. Constantinides; Rowman & Littlefield Studies in Financial Economics;; Totowa, N.J.: Rowman & Littlefield, 1989
Habit Persistence and Durability in Aggregate Consumption : Empirical Tests; Wayne E. Ferson and George M. Constantinides; Working papers series W.P. 274; Chicago, Ill.: Center for Research in Security Press Graduate School of Business University of Chicago, 1989.
"Optimal Investment with Stock Repurchase and Financing as Signals." George M. Constantinides and Bruce D. Grundy; Review of Financial Studies, 1989, 2(4), pp. 445-65.http://links.jstor.org/sici?sici=0893-9454%281989%292%3A4%3C445%3AOIWSRA%3E2.0.CO%3B2-2
Habit Formation : A Resolution of the Equity Premium Puzzle; George M. Constantinides; Working paper series no. 225.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1988.
"Comments on Stock Return Seasonality," George M. Constantinides, in E. e. Dimson: Stock Market Anomalies. Cambridge; New York and Melbourne: Cambridge University Press, 1988, pp. 123-28
Frontiers of Modern Financial Theory Sudipto Bhattacharya and George M. Constantinides; Rowman & Littlefield Studies in Financial Economics;; Totowa, N.J.: Rowman & Littlefield, 1987
Theory of Valuation : Overview and Recent Developments; George M. Constantinides; Working paper series no. 205.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1987.
Call and Conversion of Convertible Corporate Bonds : Theory and Evidence; George M. Constantinides; Working paper series w.p. no. 180.; Chicago, IL.: Center for Research in Security Prices Graduate School of Business University of Chicago, 1987.
Optimal Investment with Stock Repurchase and Financing as Signals; George M. Constantinides; Working paper series w.p. no. 175.; Chicago, IL.: Center for Research in Security Prices Graduate School of Business University of Chicago, 1986.
"Capital Market Equilibrium with Transaction Costs." George M. Constantinides; The Journal of Political Economy, 1986, 94(4), pp. 842-62.http://links.jstor.org/sici?sici=0022-3808%28198608%2994%3A4%3C842%3ACMEWTC%3E2.0.CO%3B2-F
"The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion." George M. Constantinides; Journal of Finance, 1985, 40(3, Papers and Proceedings of the Forty-Third Annual Meeting American Finance Association, Dallas, Texas, December 28-30, 1984), pp. 791-92.http://links.jstor.org/sici?sici=0022-1082%28198507%2940%3A3%3C791%3ATDTSWT%3E2.0.CO%3B2-E
"Debt and Taxes and Uncertainty: Discussion." George M. Constantinides; Journal of Finance, 1985, 40(3, Papers and Proceedings of the Forty-Third Annual Meeting American Finance Association, Dallas, Texas, December 28-30, 1984), pp. 657-58.http://links.jstor.org/sici?sici=0022-1082%28198507%2940%3A3%3C657%3ADATAUD%3E2.0.CO%3B2-2
Capital Market Equilibrium with Transaction Costs; George M. Constantinides; Working paper series no. 130.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1984.
"Optimal Bond Trading with Personal Taxes." George M. Constantinides and Jonathan E. Ingersoll, Jr.; Journal of Financial Economics, 1984, 13(3), pp. 299-335.http://dx.doi.org/10.1016/0304-405X(84)90002-3
S. Ross: The Debt Market. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2000, pp. 306-42
http://dx.doi.org/10.1016/0304-405X(84)90032-1
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 399-423
http://dx.doi.org/10.1016/0022-0531(84)90078-4
"Warrant Exercise and Bond Conversion in Competitive Markets." George M. Constantinides; Journal of Financial Economics, 1984, 13(3), pp. 371-97.http://dx.doi.org/10.1016/0304-405X(84)90005-9
"CVL Analysis and Breakeven Capital Budgeting." George M. Constantinides, Yuji Ijiri and Robert A. Leitch; Cost and Management, 1983, 57(2), pp. 48.
"Review of 'Stochastic Methods in Economics and Finance by A. G. Malliaris'." George M. Constantinides; Journal of Business, 1983, 56(3), pp. 406-07.http://links.jstor.org/sici?sici=0021-9398%28198307%2956%3A3%3C406%3ASMIEAF%3E2.0.CO%3B2-K
Optimal Bond Trading with Personal Taxes : Implications for Bond Prices and Estimated Tax Brackets and Yield Curves; George M. Constantinides and Jonathan E. Ingersoll; NBER working paper series no. 1184; Cambridge: National Bureau of Economic Research, 1983.http://papers.nber.org/papers/1184
Optimal Stock Trading with Personal Taxes : Implications for Prices and the Abnormal January Returns; George M. Constantinides; NBER working paper series no. 1176; Cambridge: National Bureau of Economic Research, 1983.http://papers.nber.org/papers/1176
"Capital Market Equilibrium with Personal Tax." George M. Constantinides; Econometrica: Journal of the Econometric Society, 1983, 51(3), pp. 611-36.http://links.jstor.org/sici?sici=0012-9682%28198305%2951%3A3%3C611%3ACMEWPT%3E2.0.CO%3B2-I
"To Pay or Not to Pay Dividends: Discussion." Nils H. Hakansson and George M. Constantinides; Journal of Finance, 1982, 37(2), pp. 415.http://links.jstor.org/sici?sici=0022-1082%28198205%2937%3A2%3C470%3ATPONTP%3E2.0.CO%3B2-Z
"Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves." George M. Constantinides and Jonathan E. Ingersoll, Jr.; Journal of Finance, 1982, 37(2, Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981), pp. 349-52.http://links.jstor.org/sici?sici=0022-1082%28198205%2937%3A2%3C349%3AOBTWPT%3E2.0.CO%3B2-6
"Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation." George M. Constantinides; Journal of Business, 1982, 55(2), pp. 253-67.http://links.jstor.org/sici?sici=0021-9398%28198204%2955%3A2%3C253%3AIAPWHC%3E2.0.CO%3B2-B
"Stochastic Cost Volume Profit Analysis with a Linear Demand Function." George M. Constantinides, Yuji Ijiri and Robert A. Leitch; Decision Sciences, 1981, 12(3), pp. 417.
Capital Market Equilibrium with Personal Tax George M. Constantinides; Summer Institute Paper ;; No. 80-4;; Cambridge, MA: National Bureau of Economic Research, 1980
"Admissible Uncertainty in the Intertemporal Asset Pricing Model." George M. Constantinides; Journal of Financial Economics, 1980, 8(1), pp. 71-86.http://dx.doi.org/10.1016/0304-405X(80)90022-7
"Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing." George M. Constantinides and Myron S. Scholes; Journal of Finance, 1980, 35(2, Papers and Proceedings Thirty-Eighth Annual Meeting American Finance Association, Atlanta, Georgia, December 28-30, 1979), pp. 439-49.http://links.jstor.org/sici?sici=0022-1082%28198005%2935%3A2%3C439%3AOLOAIT%3E2.0.CO%3B2-R
"Multiperiod Consumption and Investment Behavior with Convex Transactions Costs." George M. Constantinides; Management Science, 1979, 25(11), pp. 1127-37.http://links.jstor.org/sici?sici=0025-1909%28197911%2925%3A11%3C1127%3AMCAIBW%3E2.0.CO%3B2-W
"A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy." George M. Constantinides; Journal of Financial and Quantitative Analysis, 1979, 14(2), pp. 443-50.http://links.jstor.org/sici?sici=0022-1090%28197906%2914%3A2%3C443%3AANOTSO%3E2.0.CO%3B2-0
Shareholder Unanimity of the Production by Firms in a Multiperiod Economy; George M. Constantinides; Working papers series WP17;; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1978.
"Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time." George M. Constantinides and Scott F. Richard; Operations Research, 1978, 26(4), pp. 620-36.http://links.jstor.org/sici?sici=0030-364X%28197807%2F08%2926%3A4%3C620%3AEOOSPF%3E2.0.CO%3B2-G
"Market Risk Adjustment in Project Valuation." George M. Constantinides; Journal of Finance, 1978, 33(2), pp. 603-16.http://links.jstor.org/sici?sici=0022-1082%28197805%2933%3A2%3C603%3AMRAIPV%3E2.0.CO%3B2-H
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 308-21
http://dx.doi.org/10.1016/0304-405X(76)90010-6
"Review of 'Operations Research', .Principles of Operations Research, and 'Principles of Management Science'." George M. Constantinides; Journal of the American Statistical Association, 1976, 71( 354), pp. 526.http://links.jstor.org/sici?sici=0162-1459%28197606%2971%3A354%3C526%3AOR%3E2.0.CO%3B2-5
"Comment on Chen, Kim and Kon." George M. Constantinides; Journal of Financial Economics, 1976, 3(3), pp. 295-96.http://dx.doi.org/10.1016/0304-405X(76)90008-8
"Portfolio Selection with Transactions Costs." Michael J. P. Magill and George M. Constantinides; Journal of Economic Theory, 1976, 13(2), pp. 245-63.http://dx.doi.org/10.1016/0022-0531(76)90018-1
"Stochastic Cash Management with Fixed and Proportional Transaction Costs." George M. Constantinides; Management Science, 1976, 22(12), pp. 1320-31.http://links.jstor.org/sici?sici=0025-1909%28197608%2922%3A12%3C1320%3ASCMWFA%3E2.0.CO%3B2-S
"Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income." George M. Constantinides; Management Science, 1976, 22(8), pp. 921-23.http://links.jstor.org/sici?sici=0025-1909%28197604%2922%3A8%3C921%3AOPRWPT%3E2.0.CO%3B2-4
Transaction Costs in Portfolio and Cash Management; George M. Constantinides; Ph.D Dissertation, Indiana University, 1974.
