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Selected Bibliographies of GSB Faculty | George M. Constantinides


Selected Bibliography for George M. Constantinides
Leo Melamed Professor of Finance


"Junior Is Rich: Bequests as Consumption." George Constantinides, John Donaldson and Rajnish Mehra; Economic Theory, 2007, 32(1), pp. 125-55.

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

Reprinted in:
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 343-67
Junior Can't Borrow : A New Perspective on the Equity Premium Puzzle; George M. Constantinides, John B. Donaldson and Rajnish Mehra; NBER working paper series no. 6617.; Cambridge: National Bureau of Economic Research, 1998.

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

Reprinted in:
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 88-109
Habit Persistence and Durability in Aggregate Consumption : Empirical Tests; Wayne E. Ferson and George M. Constantinides; NBER working papers series no. 3631.; Cambridge: National Bureau of Economic Research, 1991.

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

Reprinted in:
S. Ross: The Debt Market. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2000, pp. 306-42
"Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns." George M. Constantinides; Journal of Financial Economics, 1984, 13(1), pp. 65-89.

http://dx.doi.org/10.1016/0304-405X(84)90032-1

Reprinted in:
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 399-423
"Strategic Analysis of the Competitive Exercise of Certain Financial Options." George M. Constantinides and Robert W. Rosenthal; Journal of Economic Theory, 1984, 32(1), pp. 128-38.

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

Reprinted in:
G. M. Constantinides and A. G. Malliaris: Options Markets. Cheltenham, U.K. and Northampton, Mass.: Elgar, 2001, pp. 308-21
"Book Review: Cash Management: An Inventory Control Limit Approach " George M. Constantinides; Journal of Financial Economics, 1976, 3( 3), pp. 299.

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.