George Constantinides

George Constantinides's AcademicInfluence.com Rankings

Economics

#1728

World Rank

#1983

Historical Rank

economics Degrees

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Economics

Why Is George Constantinides Influential?

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According to Wikipedia, George M. Constantinides is a financial economist, known for his work on portfolio management, asset pricing, derivatives pricing, and capital markets behavior. He is the Leo Melamed Professor of Finance at the University of Chicago Booth School of Business and a board member of Dimensional Fund Advisors.

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George Constantinides's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion (1985) (1706)
Handbook of the Economics of Finance (2013) (1593)
Asset Pricing with Heterogeneous Consumers (1996) (1139)
Capital Market Equilibrium with Transaction Costs (1986) (1056)
Habit Formation: A Resolution of the Equity Premium Puzzle (1990) (887)
Habit Persistence and Durability in Aggregate Consumption: Empirical Tests (1991) (570)
Capital Market Equilibrium with Personal Tax (1983) (467)
A Theory of the Nominal Term Structure of Interest Rates (1992) (413)
Junior Can&Apos;T Borrow: a New Perspective on the Equity Premium Puzzle (1998) (371)
Portfolio selection with transactions costs (1976) (364)
Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation (1982) (328)
Optimal Investment with Stock Repurchase and Financing as Signals (1989) (311)
Optimal bond trading with personal taxes (1984) (285)
MARKET RISK ADJUSTMENT IN PROJECT VALUATION (1978) (213)
Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle (1999) (207)
Multiperiod Consumption and Investment Behavior with Convex Transactions Costs (1979) (181)
Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time (1978) (179)
Mispricing of S&P 500 Index Options (2006) (177)
The Puzzle of Index Option Returns (2012) (151)
Asset Pricing Tests with Long Run Risks in Consumption Growth (2008) (149)
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences (1999) (137)
Time Nonseparability in Aggregate Consumption: International Evidence (1992) (110)
Asset Pricing with Countercyclical Household Consumption Risk (2014) (97)
Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs (2000) (95)
Stochastic Cash Management with Fixed and Proportional Transaction Costs (1976) (93)
Are Options on Index Futures Profitable for Risk Averse Investors‘ Empirical Evidence (2010) (89)
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities (1999) (89)
Admissible uncertainty in the intertemporal asset pricing model (1980) (82)
A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy (1979) (69)
Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing (1980) (67)
Stochastic Dominance Bounds on American Option Prices in Markets with Frictions (2007) (58)
Strategic analysis of the competitive exercise of certain financial options (1984) (38)
The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth (2010) (31)
Junior is rich: bequests as consumption (2005) (31)
Warrant Exercise and Bond Conversion in Competitive Markets (1984) (27)
STOCHASTIC COST‐VOLUME‐PROFIT ANALYSIS WITH A LINEAR DEMAND FUNCTION (1981) (25)
Note---Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income (1976) (25)
Option Pricing: Real and Risk-Neutral Distributions (2005) (23)
StockValuation and Learning about Pro ¢ tability (2003) (22)
Financial markets and incomplete information (1989) (18)
Mispriced Index Option Portfolios (2017) (18)
Chapter 1 Portfolio theory (1995) (18)
Theory of Valuation: Overview and Recent Developments (2005) (18)
Fundamentals of Operations Research for Management. (1976) (17)
Does Investment Skill Decline due to Cognitive Aging or Improve with Experience (2006) (16)
Understanding the Equity Risk Premium Puzzle (2008) (14)
Transaction Costs and the Pricing of Financial Assets (1997) (14)
Repurchase Tender Offers, Signaling, and Managerial Incentives (1984) (13)
Financial markets and asset pricing (2003) (12)
Handbook of the Economics of Finance Volume 2B : Financial Markets and Asset Pricing (2013) (11)
Integrated Approaches to Efficient Water Use in South Africa (2000) (10)
The Supply and Demand of S&P 500 Put Options (2015) (10)
What Information Drives Asset Prices? (2017) (8)
Comment on Chen, Kim and Kon (1976) (6)
Transaction Costs and the Implied Volatility Smile (1996) (5)
COSTS AND BENEFITS OF MEASURES FOR THE REDUCTION OF DEGRADATION OF THE ENVIRONMENT FROM LAND-BASED SOURCES OF POLLUTION IN COASTAL AREAS (1993) (5)
Optimal Derivative Investment in Continuous Time (1999) (4)
Asset Pricing: Models and Empirical Evidence (2017) (4)
Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes (2014) (3)
Market Organization and the Prices of Financial Assets (2006) (3)
Equity options markets : foundations and pricing (2001) (3)
Debt and Taxes and Uncertainty: Discussion (1985) (2)
Options on Futures (2015) (2)
The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (2017) (2)
Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps (2015) (2)
Program Committee Members (2020) (2)
Handbook of the Economics of Finance, Volume 2A (2012) (2)
Introduction to Forward and Futures Contracts (2015) (1)
Theory of valuation (2005) (1)
Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks (2021) (1)
The Black–Scholes–Merton Option Pricing Formula (2015) (0)
Empirical Evidence and Fixes (2015) (0)
Pricing Forwards and Futures (2015) (0)
Corporate Securities and Credit Risk (2015) (0)
Finite Wordlength Effects (2018) (0)
UCLA Recent Work Title Corporate Earnings and the Equity Premium Permalink (2002) (0)
OPTIONS MARKETS : AN INTEGRATIVE APPROACH † (2000) (0)
Using the Binomial Model (2015) (0)
Trading Strategies and Slope and Convexity Restrictions (2015) (0)
Reforms or Bankruptcy? (2011) (0)
An Empirical Examination of Models of Contract Choice in Initial Public Offerings (1991) (0)
Interest Rate and Currency Swaps (2015) (0)
Comments and Discussion (2008) (0)
Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply (2021) (0)
Operations Research.@@@Principles of Operations Research.@@@Principles of Management Science. (1976) (0)
To Pay or Not to Pay Dividend: Discussion (1982) (0)
American options, numerical methods and risk management (2001) (0)
Sentiment, Productivity, and Economic Growth (2023) (0)
1 Option Pricing : Real and Risk-Neutral Distributions (2005) (0)
Interest-rate derivatives, exotics, real options and empirical evidence (2001) (0)
Binomial Option Pricing (2015) (0)
Book Review:Stochastic Methods in Economics and Finance. A. G. Malliaris (1983) (0)
Introduction to Options and No-Arbitrage Restrictions (2015) (0)
The widespread notion that dollar-cost averaging can help an investor minimize the risk of investing all of one's capital in the market at an inappropriate time is aptly (2016) (0)
Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 (1976) (0)
Dynamic Security Design and Corporate Financing In preparation for the Handbook of Economics and Finance , Volume 2 (2012) (0)
Optimal Early Exercise of American Options (2015) (0)
Merton H. Miller (2001) (0)

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What Schools Are Affiliated With George Constantinides?

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