Philip H. Dybvig

Q: What Schools Are Affiliated With Philip H. Dybvig

Philip H. Dybvig is affiliated with the following schools: Washington University in St. Louis, Yale University, Indiana University Bloomington, Princeton University, University of Chicago

Philip H. Dybvig's AcademicInfluence.com Rankings

Philip H. Dybvig

Economics

#395

World Rank

#494

Historical Rank

#245

USA Rank

economics Degrees

Download Badge

Economics

Why Is Philip H. Dybvig Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Philip Hallen Dybvig is an American economist. He is the Boatmen's Bancshares Professor of Banking and Finance at the Olin Business School of Washington University in St. Louis. Career Dybvig attended Indiana University and received in 1976 a BA in mathematics and physics. He then attended the economics PhD program at University of Pennsylvania for one year before transferring to Yale University, where he received the MA , MPhil , and PhD degrees in economics. His thesis, titled "Recovering additive utility functions", was supervised by Stephen A. Ross.

(See a Problem?)

Philip H. Dybvig'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

Bank Runs, Deposit Insurance, and Liquidity (1983) (9244)
Differential Information and Performance Measurement Using a Security Market Line (1985) (391)
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates (1986) (311)
Mean-Variance Theory in Complete Markets (1982) (253)
Banking Theory, Deposit Insurance, and Bank Regulation (1986) (246)
Capital Structure and Dividend Irrelevance with Asymmetric Information (1991) (239)
Distributional Analysis of Portfolio Choice (1988) (220)
Long Forward and Zero-Coupon Rates Can Never Fall (1996) (210)
Adoption externalities as public goods (1983) (184)
Lifetime Consumption and Investment: Retirement and Constrained Borrowing (2009) (180)
Portfolio Performance and Agency (1999) (167)
Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (1995) (160)
An explicit bound on individual assets' deviations from APT pricing in a finite economy (1983) (139)
The Analytics of Performance Measurement Using a Security Market Line (1985) (134)
Consensus in Diverse Corporate Boards (2006) (129)
Yes, The APT Is Testable (1985) (122)
Tax Clienteles and Asset Pricing (1986) (99)
Portfolio Efficient Sets (1982) (77)
Tobin's Q Does Not Measure Firm Performance: Theory, Empirics, and Alternative Measures (2010) (65)
Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model (1993) (64)
Arbitrage, state prices and portfolio theory (2003) (61)
Employee Reload Options: Pricing, Hedging, and Optimal Exercise (2003) (60)
Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives (2015) (56)
Using Asset Allocation to Protect Spending (1998) (51)
Short Sales Restrictions and Kinks on the Mean Variance Frontier (1984) (46)
Portfolio Turnpikes (1998) (39)
15 Bank Runs , Deposit Insurance , and Liquidity (1983) (37)
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans (2015) (35)
Recovery of Preferences from Observed Wealth in a Single Realization (1997) (35)
Tax Clienteless and Asset Pricing (1986) (34)
Recovering Cardinal Utility (1981) (31)
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing (2011) (30)
An Alternative Characterization of Decreasing Absolute Risk Aversion (1983) (29)
Arbitrage, State Prices and Portfolio Theory Handbook of the Economics of Finance (2003) (22)
Empty Promises and Arbitrage (1999) (22)
Present values and internal rates of return (1980) (21)
Debt and Equity (2002) (18)
The new risk management: the good, the bad, and the ugly (1997) (15)
Chapter 10 Arbitrage, state prices and portfolio theory (2003) (14)
Pricing Long Bonds: Pitfalls and Opportunities (1996) (14)
Recovering Additive Utility Functions (1983) (12)
Mean-Variance Portfolio Rebalancing with Transaction Costs (2020) (12)
Increases in Risk Aversion and the Distribution of Portfolio Payoffs (2011) (11)
Financial Distress without Bankruptcy: The Case of China (2007) (10)
The Fallacy of Large Numbers (2006) (8)
On Investor Preferences and Mutual Fund Separation (2017) (8)
How to Squander Your Endowment: Pitfalls and Remedies (2021) (8)
High Hopes and Disappointment (2008) (7)
Remarks on Banking and Deposit Insurance (1993) (7)
Duality, interest rates, and the theory of present value (1983) (6)
Acknowledgement: Kinks on the Mean‐Variance Frontier (1985) (6)
Occasional Ratcheting: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (1993) (6)
Bias of Damage Awards and Free Options in Securities Litigation (2000) (6)
The Cost and Duration of Cash-Balance Pension Plans (2001) (5)
Renegotiation-Proof Contracting, Disclosure, and Incentives for Efficient Investment (2007) (5)
Mergers and Acquisitions in Oligopolistic Industries (2011) (5)
Output Supply, Employment, and Intra-Industry Wage Dispersion (1980) (4)
Discussion of Improving Bankruptcy Procedure by Philippe Aghion, Oliver Hart, and John Moore (1994) (3)
That Is Not My Dog: Why Doesn't the Log Dividend-Price Ratio Seem to Predict Future Log Returns or Log Dividend Growths? (2018) (3)
Misvaluation of New Trademarks (2019) (3)
Growth Risk of Nontraded Industries and Asset Pricing (2019) (3)
Recovering preferences from preferences over nominal gambles (1982) (2)
Operating Efficiency and Corporate Governance (2010) (2)
Increases in Risk Aversion and Portfolio Choice in a Complete Market (1988) (2)
Optimal Casualty Insurance and Repair in the Presence of a Securities Market (2013) (2)
High Hopes and Disappointment 1 (2013) (2)
What Is the Fed's Decision Problem? (1994) (1)
The Fallacy of Large Numbers and A Defense of Diversified Active Managers (2003) (1)
What is the Fed's decision problem? (conference panel discussion) (1994) (1)
OPTIMAL CASUALTY INSURANCE , REPAIR , AND REGULATION IN THE PRESENCE OF A SECURITIES MARKET (2009) (1)
Screening of possibly incompetent agents (2015) (1)
What Steve Ross Taught Me about Contracting (2018) (1)
Outsourcing Bank Loan Evaluation : The Economics of Third-Party Loan Guarantees ∗ (2016) (1)
Financial Contracting and Concentration of Operational Control (2005) (0)
Gambling for Redemption or Ripoff, and the Impact of Superpriority * (2021) (0)
Disclosure and Investment (2006) (0)
Interbank Hedging and Systemic Risk: The Role of Renegotiation Breakdowns (2008) (0)
The Contributions of Stephen A. Ross to Financial Economics (2021) (0)
U A Conference Panel Discussion (1994) (0)
Participants (1976) (0)
Security Markets: Stochastic Models (1988) (0)
History Replete Instances Which Seemingly Healthy Economy Plunged Difficulty, Investors Have Become Suddenly Insistent Exercising Contrac- Options to Mitigate Individual Risks, (2007) (0)
Do Shareholders Really Prefer Risky Projects (2004) (0)
The Impact of Truth-revealing Incentives the Impact of Truth-revealing Incentives the Impact of Truth-revealing Incentives (2002) (0)
CDS Trading and Banking Relationship (2019) (0)
Screening of Possibly Incompetent Agents and Welfare Analysis without Common Priors (2011) (0)
The Effects of the Bond Investor Base Stability on the Leverage of the Firm (2008) (0)
Working Papers School of Hotel Administration Collection 9-2014 On Investor Preferences and Mutual Fund Separation (2019) (0)

This paper list is powered by the following services:

Other Resources About Philip H. Dybvig

en.wikipedia.org

What Schools Are Affiliated With Philip H. Dybvig?

Philip H. Dybvig is affiliated with the following schools: