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Inefficient dynamic portfolio strategies or how to throw away a million dollars in the stock market

Dybvig, Philip H. - In: The review of financial studies 1 (1988) 1, pp. 67-88

Persistent link: https://www.econbiz.de/10001100398

Distributional analysis of portfolio choice

Dybvig, Philip H. - In: The journal of business : B 61 (1988) 3, pp. 369-393

Persistent link: https://www.econbiz.de/10001051987

Portfolio turnpikes

Dybvig, Philip H.; Rogers, Leonard C. G.; Back, Kerry E. - In: The review of financial studies 12 (1999) 1, pp. 165-195

Persistent link: https://www.econbiz.de/10001353476

Nonnegative wealth, absence of arbitrage, and feasible consumption plans

Dybvig, Philip H. - In: The review of financial studies 1 (1988) 4, pp. 377-401

Persistent link: https://www.econbiz.de/10001106332

On investor preferences and mutual fund separation

Dybvig, Philip H.; Liu, Fang - In: Journal of economic theory 174 (2018), pp. 224-260

Persistent link: https://www.econbiz.de/10011972437

Arbitrage, state prices and portfolio theory

Dybvig, Philip H.; Ross, Stephen A. - 2003

Persistent link: https://www.econbiz.de/10001832876

Portfolio performance and agency

Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, … - In: The review of financial studies 23 (2010) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003941594

Increases in risk aversion and the distribution of portfolio payoffs

Dybvig, Philip H.; Wang, Yajun - In: Journal of economic theory 147 (2012) 3, pp. 1222-1246

Persistent link: https://www.econbiz.de/10009626728

Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing

Dybvig, Philip H.; Liu, Hong - In: Mathematics of operations research 36 (2011) 4, pp. 620-635

Persistent link: https://www.econbiz.de/10009405903

Mean-Variance Portfolio Rebalancing with Transaction Costs

Dybvig, Philip H.; Pezzo, Luca - 2020

As in continuous time, the nontrading region (NTR) in a mean-variance model with fixed, proportional, and quadratic trading costs is a singleton only for pure quadratic costs. Utility loss from costs is approximately proportional at small cost levels, and approximately constant at large cost...

Persistent link: https://www.econbiz.de/10014352349