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MISPRICING OF S&P 500 INDEX OPTIONS
Constantinides, George M.; Jackwerth, Jens Carsten; … - 2008
Persistent link: https://www.econbiz.de/10008165237
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ARTICLES - Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
Constantinides, George M.; Zariphopoulou, Thaleia - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 331-346
Persistent link: https://www.econbiz.de/10008216987
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Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Constantinides, George M.; Zariphopoulou, Thaleia - In: Finance and stochastics 3 (1999) 3, pp. 345
Persistent link: https://www.econbiz.de/10008218068
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Asset Pricing with Heterogeneous Consumers
Constantinides, George M.; Duffie, Darrell - In: Journal of political economy 104 (1996) 2, pp. 219-240
Persistent link: https://www.econbiz.de/10007621253
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Junior is rich: bequests as consumption
Constantinides, George M.; Donaldson, John B.; Mehra, … - In: Economic theory 32 (2007) 1, pp. 125-156
Persistent link: https://www.econbiz.de/10007720793
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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
Brav, Alon; Constantinides, George M.; Geczy, Christopher C. - In: Journal of political economy 110 (2002) 4, pp. 793-824
Persistent link: https://www.econbiz.de/10007661525
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JUNIOR CAN'T BORROW: A NEW PERSPECTIVE ON THE EQUITY PREMIUM PUZZLE
Constantinides, George M.; Donaldson, John B.; Mehra, … - In: The quarterly journal of economics 117 (2002) 1, pp. 269-296
Persistent link: https://www.econbiz.de/10007665399
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Market organization and the prices of financial assets
Constantinides, George M. - In: Papers in money, macroeconomics and finance : … 74 (2006), pp. 1-23
Persistent link: https://www.econbiz.de/10009938378
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Asset pricing tests with long-run risks in consumption growth
Constantinides, George M.; Ghosh, Anisha - In: Review of asset pricing studies 1 (2011) 1, pp. 96-136
Persistent link: https://www.econbiz.de/10009959789
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Mispricing of S&P 500 Index Options
Constantinides, George M.; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2013) 3, pp. 1247-1246
Persistent link: https://www.econbiz.de/10010113732