NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by George M. Constantinides

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Working Papers

May 2014Asset Pricing with Countercyclical Household Consumption Risk
with Anisha Ghosh: w20110
August 2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence
with Michal Czerwonko, Jens Carsten Jackwerth, Stylianos Perrakis: w16302
July 2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth
with Anisha Ghosh: w16183
December 2008Mispricing of S&P 500 Index Options
with Jens Carsten Jackwerth, Stylianos Perrakis: w14544
Asset Pricing Tests with Long Run Risks in Consumption Growth
with Anisha Ghosh: w14543
February 2005Junior is Rich: Bequests as Consumption
with John B. Donaldson, Rajnish Mehra: w11122
April 2002Junior Must Pay: Pricing the Implicit Put in Privatizing Social Security
with John B. Donaldson, Rajnish Mehra: w8906
March 2002Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs
with Stylianos Perrakis: w8867
Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
with Alon Brav, Christopher C. Geczy: w8822
Rational Asset Prices
w8826
October 1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
with Alon Brav, Christopher C. Geczy: w7406
June 1998Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
with John B. Donaldson, Rajnish Mehra: w6617
June 1992Time Nonseparability in Aggregate Consumption: International Evidence
with Phillip A. Braun, Wayne E. Ferson: w4104
February 1991Habit Persistence and Durability in Aggregate Consumption: Empirical Tests
with Wayne E. Ferson: w3631
September 1983Capital Market Equilibrium with Personal Tax
r0405
August 1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns
w1176
Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves
with Jonathan E. Ingersoll Jr.: w1184

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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