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George M. Constantinides

Institution: University of Chicago

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://faculty.chicagobooth.edu/george.constantinides/index.htm

First Publication: 1976

Most Recent: 2025

RePEc ID: pco144 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 3.03 0.00 3.03 69%
Last 10 Years 8.07 2.02 3.03 0.00 13.12 93%
All Time 33.64 60.88 15.14 1.01 110.67 99%

Publication Statistics

Raw Publications 39
Coauthorship-Adjusted Count 56.04

Publications (39)

Year Article Journal Tier Authors
2025 Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks Review of Asset Pricing Studies B 1
2021 Nonexpected utility in macroeconomics Review of Asset Pricing Studies B 2
2017 Asset Pricing with Countercyclical Household Consumption Risk Journal of Finance A 2
2017 Asset Pricing: Models and Empirical Evidence Journal of Political Economy S 1
2013 The Puzzle of Index Option Returns Review of Asset Pricing Studies B 3
2011 Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence Journal of Finance A 4
2011 Asset Pricing Tests with Long-run Risks in Consumption Growth Review of Asset Pricing Studies B 2
2009 Mispricing of S&P 500 Index Options The Review of Financial Studies A 3
2007 Junior is rich: bequests as consumption Economic Theory B 3
2006 Market Organization and the Prices of Financial Assets* The Manchester School C 1
2002 Rational Asset Prices Journal of Finance A 1
2002 Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs Journal of Economic Dynamics and Control B 2
2002 Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle Quarterly Journal of Economics S 3
2002 Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence Journal of Political Economy S 3
2001 Merton H. Miller Journal of Finance A 1
1996 Asset Pricing with Heterogeneous Consumers. Journal of Political Economy S 2
1993 Time nonseparability in aggregate consumption : International evidence European Economic Review B 3
1992 A Theory of the Nominal Term Structure of Interest Rates. The Review of Financial Studies A 1
1991 Habit persistence and durability in aggregate consumption: Empirical tests Journal of Financial Economics A 2
1990 Habit Formation: A Resolution of the Equity Premium Puzzle. Journal of Political Economy S 1
1986 Capital Market Equilibrium with Transaction Costs. Journal of Political Economy S 1
1985 Debt and Taxes and Uncertainty: Discussion. Journal of Finance A 1
1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. Journal of Finance A 1
1984 Strategic analysis of the competitive exercise of certain financial options Journal of Economic Theory A 2
1984 Optimal stock trading with personal taxes : Implications for prices and the abnormal January returns Journal of Financial Economics A 1
1984 Optimal bond trading with personal taxes Journal of Financial Economics A 2
1984 Warrant exercise and bond conversion in competitive markets Journal of Financial Economics A 1
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. Journal of Finance A 2
1982 To Pay or Not to Pay Dividend: Discussion. Journal of Finance A 1
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. Journal of Finance A 2
1980 Admissible uncertainty in the intertemporal asset pricing model Journal of Financial Economics A 1
1979 A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy Journal of Financial and Quantitative Analysis B 1
1979 Multiperiod Consumption and Investment Behavior with Convex Transactions Costs Management Science B 1
1978 Market Risk Adjustment in Project Valuation. Journal of Finance A 1
1976 Portfolio selection with transactions costs Journal of Economic Theory A 2
1976 Comment on Chen, Kim and Kon Journal of Financial Economics A 1
1976 Cash management: An inventory control limit approach : Richard Homonoff and David Wiley Mullins, Jr., (D.C. Heath, Lexington, 1975) pp. xv + 104 Journal of Financial Economics A 1
1976 Stochastic Cash Management with Fixed and Proportional Transaction Costs Management Science B 1
1976 Note--Optimal Portfolio Revision with Proportional Transaction Costs: Extension to Hara Utility Functions and Exogenous Deterministic Income Management Science B 1