Philip H. Dybvig

Institution: Washington University in St. Louis

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1980

Most Recent: 2023

RePEc ID: pdy4 ↗

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	8.07	0.00	0.00	0.00	8.07	93%
Last 10 Years	8.07	2.02	0.00	0.00	10.09	88%
All Time	28.26	65.93	0.67	0.50	95.36	99%

Publication Statistics

Raw Publications 33

Coauthorship-Adjusted Count 41.73

Publications (33)

Year	Article	Journal	Tier	Authors
2023	Nobel Lecture: Multiple Equilibria	Journal of Political Economy	S	1
2018	On investor preferences and mutual fund separation	Journal of Economic Theory	A	2
2015	Screening of possibly incompetent agents	Economics Letters	C	2
2012	Increases in risk aversion and the distribution of portfolio payoffs	Journal of Economic Theory	A	2
2010	Lifetime consumption and investment: Retirement and constrained borrowing	Journal of Economic Theory	A	2
2010	Renegotiation-proof contracting, disclosure, and incentives for efficient investment	Journal of Economic Theory	A	3
2010	Portfolio Performance and Agency	The Review of Financial Studies	A	3
2009	Consensus in Diverse Corporate Boards	The Review of Financial Studies	A	2
2003	Employee Reload Options: Pricing, Hedging, and Optimal Exercise	The Review of Financial Studies	A	2
2000	Bias of Damage Awards and Free Options in Securities Litigation	Journal of Financial Intermediation	B	3
1999	Portfolio Turnpikes.	The Review of Financial Studies	A	3
1999	Empty Promises and Arbitrage.	The Review of Financial Studies	A	2
1997	Recovery of Preferences from Observed Wealth in a Single Realization.	The Review of Financial Studies	A	2
1995	Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living	Review of Economic Studies	S	1
1993	Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model	Review of Economic Studies	S	2
1991	Capital Structure and Dividend Irrelevance with Asymmetric Information.	The Review of Financial Studies	A	2
1988	Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market	The Review of Financial Studies	A	1
1988	Book Review: Security Markets: Stochastic Models by Darrell Duffie	The Review of Financial Studies	A	1
1988	Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans	The Review of Financial Studies	A	1
1986	The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates.	Journal of Finance	A	2
1986	Tax Clienteles and Asset Pricing.	Journal of Finance	A	2
1985	Acknowledgment: Kinks on the Mean-Variance Frontier.	Journal of Finance	A	1
1985	Differential Information and Performance Measurement Using a Security Market Line.	Journal of Finance	A	2
1985	The Analytics of Performance Measurement Using a Security Market Line.	Journal of Finance	A	2
1985	Yes, the APT Is Testable.	Journal of Finance	A	2
1984	Short Sales Restrictions and Kinks on the Mean Variance Frontier.	Journal of Finance	A	1
1983	Bank Runs, Deposit Insurance, and Liquidity.	Journal of Political Economy	S	2
1983	Duality, interest rates, and the theory of present value	Journal of Economic Theory	A	1
1983	An explicit bound on individual assets' deviations from APT pricing in a finite economy	Journal of Financial Economics	A	1
1983	Adoption externalities as public goods	Journal of Public Economics	A	2
1982	Recovering preferences from preferences over nominal gambles	Journal of Economic Theory	A	1
1981	Recovering Cardinal Utility	Review of Economic Studies	S	2
1980	Present values and internal rates of return	Journal of Economic Theory	A	3