Constantinides George M.
Обновлено: 24-09-2010
| Образование | магистр [Indiana University, 1972] |
| Место работы | University of Chicago / Graduate School of Business, Leo Melamed Professor of Finance |
Профессиональные интересы:
Asset pricing theory and tests
transaction costs
term structure of interest rates
derivatives
Публикации:
Time Nonseparability in Aggregate Consumption: International Evidence, European Economic Review 37 (June 1993), 897-920 (with P. Braun and W. Ferson).
Asset Pricing with Heterogeneous Consumers, Journal of Political Economy 104 (1996), 219-40 (with D. Duffie).
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences, Finance and Stochastics 3 (1999), 345-69 (with T. Zariphopoulou).
Публикации на портале:
Статьи
-
Alon Brav, Constantinides G.M., Geczy C.C. Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence
// Journal of Political Economy.
2002.
Vol. 110.
No. 4.
P. 793-824.
| Домашняя страница | http://camden-www.rutgers.edu/~mfs/prof/consta.htm |
| gmc@gsb.uchicago.edu | |
| Телефон | (773) 702-7258 |
| Факс | (773) 702-0458 |
| Адрес | Graduate School of Business University of Chicago 1101 East 58th Street Chicago, Illinois 60637 |
Ключевые слова
См. также:
Journal of Business.
1966.
Vol. 39.
No. 1.
P. 45-51.
[Статья]
Journal of Business.
1961.
Vol. 34.
No. 4.
P. 411-433.
[Статья]
Journal of Financial Economics.
2002.
Vol. 63.
No. 3.
P. 351-380.
[Статья]
Корпоративные финансы.
2012.
№ 1 (21).
С. 33-36.
[Статья]
[Книга]
Review of Economic Dynamics.
2007.
Vol. 10.
No. 4.
P. 761-779.
[Статья]