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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
Домашняя страница http://camden-www.rutgers.edu/~mfs/prof/consta.htm
E-mail 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:
Gordon Pye
Journal of Business. 1966.  Vol. 39. No. 1. P. 45-51. 
[Статья]
Merton H. Miller, Franco Modigliani
Journal of Business. 1961.  Vol. 34. No. 4. P. 411-433. 
[Статья]
Lubos Pastor, Robert F. Stambaugh
Journal of Financial Economics. 2002.  Vol. 63. No. 3. P. 351-380. 
[Статья]
Юрий Яковлевич Дранев
Корпоративные финансы. 2012.  № 1 (21). С. 33-36. 
[Статья]
John H. Cochrane
[Книга]
Athanasios Geromichalos, Juan Manuel Licari, José Suárez-Lledó
Review of Economic Dynamics. 2007.  Vol. 10. No. 4. P. 761-779. 
[Статья]
Fisher Black
Journal of Financial Economics. 1974.  Vol. 4. No. 1. P. 337-52 . 
[Статья]