George M. Constantinides
Affiliations: | Business and Economics | University of Chicago, Chicago, IL |
Area:
Finance, Commerce-Business Economics, General EconomicsGoogle:
"George Constantinides"Children
Sign in to add trainee| Reto A. Bachmann | grad student | 2000 | Chicago |
| Jefferson Duarte | grad student | 2000 | Chicago |
| Dimitrios Kavvathas | grad student | 2001 | Chicago |
| Kewei Hou | grad student | 2002 | Chicago |
| Lior Menzly | grad student | 2004 | Chicago |
| Huafeng ( Chen | grad student | 2005 | Chicago |
| Alexi Z. Savov | grad student | 2010 | Chicago |
| Lei Lian | grad student | 2012 | Chicago |
| Avihay Rapaport | grad student | 2014 | Chicago |
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Publications
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| Constantinides GM, Czerwonko M, Perrakis S. (2020) Mispriced index option portfolios Financial Management. 49: 297-330 |
| Ghosh A, Constantinides GM. (2017) What Information Drives Asset Prices National Bureau of Economic Research |
| Constantinides GM, Czerwonko M, Perrakis S. (2017) Mispriced Index Option Portfolios National Bureau of Economic Research |
| Constantinides GM, Ghosh A. (2017) Asset Pricing with Countercyclical Household Consumption Risk Journal of Finance. 72: 415-460 |
| Constantinides GM. (2017) Asset Pricing: Models and Empirical Evidence Journal of Political Economy. 125: 1782-1790 |
| Constantinides GM, Lian L. (2015) The Supply and Demand of S&P 500 Put Options National Bureau of Economic Research |
| Constantinides GM, Jackwerth JC, Savov AZ. (2013) The Puzzle of Index Option Returns The Review of Asset Pricing Studies. 3: 229-257 |
| Constantinides GM, Czerwonko M, Carsten Jackwerth J, et al. (2011) Are options on index futures profitable for risk-averse investors? empirical evidence Journal of Finance. 66: 1407-1437 |
| Constantinides GM, Ghosh A. (2011) Asset Pricing Tests with Long Run Risks in Consumption Growth The Review of Asset Pricing Studies. 1: 96-136 |
| Ghosh A, Constantinides GM. (2010) The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth National Bureau of Economic Research |