Philip H. Dybvig
Affiliations: | Washington University, Saint Louis, St. Louis, MO |
Area:
Finance, General Business AdministrationGoogle:
"Philip Dybvig"
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Publications
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| Dybvig PH, Liu F. (2018) On Investor Preferences and Mutual Fund Separation Journal of Economic Theory. 174: 224-260 |
| Dybvig PH, Jinghong Liang P, Marshall WJ. (2013) The new risk management: The good, the bad, and the ugly Federal Reserve Bank of St. Louis Review. 95: 273-291 |
| Dybvig PH, Wang Y. (2012) Increases in risk aversion and the distribution of portfolio payoffs Journal of Economic Theory. 147: 1222-1246 |
| Dybvig PH, Liu H. (2011) Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing Mathematics of Operations Research. 36: 620-635 |
| Dybvig PH, Farnsworth HK, Carpenter JN. (2010) Portfolio performance and agency Review of Financial Studies. 23: 1-23 |
| Baranchuk N, Dybvig PH, Yang J. (2010) Renegotiation-proof contracting, disclosure, and incentives for efficient investment Journal of Economic Theory. 145: 1805-1836 |
| Dybvig PH, Liu H. (2010) Lifetime consumption and investment: Retirement and constrained borrowing Journal of Economic Theory. 145: 885-907 |
| Dybvig PH, Loewenstein M. (2003) Employee Reload Options: Pricing, Hedging, and Optimal Exercise Review of Financial Studies. 16: 145-171 |
| Dybvig PH, Ross SA. (2003) Chapter 10 Arbitrage, state prices and portfolio theory Handbook of the Economics of Finance. 1: 605-637 |
| Brown DT, Dybvig PH, Marshall WJ. (2001) The Cost and Duration of Cash-Balance Pension Plans Financial Analysts Journal. 57: 50-62 |