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Economics and Finance

D-Index
34
Citations
18761
World Ranking
2983
National Ranking
1640

Research.com Recognitions

  • 1986 - Fellow of Alfred P. Sloan Foundation

Overview

Philip H. Dybvig is affiliated with Washington University in St. Louis in the United States. Their research spans multiple topics within economics, econometrics, and finance, with a particular emphasis on finance and management science. The scientist has produced scholarly work in the subfields of finance, management science and operations research, economics and econometrics, and mathematical physics.

Their work addresses a range of topics including stochastic processes and financial applications, financial markets and investment strategies, credit risk and financial regulations, risk and portfolio optimization, economic theories and models, game theory and applications, and complex systems and time series analysis.

Some of the recent papers authored or co-authored by Philip H. Dybvig include:

  • How to Squander Your Endowment: Pitfalls and Remedies (2021, SSRN Electronic Journal)
  • Nobel Lecture: Multiple Equilibria (2023, Journal of Political Economy)
  • The Contributions of Stephen A. Ross to Financial Economics (2021, Annual Review of Financial Economics)
  • Hedging in Isolation: Trick or Trap? (2024, SSRN Electronic Journal)
  • Gambling for Redemption or Ripoff, and the Impact of Superpriority (2023, SSRN Electronic Journal)

Philip H. Dybvig frequently collaborates with other researchers. Notable co-authors include Shu Li, with whom they have three joint works, as well as Zhenjiang Qin, Stephen J. Brown, William N. Goetzmann, and Jonathan E. Ingersoll.

The primary venues for their publications are:

  • SSRN Electronic Journal
  • Journal of Political Economy
  • Annual Review of Financial Economics
  • Finance Research Letters

Philip H. Dybvig's contributions to the field have been recognized by their election as a Fellow of the Alfred P. Sloan Foundation in 1986.

Best Publications

  • Bank Runs, Deposit Insurance, and Liquidity

    Douglas W. Diamond;Philip H. Dybvig

  • Bank Runs, Deposit Insurance, and Liquidity

    Unknown

  • Differential Information and Performance Measurement Using a Security Market Line

    Philip H. Dybvig;Stephen A. Ross

  • The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

    Stephen J. Brown;Philip H. Dybvig

  • Banking Theory, Deposit Insurance, and Bank Regulation

    Douglas W. Diamond;Philip H. Dybvig

  • Capital Structure and Dividend Irrelevance with Asymmetric Information

    Philip H. Dybvig;Jaime F. Zender

  • Mean-Variance Theory in Complete Markets

    Philip H. Dybvig;Jonathan E. Ingersoll

  • Adoption externalities as public goods

    Philip H. Dybvig;Chester S. Spatt

  • Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market

    Phillip H. Dybvig

  • Distributional Analysis of Portfolio Choice

    Philip H. Dybvig

  • Nonnegative wealth, absence of arbitrage, and feasible consumption plans

    Philip H. Dybvig;Chi-Fu Huang

  • Lifetime consumption and investment: Retirement and constrained borrowing

    Philip H. Dybvig;Hong Liu

  • Yes, The APT Is Testable

    Philip H. Dybvig;Stephen A. Ross

  • Consensus in Diverse Corporate Boards

    Nina Baranchuk;Philip H. Dybvig

  • Long Forward and Zero-Coupon Rates Can Never Fall

    Philip H. Dybvig;Jonathan E. Ingersoll;Stephen A. Ross

  • An explicit bound on individual assets' deviations from APT pricing in a finite economy

    Philip H. Dybvig

  • The Analytics of Performance Measurement Using a Security Market Line

    Philip H. Dybvig;Stephen A. Ross

  • Portfolio Performance and Agency

    Philip H. Dybvig;Heber K. Farnsworth;Jennifer N. Carpenter

  • Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living

    Philip H. Dybvig

  • Tax Clienteles and Asset Pricing

    Philip H. Dybvig;Stephen A. Ross

  • Portfolio Efficient Sets

    Philip H. Dybvig;Stephen A. Ross

  • Lifetime Consumption and Investment: Retirement and Constrained Borrowing

    Hong Liu;Hong Liu;Philip H. Dybvig

  • Security Markets: Stochastic Models

    Philip H. Dybvig

Frequent Co-Authors

Stephen J. Brown
Stephen J. Brown New York University
Douglas W. Diamond
Douglas W. Diamond University of Chicago
Steven A. Lippman
Steven A. Lippman University of California, Los Angeles
William N. Goetzmann
William N. Goetzmann Yale University
Chester S. Spatt
Chester S. Spatt Carnegie Mellon University

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