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George M Constantinides
Information about the author George M Constantinides will soon be added to the site.
Found
2 papers
in total
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Asset Pricing with Countercyclical Household Consumption Risk
2017
We show that shocks to household consumption growth are negatively skewed, persistent,...
Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence
2011
American options on the S&P 500 index futures that violate the stochastic...
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