Philip H. Dybvig Research Page

with Chris Rogers and Omar Zane after visiting the exhibit ``Treasures of the Pharoahs''

A curious stone carving from the exhibit ?!

Teaching Page
Curriculum vitae (academic resumé)
My Home Page

Selected Working Papers

``Consensus in Diverse Corporate Boards'' joint with Nina Baranchuk
...Working paper 341K pdf

``Renegotiation-proof Contracting, Disclosure, and Incentives for Efficient Investment'' joint with Nina Baranchuk and Jun Yang
...Working paper 331K pdf

``Money Grab in China'' joint with Yingxue Cao and Joseph Qiu
...Working paper 157K pdf

``Lifetime Consumption and Investment: Retirement and Constrained Borrowing'' joint with Hong Liu
...Working paper 395K pdf

``Portfolio Performance and Agency,'' joint with Heber Farnsworth and Jennifer Carpenter
...Working paper 414K pdf

``Investment with Taxes'' joint with Hyeng-Keun Koo
...Working paper 632K postscript

Selected Recent Publications

``Employee Reload Options: Pricing, Hedging, and Optimal Exercise,'' joint with Mark Loewenstein
...Article 204K pdf

``The Cost and Duration of Cash-Balance Pension Plans,'' joint with David T. Brown and William J. Marshall
...Article 308K pdf

``Empty promises and arbitrage'' joint with Greg Willard, Review of Financial Studies 12, 1999, 807-834
...Article 224K pdf

``Using Asset Allocation to Protect Spending'' Financial Analysts Journal, January-February 1999, 49-62
...Article 200K pdf

``Portfolio Turnpikes'' joint with Chris Rogers and Kerry Back, Review of Financial Studies 12,1999, 807-834
...paper 285K

``The New Risk Management: the Good, the Bad, and the Ugly'' joint with Bill Marshall, Review of the Federal Reserve Bank of Saint Louis, November/December 1997
...Article 102K pdf

``Pricing Long Bonds: Pitfalls and Opportunities'' joint with Bill Marshall Financial Analysts Journal January/February 1996, 32-39

``Recovery of Preferences from Observed Wealth in a Single Realization'' joint with Chris Rogers, Review of Financial Studies 10,1997,151-174
...Article 280K pdf

Publications in the Review of Financial Studies are copyright by the Society for Financial Studies. Publications in the Financial Analysts Journal are copyright by the Association for Investment Management and Research.

Scanned and processed images courtesy of Megan P. Dybvig