Philip H. Dybvig

Washington University in St. Louis - John M. Olin Business School

Professor

One Brookings Drive

Campus Box 1133

St. Louis, MO 63130-4899

United States

SCHOLARLY PAPERS

19

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8,819

SSRN CITATIONS
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Top 7,297

in Total Papers Citations

78

CROSSREF CITATIONS

101

Scholarly Papers (19)

1.

Tobin's q Does Not Measure Firm Performance: Theory, Empirics, and Alternatives

Number of pages: 39 Posted: 03 Mar 2010 Last Revised: 06 Mar 2015
Philip H. Dybvig and Mitch Warachka
Washington University in St. Louis - John M. Olin Business School and Chapman University - The George L. Argyros School of Business & Economics
Downloads 4,117 (3,627)
Citation 27

Abstract:

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Firm Performance, Corporate Governance, Tobin's q, Operating Efficiency

2.

Debt and Equity

Number of pages: 52 Posted: 30 Sep 2002
Philip H. Dybvig and Yu Wang
Washington University in St. Louis - John M. Olin Business School and Boston University - Department of Finance & Economics
Downloads 1,380 (21,025)
Citation 4

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3.
Downloads 846 ( 42,480)
Citation 19

Portfolio Performance and Agency

Number of pages: 28 Posted: 21 Jun 2004
Jennifer N. Carpenter, Philip H. Dybvig and Heber Farnsworth
New York University (NYU) - Department of Finance, Washington University in St. Louis - John M. Olin Business School and Rice University
Downloads 624 (62,725)
Citation 10

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Portfolio Performance and Agency

NYU Working Paper No. S-AM-99-01
Number of pages: 32 Posted: 13 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 113 (349,665)

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Portfolio Performance and Agency

NYU Working Paper No. SC-AM-04-03
Number of pages: 26 Posted: 04 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 45 (582,395)

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Portfolio Performance and Agency

NYU Working Paper No. FIN-99-046
Number of pages: 31 Posted: 11 Nov 2008
Heber Farnsworth, Philip H. Dybvig and Jennifer N. Carpenter
Rice University, Washington University in St. Louis - John M. Olin Business School and New York University (NYU) - Department of Finance
Downloads 37 (628,505)

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Portfolio Performance and Agency

NYU Working Paper No. FIN-03-031
Number of pages: 26 Posted: 11 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance
Downloads 27 (698,235)
Citation 2

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Portfolio Performance and Agency

The Review of Financial Studies, Vol. 23, Issue 1, pp. 1-23, 2009
Posted: 25 Jan 2010
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, Rice University and New York University (NYU) - Department of Finance

Abstract:

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D82, G11

4.

Lifetime Consumption and Investment: Retirement and Constrained Borrowing

Journal of Economic Theory, Forthcoming, AFA 2005 Philadelphia Meetings Paper
Number of pages: 33 Posted: 13 Jan 2005 Last Revised: 10 Apr 2010
Hong Liu and Philip H. Dybvig
Washington University in St. Louis - Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 489 (85,836)
Citation 10

Abstract:

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Voluntary Retirement, Mandatory Retirement, Investment, Consumption

5.

Mean-Variance Portfolio Rebalancing with Transaction Costs

Number of pages: 50 Posted: 16 May 2019 Last Revised: 09 Dec 2020
Philip H. Dybvig and Luca Pezzo
Washington University in St. Louis - John M. Olin Business School and University of New Orleans
Downloads 420 (102,700)
Citation 3

Abstract:

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Transaction Costs, Mean-Variance, Optimization, Asset Allocation, Price Pressure

6.

Renegotiation-Proof Contracting, Disclosure, and Incentives for Efficient Investment

AFA 2006 Boston Meetings
Number of pages: 34 Posted: 03 Feb 2005
Nina Baranchuk, Jun Yang and Philip H. Dybvig
University of Texas at Dallas - Naveen Jindal School of Management, Indiana University - Kelley School of Business - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 371 (118,293)
Citation 1

Abstract:

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Investment efficiency, compensation disclosure, earnings forecasts, optimal contracting, renegotiation-proofness

7.

Bias of Damage Awards and Free Options in Securities Litigation

Number of pages: 31 Posted: 07 Sep 2000
Philip H. Dybvig, Ning Gong and Rachel Schwartz
Washington University in St. Louis - John M. Olin Business School, Deakin University and affiliation not provided to SSRN
Downloads 321 (138,418)

Abstract:

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Damages awards, securities litigation, free option

8.

That Is Not My Dog: Why Doesn't The Log Dividend-Price Ratio Seem To Predict Future Log Returns or Log Dividend Growths?

SFS Cavalcade Asia-Pacific 2017 Annual Meeting (Beijing), AFA 2019 Annual Meeting (Atlanta)
Number of pages: 40 Posted: 18 Apr 2018 Last Revised: 12 Aug 2022
Philip H. Dybvig and Huacheng Zhang
Washington University in St. Louis - John M. Olin Business School and Nottingham University Business School
Downloads 198 (222,269)
Citation 6

Abstract:

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Return predictability, dividend-price ratio, unit root test, nonsense correlation, trend

9.

Optimal Casualty Insurance and Repair in the Presence of a Securities Market

Number of pages: 32 Posted: 16 Feb 2009 Last Revised: 30 Nov 2013
An Chen and Philip H. Dybvig
Ulm University - Institute of Insurance Science and Washington University in St. Louis - John M. Olin Business School
Downloads 167 (258,798)
Citation 1

Abstract:

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optimal casualty insurance, optimal regulation

10.
Downloads 145 (288,928)
Citation 14

Consensus in Diverse Corporate Boards

Number of pages: 40 Posted: 16 Mar 2006
Nina Baranchuk and Philip H. Dybvig
University of Texas at Dallas - Naveen Jindal School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 145 (289,751)
Citation 14

Abstract:

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board of directors, consensus, Nash bargaining

Consensus in Diverse Corporate Boards

The Review of Financial Studies, Vol. 22, Issue 2, pp. 715-747, 2009
Posted: 25 Jan 2009
Nina Baranchuk and Philip H. Dybvig
University of Texas at Dallas - Naveen Jindal School of Management and Washington University in St. Louis - John M. Olin Business School

Abstract:

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G30, D71, D72, C78

11.

Increases in Risk Aversion and the Distribution of Portfolio Payoffs

Journal of Economic Theory, Vol. 147, No. 1222-1246, 2012
Number of pages: 47 Posted: 14 Dec 2009 Last Revised: 13 Apr 2014
Philip H. Dybvig and Yajun Wang
Washington University in St. Louis - John M. Olin Business School and City University of NY, Baruch College, Zicklin School of Business
Downloads 105 (365,518)
Citation 2

Abstract:

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risk aversion, portfolio theory, stochastic dominance, complete markets, two-fund separation

12.

On Investor Preferences and Mutual Fund Separation

Journal of Economic Theory, Vol. 174, 2018
Number of pages: 49 Posted: 25 Nov 2014 Last Revised: 13 Nov 2018
Philip H. Dybvig and Fang Liu
Washington University in St. Louis - John M. Olin Business School and Cornell University
Downloads 101 (375,036)
Citation 2

Abstract:

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mutual fund separation; investor preference; money separation; inverse marginal utility.

13.

How to Squander Your Endowment: Pitfalls and Remedies

Number of pages: 43 Posted: 11 Oct 2021 Last Revised: 03 Nov 2021
Philip H. Dybvig and Zhenjiang Qin
Washington University in St. Louis - John M. Olin Business School and University of Macau
Downloads 83 (423,811)

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University endowment; Spending; Capital preservation; Destroying capital; Moving average; Smooth spending; Smooth consumption; Permanent contribution

14.

The Fallacy of Large Numbers

Journal of Applied Finance , Vol. 15, No. 2, Fall/Winter 2005
Number of pages: 8 Posted: 14 Jun 2006
Philip H. Dybvig
Washington University in St. Louis - John M. Olin Business School
Downloads 76 (445,666)

Abstract:

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15.

The Cost and Duration of Cash-Balance Pension Plans

Posted: 11 Feb 2002
David T. Brown, Philip H. Dybvig and William J. Marshall
University of Florida - Department of Finance, Insurance and Real Estate, Washington University in St. Louis - John M. Olin Business School and NISA Investment Advisors, L.L.C.

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16.

Portfolio Turnpikes

Posted: 09 Sep 1998
Philip H. Dybvig, L. C. G. Rogers and Kerry Back
Washington University in St. Louis - John M. Olin Business School, University of Cambridge - Centre for Mathematical Sciences and Rice University - Jesse H. Jones Graduate School of Business

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17.

Long Forward and Zero-Coupon Rates Can Never Fall

Posted: 22 Aug 1998
Philip H. Dybvig, Jonathan E. Ingersoll and Stephen A. Ross
Washington University in St. Louis - John M. Olin Business School, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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18.
Downloads 0 (949,730)

Empty Promises and Arbitrage

Posted: 18 Dec 1996
Gregory A. Willard and Philip H. Dybvig
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Washington University in St. Louis - John M. Olin Business School

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Empty Promises and Arbitrage

Posted: 21 May 1999
Gregory A. Willard and Philip H. Dybvig
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Washington University in St. Louis - John M. Olin Business School

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19.

Recovery of Preferences from Observed Wealth in a Single Realization

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 1
Posted: 25 Nov 1996
Philip H. Dybvig and L. C. G. Rogers
Washington University in St. Louis - John M. Olin Business School and University of Cambridge - Centre for Mathematical Sciences

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