Phil Dybvig
Some current and recent papers of mine
publications:
"Consensus in Diverse Corporate Boards," with Nina Baranchuk, Review of Financial Studies 22, 2009, 715-747.
"Portfolio Performance and Agency," with Heber Farnsworth and Jennifer Carpenter, Review of Financial Studies 23, 2010, 1-23.
"Lifetime Consumption and Investment: Retirement and Constrained Borrowing," with Hong Liu, Journal of Economic Theory 145, 2010, 885-907.
"Renegotiation-proof Contracting, Disclosure, and Incentives for Efficient Investment," with Nina Baranchuk and Jun Yang, Journal of Economic Theory 145, 2010, 1805-1836.
"Increases in Risk Aversion and the Distribution of Portfolio Payoffs," with Yajun Wang, Journal of Economic Theory, forthcoming
"Verification Theorems for Investments Problems with and without Endogenous Retirement," with Hong Liu, Mathematics of Operations Research, forthcoming
working papers:
"Money Grab in China," with Cao Yingxue and Joseph Qiu (preliminary, may not be completed because my main co-author is now working at Deutsche Bank and does not have any time to work on this)
"Tobin's Q Does Not Measure Performance: Theory, Empirics, and Alternative Measures," with Mitch Waretchka
"Optimal Casualty Insurance and Repair in the Presence of a Securities Market," with An Chen
"Screening of Possibly Incompetent Agents," with Nina Baranchuk
"High Hopes and Disappointments" with Chris Rogers
"The New Risk Management: the Good, the Bad, and the Ugly" (updated version) with Pierre Liang and Bill Marshall
talk (no paper)