菲利浦 H. 迪维格博士现任华盛顿大学奥林商学院（Olin School of Business, Washington University at St. Louis）银行与金融学教授。戴蒙德-迪布维格银行挤兑模型（The Diamond-Dybvig model）是他重要的学术贡献之一。迪布维格博士曾经任教于普林斯顿大学和耶鲁大学，并担任多个顶级学术期刊的编辑工作。2002年至2003年他曾担任西方金融协会主席。

菲利浦 H. 迪维格教授在金融领域有众多的研究，包括资产定价、企业治理、货币银行、固定收益证券和投资组合管理。他还曾经在产业组织领域进行研究。

• Sloan Research Fellowship, 1986-1988
• Batterymarch Research Fellowship, 1982-1983
• Common Fund Prize, 1996
• Graham and Dodd Scroll for excellence in financial writing awarded by the AIMR, 1996
• Midwest Finance Association Distinguished Scholar, 2003

Textbooks

• Personal Computing for Managers, Redwood City, CA: Scientific Press, 1986.
• The Lotus Tutorial, Redwood City, CA: Scientific Press, 1987.

Published Articles and Other Short Pieces

• "Present Values and Internal Rates of Return," with Stephen Ross and Chester Spatt, Journal of Economic Theory 23, 1980, 66-81.
• "Recovering Cardinal Utility," with Heraklis Polemarchakis, Review of Economics Studies 48, 1981, 159-166.
• "Mean-variance Theory in Complete Markets," with Jonathan Ingersoll, Journal of Business 55, 1982, 233-251.
• "Portfolio Efficient Sets," with Stephen Ross, Econometrica 50, 1982, 1525-1546.
• "Adoption Externalities as Public Goods," with Chester Spatt, Journal of Public Economics 20, 1983, 231-247.
• "Duality, Interest Rates, and the Theory of Present Value," Journal of Economic Theory 30, 1983, 98-114.
• "Recovering Preferences from Preferences over Nominal Gambles," Journal of Economic Theory 28, 1982, 354-360.
• "An Alternative Characterization of Decreasing Absolute Risk Aversion," with Stephen Lippman, Econometrica 51, 1983, 223-224.
• "Recovering Additive Utility Functions," International Economic Review 24, 1983, 379-396.
• "Bank Runs, Deposit Insurance, and Liquidity," with Douglas W. Diamond, Journal of Political Economy 91, 1983, 401-419.
• "An Explicit Bound on Individual Assets' Deviations from APT Pricing in a Finite Economy," Journal of Financial Economics 12, 1983, 483-496.
• "Short Sales Restrictions and Kinks on the Mean Variance Frontier," Journal of Finance 39, 1984, 239-244.
• "Acknowledgement: Kinks on the Mean-Variance Frontier," Journal of Finance 40, 1985, 345.
• "Differential Information and Performance Measurement Using a Security Market Line," with Stephen Ross, Journal of Finance 40, 1985, 383-399.
• "The Analytics of Performance Measurement Using a Security Market Line," with Stephen Ross, Journal of Finance 40, 1985, 401-416.
• "Yes, the APT is Testable," with Stephen Ross, Journal of Finance 40, 1985, 1173-1188.
• "Banking Theory, Deposit Insurance, and Bank Regulation," with Douglas Diamond, Journal of Business 59, 1986, 55-68.
• "The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates," with Stephen Brown, Journal of Finance 41, 1986, 617-630.
• "Tax Clienteles and Asset Pricing," with Stephen Ross, Journal of Finance 41, 1986, 751-762.
• "Arbitrage," with Stephen Ross, a contribution to The New Palgrave: a Dictionary of Economics 1, New York: Stockton Press, 1987, 100-106.
• "Inefficient Dynamic Portfolio Strategies, or How to Throw Away a Million Dollars in the Stock Market," Review of Financial Studies 1, 1988, 67-88.
• "Distributional Analysis of Portfolio Choice," Journal of Business 61, 1988, 369-393.
• "Book Review of Security Markets: Stochastic Models by Darrell Duffie," Review of Financial Studies 1, 1988, 329-330.
• "Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Streams," with Chi-fu Huang, Review of Financial Studies 1, 1988, 377-401.
• "Capital Structure and Dividend Irrelevance with Asymmetric Information," with Jaime Zender, Review of Financial Studies 4, 1991, 201-219.
• "Hedging Nontraded Wealth: When is there Separation of Hedging and Investment?" in Hodges, S. D. (Ed) Options: Recent Advances in Theory and Practice 2, 1992, Manchester University Press.
• "Bank Runs," a contribution to The New Palgrave Dictionary of Money and Finance 1, New York: Stockton Press, 1992, 171-173.
• "Riskless Asset," a contribution to The New Palgrave Dictionary of Money and Finance 3, New York: Stockton Press, 1992, 372-373.
• "Remarks on Banking and Deposit Insurance," Review of the Federal Reserve Bank of Saint Louis 75:1, 1993, 21-24.
• "Warranties, Durability, and Maintenance: Two-sided Moral Hazard in a Continuous-Time Model," with Nancy Lutz, Review of Economic Studies 60, 1993, 575-597.
• "What is the Fed's Decision Problem?" Review of the Federal Reserve Bank of Saint Louis 76:2 , 1994, 213-215.
• "Discussion of `Improving Bankruptcy Procedure' by Philippe Aghion, Oliver Hart, and John Moore," Washington University Law Quarterly 72, 1994, 873-877.
• "Duesenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living" Review of Economic Studies 62, 1995, 287-313.
• "Long Forward and Zero-Coupon Rates Can Never Fall," with Jonathan Ingersoll and Stephen Ross, Journal of Business 69, 1996, 1-25.
• "Pricing Long Bonds: Pitfalls and Opportunities," with Bill Marshall, Financial Analysts Journal, January-February 1996, 32-39.
• "Bond and Bond Option Pricing Based on the Current Term Structure," 1997, Mathematics of Derivative Securities, Michael A. H. Dempster and Stanley Pliska, eds., Cambridge University Press.
• "The New Risk Management: the Good, the Bad, and the Ugly," with Bill Marshall, Review of the Federal Reserve Bank of Saint Louis, November/December 1997, 9-21.
• "Recovery of Preferences from Observed Wealth in a Single Realization," with Chris Rogers, Review of Financial Studies 10, 1997, 151-174.
• "Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation," with David Beaglehole and Guofu Zhou, Financial Analysts Journal, January-February 1997, 62-68.
• "Using Asset Allocation to Protect Spending," Financial Analysts Journal, January-February 1999, 49-62.
• "Portfolio Turnpikes," with Chris Rogers and Kerry Back, Review of Financial Studies 12, 1999, 165-195.
• "Empty Promises and Arbitrage," with Greg Willard, Review of Financial Studies 12, 1999, 807-834.
• "Bias of Damage Awards and Free Options in Securities Litigation," with Ning Gong and Rachel Schwartz, Journal of Financial Intermediation 8, 2000, 149-68.
• "The Cost and Duration of Cash-Balance Pension Plans," with David T. Brown and William J. Marshall, Financial Analysts Journal, November-December 2001, 50-62.
• "Employee Reload Options: Pricing, Hedging, and Optimal Exercise," with Mark Loewenstein, Review of Financial Studies 16, 2003, 145-171.
• "Arbitrage, State Prices, and Portfolio Theory," with Stephen A. Ross, in George Constantinides and René Stulz, ed., Handbook of the Economics of Finance, 2003.
• "The Fallacy of Large Numbers, and a Defense of Diversified Active Managers," Journal of Applied Finance 15, 2005.
• "Consensus in Diverse Corporate Boards," with Nina Baranchuk, Review of Financial Studies, forthcoming.
• "Portfolio Performance and Agency," with Heber Farnsworth and Jennifer Carpenter, Review of Financial Studies, forthcoming.