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Georgy Chabakauri
Title
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Cited by
Year
Dynamic mean-variance asset allocation
S Basak, G Chabakauri
The Review of Financial Studies 23 (8), 2970-3016, 2010
6392010
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
G Chabakauri
The review of financial studies 26 (12), 3104-3141, 2013
1192013
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
G Chabakauri
Journal of Monetary Economics 75, 21-34, 2015
104*2015
Dynamic hedging in incomplete markets: A simple solution
S Basak, G Chabakauri
The review of financial studies 25 (6), 1845-1896, 2012
792012
Idiosyncratic volatility, growth options, and the cross-section of returns
A Barinov, G Chabakauri
The Review of Asset Pricing Studies 13 (4), 653-690, 2023
722023
Multi-asset noisy rational expectations equilibrium with contingent claims
G Chabakauri, K Yuan, K Zachariadis
The Review of Economic Studies 89 (5), 2445–2490, 2022
47*2022
One-endpoint boundary control of the oscillatory process with the free second endpoint in terms of a generalized solution to the wave equation with finite energy
PA Revo, GD Chabakauri
Differential'niye uravneniya 37 (8), 1082-1095, 2001
32*2001
Optimal one-end boundary control of a vibration process with free second end in the case of bounded energy
GD Chabakauri
Differential Equations 43 (4), 571-580, 2007
26*2007
Collateral requirements and asset prices
G Chabakauri, BY Han
Journal of Financial Economics 138 (3), 754-776, 2020
21*2020
Investor protection and asset prices
S Basak, G Chabakauri, MD Yavuz
The Review of Financial Studies 32 (12), 4905-4946, 2019
21*2019
Asset pricing with index investing
G Chabakauri, O Rytchkov
Journal of Financial Economics 141 (1), 195-216, 2021
16*2021
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
G Chabakauri
Available at SSRN 2421039, 2015
8*2015
Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation
S Bhattacharya, G Chabakauri, KG Nyborg
6*2011
Trading ahead of barbarians’ arrival at the gate: Insider trading on non-inside information
G Chabakauri, V Fos, W Jiang
Columbia Business School Research Paper Forthcoming, 2022
42022
Existence and Uniqueness of a Generalized Solution of a Mixed Problem for the Wave Equation with a Nonlinear Nonlocal Boundary Condition
GD Chabakauri
Differential Equations 40 (1), 83-88, 2004
2*2004
Informational Efficiency and Asset Prices in Large Markets
G Chabakauri
Available at SSRN, 2024
2024
Asset Prices, Wealth Inequality, and Taxation
S Basak, G Chabakauri
Wealth Inequality, and Taxation (June 1, 2023), 2023
2023
Portfolio choice and asset pricing in incomplete markets
G Chabakauri
University of London: London Business School, 2009
2009
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