Georgy Chabakauri
Cited by
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Dynamic mean-variance asset allocation
S Basak, G Chabakauri
The Review of Financial Studies 23 (8), 2970-3016, 2010
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints
G Chabakauri
The review of financial studies 26 (12), 3104-3141, 2013
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
G Chabakauri
Journal of Monetary Economics 75, 21-34, 2015
Dynamic hedging in incomplete markets: a simple solution
S Basak, G Chabakauri
The review of financial studies 25 (6), 1845-1896, 2012
Idiosyncratic volatility, growth options, and the cross-section of returns
A Barinov, G Chabakauri
Growth Options, and the Cross-Section of Returns (August 25, 2020), 2020
Multi-asset noisy rational expectations equilibrium with contingent claims
G Chabakauri, K Yuan, K Zachariadis
Social Science Research Network (SSRN), 2014
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
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
Collateral requirements and asset prices
G Chabakauri, BY Han
Working Paper, London School of Economics, 2017
Investor protection and asset prices
S Basak, G Chabakauri, MD Yavuz
The Review of Financial Studies 32 (12), 4905-4946, 2019
Asset pricing with index investing
G Chabakauri, O Rytchkov
Journal of Financial Economics, 2021
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors
G Chabakauri
Systematic Risk Centre, The London School of Economics and Political Science, 2015
Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation
S Bhattacharya, G Chabakauri, KG Nyborg
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
Portfolio Choice and Asset Pricing in Incomplete Markets
G Chabakauri
University of London, 2009
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