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Suleyman Basak
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Year
Value-at-risk-based risk management: optimal policies and asset prices
S Basak, A Shapiro
Review of Financial Studies 14 (2), 371-405, 2001
13232001
An equilibrium model with restricted stock market participation
S Basak, D Cuoco
The Review of Financial Studies 11 (2), 309-341, 1998
7381998
A model of financialization of commodities
S Basak, A Pavlova
The Journal of Finance 71 (4), 1511-1556, 2016
6612016
Dynamic mean-variance asset allocation
S Basak, G Chabakauri
Review of Financial Studies 23 (8), 2970-3016, 2010
6392010
Optimal asset allocation and risk shifting in money management
S Basak, A Pavlova, A Shapiro
Review of Financial Studies 20 (5), 1583-1621, 2007
428*2007
Asset prices and institutional investors
S Basak, A Pavlova
American Economic Review, 2013
4192013
Asset pricing with heterogeneous beliefs
S Basak
Journal of Banking & Finance 29 (11), 2849-2881, 2005
3982005
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
S Basak
Journal of Economic Dynamics and Control 24 (1), 63-95, 2000
3322000
A general equilibrium model of portfolio insurance
S Basak
The Review of Financial Studies 8 (4), 1059-1090, 1995
2671995
Equilibrium mispricing in a capital market with portfolio constraints
S Basak, B Croitoru
Review of Financial Studies 13 (3), 715-748, 2000
2172000
Belief dispersion in the stock market
A Atmaz, S Basak
The Journal of Finance 73 (3), 1225-1279, 2018
2062018
Risk management with benchmarking
S Basak, A Shapiro, L Teplá
Management Science, 2006
167*2006
Strategic asset allocation in money management
S Basak, D Makarov
Journal of Finance, 2014
146*2014
A comparative study of portfolio insurance
S Basak
Journal of Economic Dynamics and Control 26 (7-8), 1217-1241, 2002
1082002
On the role of arbitrageurs in rational markets
S Basak, B Croitoru
Journal of Financial Economics 81 (1), 143-173, 2006
952006
Equilibrium asset prices and investor behaviour in the presence of money illusion
S Basak, H Yan
Review of Economic Studies 77 (3), 914-936, 2010
91*2010
Dynamic hedging in incomplete markets: a simple solution
S Basak, G Chabakauri
Review of Financial Studies, 2012
792012
Offsetting the implicit incentives: Benefits of benchmarking in money management
S Basak, A Pavlova, A Shapiro
Journal of Banking & Finance 32 (9), 1883-1893, 2008
752008
An intertemporal model of international capital market segmentation
S Basak
Journal of Financial and Quantitative Analysis 31 (2), 161-188, 1996
751996
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium
S Basak, M Gallmeyer
Mathematical Finance 9 (1), 1-30, 1999
701999
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Articles 1–20