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Details about Suleyman Basak

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Homepage:http://www.suleymanbasak.com/
Workplace:London Business School (LBS), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Suleyman Basak.

Last updated 2020-02-14. Update your information in the RePEc Author Service.

Short-id: pba891


Jump to Journal Articles

Working Papers

2019

  1. Investor Protection and Asset Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Review of Financial Studies (2019)

2018

  1. Option Prices and Costly Short-Selling
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2019)

2017

  1. Belief Dispersion in the Stock Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Finance (2018)

2016

  1. A Theory of Operational Risk
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2015

  1. A Model of Financialization of Commodities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Journal of Finance (2016)

2013

  1. Competition among Portfolio Managers and Asset Specialization
    Working Papers, Center for Economic and Financial Research (CEFIR) Downloads View citations (2)
    Also in Working Papers, New Economic School (NES) (2013) Downloads

2012

  1. Asset Prices and Institutional Investors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article in American Economic Review (2013)

2011

  1. Dynamic Hedging in Incomplete Markets: A Simple Solution
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads
    FMG Discussion Papers, Financial Markets Group (2011) Downloads

    See also Journal Article in Review of Financial Studies (2012)
  2. Strategic Asset Allocation in Money Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2009) Downloads View citations (1)
    Working Papers, New Economic School (NES) (2009) Downloads

    See also Journal Article in Journal of Finance (2014)

2010

  1. Difference in Interim Performance and Risk Taking with Short-Sale Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, New Economic School (NES) (2010) Downloads
    Working Papers, Center for Economic and Financial Research (CEFIR) (2010) Downloads View citations (3)

    See also Journal Article in Journal of Financial Economics (2012)

2009

  1. Dynamic Mean-Variance Asset Allocation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Review of Financial Studies (2010)
  2. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Yale School of Management Working Papers, Yale School of Management (2009) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (2010)

2006

  1. Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (2)
  2. Multiplicity in General Financial Equilibrium with Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Economic Theory (2008)
  3. Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads
  4. Optimal Asset Allocation and Risk Shifting in Money Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    See also Journal Article in Review of Financial Studies (2007)

2005

  1. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (2)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (6)
  2. Risk Management with Benchmarking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    See also Journal Article in Management Science (2006)

2004

  1. A Dynamic Model with Import Quota Constraints
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads
  2. Asset Prices with Heterogenous Beliefs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Monopoly Power and the Firm€ٳ Valuation
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads
  4. On the Role of Arbitrageurs in Rational Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2006)

2003

  1. International Good Market Segmentation and Financial Market Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. MONOPOLY POWER AND THE FIRM'S VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads View citations (1)

    See also Journal Article in Economic Theory (2004)

2002

  1. A Model of Credit Risk, Optimal Policies and Asset Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in The Journal of Business (2005)

1999

  1. Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- Downloads View citations (7)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (6)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (6)

    See also Journal Article in Review of Financial Studies (2001)

1998

  1. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium
    Weiss Center Working Papers, Wharton School - Weiss Center for International Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (10)

    See also Journal Article in Mathematical Finance (1999)

Undated

  1. A General Equilibrium Model of Portfolio Insurance (Reprint 053)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  2. A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  3. An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (2)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  4. An Intertemporal Model of Segmentation (Reprint 056)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  5. Capital Market Equilibrium with Differential Taxation
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (6)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads View citations (1)

    See also Journal Article in Review of Finance (2003)
  6. Capital Market Equilibrium with Mispricing and Arbitrage Activity
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  7. Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  8. Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
  9. Equilibrium Mispricing in a Capital Market with Portfolio Constraints
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (2)
    See also Journal Article in Review of Financial Studies (2000)
  10. Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research Downloads View citations (1)

    See also Journal Article in Journal of Mathematical Economics (2001)
  11. On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (1999)

Journal Articles

2019

  1. Investor Protection and Asset Prices
    Review of Financial Studies, 2019, 32, (12), 4905-4946 Downloads
    See also Working Paper (2019)
  2. Option prices and costly short-selling
    Journal of Financial Economics, 2019, 134, (1), 1-28 Downloads
    See also Working Paper (2018)

2018

  1. Belief Dispersion in the Stock Market
    Journal of Finance, 2018, 73, (3), 1225-1279 Downloads View citations (2)
    See also Working Paper (2017)

2016

  1. A Model of Financialization of Commodities
    Journal of Finance, 2016, 71, (4), 1511-1556 Downloads View citations (50)
    See also Working Paper (2015)

2014

  1. Strategic Asset Allocation in Money Management
    Journal of Finance, 2014, 69, (1), 179-217 Downloads View citations (17)
    See also Working Paper (2011)

2013

  1. Asset Prices and Institutional Investors
    American Economic Review, 2013, 103, (5), 1728-58 Downloads View citations (56)
    See also Working Paper (2012)

2012

  1. Difference in interim performance and risk taking with short-sale constraints
    Journal of Financial Economics, 2012, 103, (2), 377-392 Downloads View citations (8)
    See also Working Paper (2010)
  2. Dynamic Hedging in Incomplete Markets: A Simple Solution
    Review of Financial Studies, 2012, 25, (6), 1845-1896 Downloads View citations (9)
    See also Working Paper (2011)

2010

  1. Dynamic Mean-Variance Asset Allocation
    Review of Financial Studies, 2010, 23, (8), 2970-3016 Downloads View citations (101)
    See also Working Paper (2009)
  2. Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
    Review of Economic Studies, 2010, 77, (3), 914-936 Downloads View citations (16)
    See also Working Paper (2009)

2008

  1. Multiplicity in general financial equilibrium with portfolio constraints
    Journal of Economic Theory, 2008, 142, (1), 100-127 Downloads View citations (6)
    See also Working Paper (2006)
  2. Offsetting the implicit incentives: Benefits of benchmarking in money management
    Journal of Banking & Finance, 2008, 32, (9), 1883-1893 Downloads View citations (8)

2007

  1. International good market segmentation and financial innovation
    Journal of International Economics, 2007, 71, (2), 267-293 Downloads View citations (1)
  2. Optimal Asset Allocation and Risk Shifting in Money Management
    Review of Financial Studies, 2007, 20, (5), 1583-1621 Downloads View citations (52)
    See also Working Paper (2006)

2006

  1. On the role of arbitrageurs in rational markets
    Journal of Financial Economics, 2006, 81, (1), 143-173 Downloads View citations (17)
    See also Working Paper (2004)
  2. Risk Management with Benchmarking
    Management Science, 2006, 52, (4), 542-557 Downloads View citations (20)
    See also Working Paper (2005)

2005

  1. A Model of Credit Risk, Optimal Policies, and Asset Prices
    The Journal of Business, 2005, 78, (4), 1215-1266 Downloads View citations (5)
    See also Working Paper (2002)
  2. Asset pricing with heterogeneous beliefs
    Journal of Banking & Finance, 2005, 29, (11), 2849-2881 Downloads View citations (93)

2004

  1. Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies
    Economic Theory, 2004, 24, (3), 503-530 Downloads View citations (1)
    See also Working Paper (2003)

2003

  1. Capital Market Equilibrium with Differential Taxation
    Review of Finance, 2003, 7, (2), 121-159 Downloads View citations (1)
    See also Working Paper

2002

  1. A comparative study of portfolio insurance
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1217-1241 Downloads View citations (17)

2001

  1. Non-linear taxation, tax-arbitrage and equilibrium asset prices
    Journal of Mathematical Economics, 2001, 35, (2), 347-382 Downloads View citations (2)
    See also Working Paper
  2. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
    Review of Financial Studies, 2001, 14, (2), 371-405 View citations (200)
    See also Working Paper (1999)

2000

  1. A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
    Journal of Economic Dynamics and Control, 2000, 24, (1), 63-95 Downloads View citations (71)
  2. Equilibrium Mispricing in a Capital Market with Portfolio Constraints
    Review of Financial Studies, 2000, 13, (3), 715-48 View citations (41)
    See also Working Paper

1999

  1. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium
    Mathematical Finance, 1999, 9, (1), 1-30 Downloads View citations (11)
    See also Working Paper (1998)
  2. On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
    Journal of Economic Dynamics and Control, 1999, 23, (7), 1029-1064 Downloads View citations (11)
    See also Working Paper

1998

  1. An Equilibrium Model with Restricted Stock Market Participation
    Review of Financial Studies, 1998, 11, (2), 309-41 View citations (208)

1997

  1. Consumption choice and asset pricing with a non-price-taking agent
    Economic Theory, 1997, 10, (3), 437-462 Downloads View citations (7)

1996

  1. An Intertemporal Model of International Capital Market Segmentation
    Journal of Financial and Quantitative Analysis, 1996, 31, (2), 161-188 Downloads View citations (15)

1995

  1. A General Equilibrium Model of Portfolio Insurance
    Review of Financial Studies, 1995, 8, (4), 1059-90 Downloads View citations (64)
 
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