Details about Suleyman Basak
Access statistics for papers by Suleyman Basak.
Last updated 2024-05-06. Update your information in the RePEc Author Service.
Short-id: pba891
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Working Papers
2023
- Dynamic Equilibrium with Costly Short-Selling and Lending Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article Dynamic Equilibrium with Costly Short-Selling and Lending Market, The Review of Financial Studies, Society for Financial Studies (2024) View citations (2) (2024)
2021
- Stock Market and No-Dividend Stocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article Stock Market and No‐Dividend Stocks, Journal of Finance, American Finance Association (2022) View citations (1) (2022)
2020
- Security Design with Status Concerns
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
See also Journal Article Security design with status concerns, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (4) (2020)
2019
- Investor Protection and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019) View citations (3) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) 
See also Journal Article Investor Protection and Asset Prices, The Review of Financial Studies, Society for Financial Studies (2019) View citations (3) (2019)
2018
- Option Prices and Costly Short-Selling
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article Option prices and costly short-selling, Journal of Financial Economics, Elsevier (2019) View citations (7) (2019)
2017
- Belief Dispersion in the Stock Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
See also Journal Article Belief Dispersion in the Stock Market, Journal of Finance, American Finance Association (2018) View citations (62) (2018)
2016
- A Theory of Operational Risk
2016 Meeting Papers, Society for Economic Dynamics View citations (4)
2015
- A Model of Financialization of Commodities
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
See also Journal Article A Model of Financialization of Commodities, Journal of Finance, American Finance Association (2016) View citations (257) (2016)
2013
- Competition among Portfolio Managers and Asset Specialization
Working Papers, New Economic School (NES) View citations (1)
Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2013) View citations (5)
2012
- Asset Prices and Institutional Investors
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
See also Journal Article Asset Prices and Institutional Investors, American Economic Review, American Economic Association (2013) View citations (131) (2013)
2011
- Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)  2009 Meeting Papers, Society for Economic Dynamics (2009)  FMG Discussion Papers, Financial Markets Group (2011) View citations (1)
See also Journal Article Dynamic Hedging in Incomplete Markets: A Simple Solution, The Review of Financial Studies, Society for Financial Studies (2012) View citations (19) (2012)
- Strategic Asset Allocation in Money Management
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2009) View citations (4) Working Papers, New Economic School (NES) (2009) View citations (4)
See also Journal Article Strategic Asset Allocation in Money Management, Journal of Finance, American Finance Association (2014) View citations (37) (2014)
2010
- Difference in Interim Performance and Risk Taking with Short-Sale Constraints
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in Working Papers, New Economic School (NES) (2010) View citations (2) Working Papers, Center for Economic and Financial Research (CEFIR) (2010) View citations (3)
See also Journal Article Difference in interim performance and risk taking with short-sale constraints, Journal of Financial Economics, Elsevier (2012) View citations (12) (2012)
2009
- Dynamic Mean-Variance Asset Allocation
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article Dynamic Mean-Variance Asset Allocation, The Review of Financial Studies, Society for Financial Studies (2010) View citations (209) (2010)
- Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
Yale School of Management Working Papers, Yale School of Management 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (3)
See also Journal Article Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion, The Review of Economic Studies, Review of Economic Studies Ltd (2010) View citations (29) (2010)
2006
- 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 View citations (2)
- Multiplicity in General Financial Equilibrium with Portfolio Constraints
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
See also Journal Article Multiplicity in general financial equilibrium with portfolio constraints, Journal of Economic Theory, Elsevier (2008) View citations (8) (2008)
- 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
- Optimal Asset Allocation and Risk Shifting in Money Management
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
See also Journal Article Optimal Asset Allocation and Risk Shifting in Money Management, The Review of Financial Studies, Society for Financial Studies (2007) View citations (104) (2007)
2005
- Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (3) Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (8)
- Risk Management with Benchmarking
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
See also Journal Article Risk Management with Benchmarking, Management Science, INFORMS (2006) View citations (35) (2006)
2004
- A Dynamic Model with Import Quota Constraints
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 
Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003)  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
- Asset Prices with Heterogenous Beliefs
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Monopoly Power and the Firm€ٳ Valuation
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management
- On the Role of Arbitrageurs in Rational Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article On the role of arbitrageurs in rational markets, Journal of Financial Economics, Elsevier (2006) View citations (25) (2006)
2003
- International Good Market Segmentation and Financial Market Structure
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- 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 View citations (2)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) View citations (1)
See also Chapter Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies, Studies in Economic Theory, Springer (2005) (2005) Journal Article Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies, Economic Theory, Springer (2004) View citations (3) (2004)
2002
- A Model of Credit Risk, Optimal Policies and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
See also Journal Article A Model of Credit Risk, Optimal Policies, and Asset Prices, The Journal of Business, University of Chicago Press (2005) View citations (6) (2005)
1999
- 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- View citations (8)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8) Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (8)
See also Journal Article Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices, The Review of Financial Studies, Society for Financial Studies (2001) View citations (333) (2001)
1998
- 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 Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium, Mathematical Finance, Wiley Blackwell (1999) View citations (22) (1999)
Undated
- 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
- 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
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
- 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
- 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
- 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 (7)
Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
See also Journal Article Capital Market Equilibrium with Differential Taxation, Review of Finance, European Finance Association (2003) View citations (8) (2003)
- 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
- 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 View citations (1)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
- 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
- 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 View citations (2)
See also Journal Article Equilibrium Mispricing in a Capital Market with Portfolio Constraints, The Review of Financial Studies, Society for Financial Studies (2000) View citations (65) (2000)
- 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 View citations (3)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)
See also Journal Article Non-linear taxation, tax-arbitrage and equilibrium asset prices, Journal of Mathematical Economics, Elsevier (2001) View citations (3) (2001)
- 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 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, Elsevier (1999) View citations (16) (1999)
Journal Articles
2024
- Dynamic Equilibrium with Costly Short-Selling and Lending Market
The Review of Financial Studies, 2024, 37, (2), 444-506 View citations (2)
See also Working Paper Dynamic Equilibrium with Costly Short-Selling and Lending Market, CEPR Discussion Papers (2023) (2023)
2022
- Stock Market and No‐Dividend Stocks
Journal of Finance, 2022, 77, (1), 545-599 View citations (1)
See also Working Paper Stock Market and No-Dividend Stocks, CEPR Discussion Papers (2021) (2021)
2020
- Security design with status concerns
Journal of Economic Dynamics and Control, 2020, 118, (C) View citations (4)
See also Working Paper Security Design with Status Concerns, CEPR Discussion Papers (2020) View citations (3) (2020)
2019
- Investor Protection and Asset Prices
The Review of Financial Studies, 2019, 32, (12), 4905-4946 View citations (3)
See also Working Paper Investor Protection and Asset Prices, CEPR Discussion Papers (2019) View citations (3) (2019)
- Option prices and costly short-selling
Journal of Financial Economics, 2019, 134, (1), 1-28 View citations (7)
See also Working Paper Option Prices and Costly Short-Selling, CEPR Discussion Papers (2018) (2018)
2018
- Belief Dispersion in the Stock Market
Journal of Finance, 2018, 73, (3), 1225-1279 View citations (62)
See also Working Paper Belief Dispersion in the Stock Market, CEPR Discussion Papers (2017) View citations (1) (2017)
2016
- A Model of Financialization of Commodities
Journal of Finance, 2016, 71, (4), 1511-1556 View citations (257)
See also Working Paper A Model of Financialization of Commodities, CEPR Discussion Papers (2015) View citations (6) (2015)
2014
- Strategic Asset Allocation in Money Management
Journal of Finance, 2014, 69, (1), 179-217 View citations (37)
See also Working Paper Strategic Asset Allocation in Money Management, CEPR Discussion Papers (2011) View citations (5) (2011)
2013
- Asset Prices and Institutional Investors
American Economic Review, 2013, 103, (5), 1728-58 View citations (131)
See also Working Paper Asset Prices and Institutional Investors, CEPR Discussion Papers (2012) View citations (14) (2012)
2012
- Difference in interim performance and risk taking with short-sale constraints
Journal of Financial Economics, 2012, 103, (2), 377-392 View citations (12)
See also Working Paper Difference in Interim Performance and Risk Taking with Short-Sale Constraints, CEPR Discussion Papers (2010) View citations (1) (2010)
- Dynamic Hedging in Incomplete Markets: A Simple Solution
The Review of Financial Studies, 2012, 25, (6), 1845-1896 View citations (19)
See also Working Paper Dynamic Hedging in Incomplete Markets: A Simple Solution, CEPR Discussion Papers (2011) View citations (4) (2011)
2010
- Dynamic Mean-Variance Asset Allocation
The Review of Financial Studies, 2010, 23, (8), 2970-3016 View citations (209)
See also Working Paper Dynamic Mean-Variance Asset Allocation, CEPR Discussion Papers (2009) (2009)
- Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
The Review of Economic Studies, 2010, 77, (3), 914-936 View citations (29)
See also Working Paper Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion, Yale School of Management Working Papers (2009) (2009)
2008
- Multiplicity in general financial equilibrium with portfolio constraints
Journal of Economic Theory, 2008, 142, (1), 100-127 View citations (8)
See also Working Paper Multiplicity in General Financial Equilibrium with Portfolio Constraints, CEPR Discussion Papers (2006) View citations (2) (2006)
- Offsetting the implicit incentives: Benefits of benchmarking in money management
Journal of Banking & Finance, 2008, 32, (9), 1883-1893 View citations (16)
2007
- International good market segmentation and financial innovation
Journal of International Economics, 2007, 71, (2), 267-293 View citations (3)
- Optimal Asset Allocation and Risk Shifting in Money Management
The Review of Financial Studies, 2007, 20, (5), 1583-1621 View citations (104)
See also Working Paper Optimal Asset Allocation and Risk Shifting in Money Management, CEPR Discussion Papers (2006) View citations (12) (2006)
2006
- On the role of arbitrageurs in rational markets
Journal of Financial Economics, 2006, 81, (1), 143-173 View citations (25)
See also Working Paper On the Role of Arbitrageurs in Rational Markets, CEPR Discussion Papers (2004) (2004)
- Risk Management with Benchmarking
Management Science, 2006, 52, (4), 542-557 View citations (35)
See also Working Paper Risk Management with Benchmarking, CEPR Discussion Papers (2005) View citations (12) (2005)
2005
- A Model of Credit Risk, Optimal Policies, and Asset Prices
The Journal of Business, 2005, 78, (4), 1215-1266 View citations (6)
See also Working Paper A Model of Credit Risk, Optimal Policies and Asset Prices, CEPR Discussion Papers (2002) (2002)
- Asset pricing with heterogeneous beliefs
Journal of Banking & Finance, 2005, 29, (11), 2849-2881 View citations (128)
2004
- Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies
Economic Theory, 2004, 24, (3), 503-530 View citations (3)
See also Chapter Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies, Studies in Economic Theory, 2005, 1-34 (2005) (2005) Working Paper MONOPOLY POWER AND THE FIRM'S VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES, Working papers (2003) View citations (2) (2003)
2003
- Capital Market Equilibrium with Differential Taxation
Review of Finance, 2003, 7, (2), 121-159 View citations (8)
See also Working Paper Capital Market Equilibrium with Differential Taxation, Rodney L. White Center for Financial Research Working Papers View citations (7)
2002
- A comparative study of portfolio insurance
Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1217-1241 View citations (22)
2001
- Non-linear taxation, tax-arbitrage and equilibrium asset prices
Journal of Mathematical Economics, 2001, 35, (2), 347-382 View citations (3)
See also Working Paper Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices, Rodney L. White Center for Financial Research Working Papers View citations (3)
- Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
The Review of Financial Studies, 2001, 14, (2), 371-405 View citations (333)
See also Working Paper Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1999) View citations (8) (1999)
2000
- A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
Journal of Economic Dynamics and Control, 2000, 24, (1), 63-95 View citations (103)
- Equilibrium Mispricing in a Capital Market with Portfolio Constraints
The Review of Financial Studies, 2000, 13, (3), 715-48 View citations (65)
See also Working Paper Equilibrium Mispricing in a Capital Market with Portfolio Constraints, Rodney L. White Center for Financial Research Working Papers View citations (2)
1999
- Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium
Mathematical Finance, 1999, 9, (1), 1-30 View citations (22)
See also Working Paper Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium, Weiss Center Working Papers (1998) (1998)
- 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 View citations (16)
See also Working Paper 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 View citations (3)
1998
- An Equilibrium Model with Restricted Stock Market Participation
The Review of Financial Studies, 1998, 11, (2), 309-41 View citations (270)
1997
- Consumption choice and asset pricing with a non-price-taking agent
Economic Theory, 1997, 10, (3), 437-462 View citations (13)
1996
- An Intertemporal Model of International Capital Market Segmentation
Journal of Financial and Quantitative Analysis, 1996, 31, (2), 161-188 View citations (17)
1995
- A General Equilibrium Model of Portfolio Insurance
The Review of Financial Studies, 1995, 8, (4), 1059-90 View citations (85)
Chapters
2005
- Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies
Springer
See also Journal Article Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies, Springer (2004) View citations (3) (2004) Working Paper MONOPOLY POWER AND THE FIRM'S VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (2) (2003)
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