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 2022-01-02. Update your information in the RePEc Author Service.

Short-id: pba891

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Working Papers

2021

1. Stock Market and No-Dividend Stocks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

2. Security Design with Status Concerns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article in Journal of Economic Dynamics and Control (2020)

2019

3. Investor Protection and Asset Prices
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2019)
   See also Journal Article in Review of Financial Studies (2019)

2018

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

2017

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

2016

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

2015

7. A Model of Financialization of Commodities
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article in Journal of Finance (2016)

2013

8. Competition among Portfolio Managers and Asset Specialization
   Working Papers, Center for Economic and Financial Research (CEFIR) View citations (4)
   Also in Working Papers, New Economic School (NES) (2013)

2012

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

2011

10. Dynamic Hedging in Incomplete Markets: A Simple Solution
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)
    FMG Discussion Papers, Financial Markets Group (2011) View citations (1)
    See also Journal Article in Review of Financial Studies (2012)
11. 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 (1)
    Working Papers, New Economic School (NES) (2009)
    See also Journal Article in Journal of Finance (2014)

2010

12. Difference in Interim Performance and Risk Taking with Short-Sale Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Working Papers, New Economic School (NES) (2010)
    Working Papers, Center for Economic and Financial Research (CEFIR) (2010) View citations (3)
    See also Journal Article in Journal of Financial Economics (2012)

2009

13. Dynamic Mean-Variance Asset Allocation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Review of Financial Studies (2010)
14. Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article in Review of Economic Studies (2010)

2006

15. 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)
16. Multiplicity in General Financial Equilibrium with Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Journal of Economic Theory (2008)
17. 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
18. 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 in Review of Financial Studies (2007)

2005

19. 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 (2)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (6)
20. Risk Management with Benchmarking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    See also Journal Article in Management Science (2006)

2004

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

2003

25. International Good Market Segmentation and Financial Market Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
26. 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 Journal Article in Economic Theory (2004)
    Chapter (2005)

2002

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

1999

28. 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 (7)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (6)
    Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (6)
    See also Journal Article in Review of Financial Studies (2001)

1998

29. 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

30. 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
31. 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)
32. 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
33. 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
34. Capital Market Equilibrium with Differential Taxation
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 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 (6)
    See also Journal Article in Review of Finance (2003)
35. 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
36. 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
37. 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
38. 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 in Review of Financial Studies (2000)
39. 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
    Also in 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 in Journal of Mathematical Economics (2001)
40. 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

2020

1. Security design with status concerns
   Journal of Economic Dynamics and Control, 2020, 118, (C) View citations (2)
   See also Working Paper (2020)

2019

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

2018

4. Belief Dispersion in the Stock Market
   Journal of Finance, 2018, 73, (3), 1225-1279 View citations (24)
   See also Working Paper (2017)

2016

5. A Model of Financialization of Commodities
   Journal of Finance, 2016, 71, (4), 1511-1556 View citations (130)
   See also Working Paper (2015)

2014

6. Strategic Asset Allocation in Money Management
   Journal of Finance, 2014, 69, (1), 179-217 View citations (27)
   See also Working Paper (2011)

2013

7. Asset Prices and Institutional Investors
   American Economic Review, 2013, 103, (5), 1728-58 View citations (84)
   See also Working Paper (2012)

2012

8. Difference in interim performance and risk taking with short-sale constraints
   Journal of Financial Economics, 2012, 103, (2), 377-392 View citations (9)
   See also Working Paper (2010)
9. Dynamic Hedging in Incomplete Markets: A Simple Solution
   Review of Financial Studies, 2012, 25, (6), 1845-1896 View citations (14)
   See also Working Paper (2011)

2010

10. Dynamic Mean-Variance Asset Allocation
    Review of Financial Studies, 2010, 23, (8), 2970-3016 View citations (148)
    See also Working Paper (2009)
11. Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
    Review of Economic Studies, 2010, 77, (3), 914-936 View citations (18)
    See also Working Paper (2009)

2008

12. Multiplicity in general financial equilibrium with portfolio constraints
    Journal of Economic Theory, 2008, 142, (1), 100-127 View citations (8)
    See also Working Paper (2006)
13. Offsetting the implicit incentives: Benefits of benchmarking in money management
    Journal of Banking & Finance, 2008, 32, (9), 1883-1893 View citations (11)

2007

14. International good market segmentation and financial innovation
    Journal of International Economics, 2007, 71, (2), 267-293 View citations (1)
15. Optimal Asset Allocation and Risk Shifting in Money Management
    Review of Financial Studies, 2007, 20, (5), 1583-1621 View citations (67)
    See also Working Paper (2006)

2006

16. On the role of arbitrageurs in rational markets
    Journal of Financial Economics, 2006, 81, (1), 143-173 View citations (20)
    See also Working Paper (2004)
17. Risk Management with Benchmarking
    Management Science, 2006, 52, (4), 542-557 View citations (22)
    See also Working Paper (2005)

2005

18. 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 (2002)
19. Asset pricing with heterogeneous beliefs
    Journal of Banking & Finance, 2005, 29, (11), 2849-2881 View citations (112)

2004

20. 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 (1)
    See also Chapter (2005)
    Working Paper (2003)

2003

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

2002

22. A comparative study of portfolio insurance
    Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1217-1241 View citations (19)

2001

23. Non-linear taxation, tax-arbitrage and equilibrium asset prices
    Journal of Mathematical Economics, 2001, 35, (2), 347-382 View citations (2)
    See also Working Paper
24. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices
    Review of Financial Studies, 2001, 14, (2), 371-405 View citations (236)
    See also Working Paper (1999)

2000

25. 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 (76)
26. Equilibrium Mispricing in a Capital Market with Portfolio Constraints
    Review of Financial Studies, 2000, 13, (3), 715-48 View citations (50)
    See also Working Paper

1999

27. 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 (11)
    See also Working Paper (1998)
28. 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 (12)
    See also Working Paper

1998

29. An Equilibrium Model with Restricted Stock Market Participation
    Review of Financial Studies, 1998, 11, (2), 309-41 View citations (232)

1997

30. Consumption choice and asset pricing with a non-price-taking agent
    Economic Theory, 1997, 10, (3), 437-462 View citations (9)

1996

31. An Intertemporal Model of International Capital Market Segmentation
    Journal of Financial and Quantitative Analysis, 1996, 31, (2), 161-188 View citations (16)

1995

32. A General Equilibrium Model of Portfolio Insurance
    Review of Financial Studies, 1995, 8, (4), 1059-90 View citations (74)

Chapters

2005

1. Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies
   Springer
   See also Working Paper (2003)
   Journal Article in Economic Theory (2004)