Details about Suleyman Basak
Access statistics for papers by Suleyman Basak.
Last updated 2020-02-14. Update your information in the RePEc Author Service.
Short-id: pba891
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Working Papers
2019
- Investor Protection and Asset Prices
CEPR Discussion Papers, C.E.P.R. Discussion Papers  View citations (1)
See also Journal Article in Review of Financial Studies (2019)
2018
- 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
- 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
- A Theory of Operational Risk
2016 Meeting Papers, Society for Economic Dynamics View citations (2)
2015
- A Model of Financialization of Commodities
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
See also Journal Article in Journal of Finance (2016)
2013
- Competition among Portfolio Managers and Asset Specialization
Working Papers, Center for Economic and Financial Research (CEFIR) View citations (2)
Also in Working Papers, New Economic School (NES) (2013)
2012
- 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
- Dynamic Hedging in Incomplete Markets: A Simple Solution
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
Also in 2009 Meeting Papers, Society for Economic Dynamics (2009)
FMG Discussion Papers, Financial Markets Group (2011)
See also Journal Article in Review of Financial Studies (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 (1)
Working Papers, New Economic School (NES) (2009)
See also Journal Article in Journal of Finance (2014)
2010
- 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
- Dynamic Mean-Variance Asset Allocation
CEPR Discussion Papers, C.E.P.R. Discussion Papers
See also Journal Article in Review of Financial Studies (2010)
- Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
Also in Yale School of Management Working Papers, Yale School of Management (2009) View citations (3)
See also Journal Article in Review of Economic Studies (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
See also Journal Article in Journal of Economic Theory (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 (11)
See also Journal Article in Review of Financial Studies (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 (2)
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (6)
- 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
- 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)
- 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 in Journal of Financial Economics (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 Journal Article in Economic Theory (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 in The Journal of Business (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 (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
- 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
- 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 View citations (1)
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
- 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 (6)
Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (1)
See also Journal Article in Review of Finance (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
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 (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 in Review of Financial Studies (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
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 in Journal of Mathematical Economics (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 in Journal of Economic Dynamics and Control (1999)
Journal Articles
2019
- Investor Protection and Asset Prices
Review of Financial Studies, 2019, 32, (12), 4905-4946
See also Working Paper (2019)
- Option prices and costly short-selling
Journal of Financial Economics, 2019, 134, (1), 1-28
See also Working Paper (2018)
2018
- Belief Dispersion in the Stock Market
Journal of Finance, 2018, 73, (3), 1225-1279 View citations (2)
See also Working Paper (2017)
2016
- A Model of Financialization of Commodities
Journal of Finance, 2016, 71, (4), 1511-1556 View citations (50)
See also Working Paper (2015)
2014
- Strategic Asset Allocation in Money Management
Journal of Finance, 2014, 69, (1), 179-217 View citations (17)
See also Working Paper (2011)
2013
- Asset Prices and Institutional Investors
American Economic Review, 2013, 103, (5), 1728-58 View citations (56)
See also Working Paper (2012)
2012
- Difference in interim performance and risk taking with short-sale constraints
Journal of Financial Economics, 2012, 103, (2), 377-392 View citations (8)
See also Working Paper (2010)
- Dynamic Hedging in Incomplete Markets: A Simple Solution
Review of Financial Studies, 2012, 25, (6), 1845-1896 View citations (9)
See also Working Paper (2011)
2010
- Dynamic Mean-Variance Asset Allocation
Review of Financial Studies, 2010, 23, (8), 2970-3016 View citations (101)
See also Working Paper (2009)
- Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion
Review of Economic Studies, 2010, 77, (3), 914-936 View citations (16)
See also Working Paper (2009)
2008
- Multiplicity in general financial equilibrium with portfolio constraints
Journal of Economic Theory, 2008, 142, (1), 100-127 View citations (6)
See also Working Paper (2006)
- Offsetting the implicit incentives: Benefits of benchmarking in money management
Journal of Banking & Finance, 2008, 32, (9), 1883-1893 View citations (8)
2007
- International good market segmentation and financial innovation
Journal of International Economics, 2007, 71, (2), 267-293 View citations (1)
- Optimal Asset Allocation and Risk Shifting in Money Management
Review of Financial Studies, 2007, 20, (5), 1583-1621 View citations (52)
See also Working Paper (2006)
2006
- On the role of arbitrageurs in rational markets
Journal of Financial Economics, 2006, 81, (1), 143-173 View citations (17)
See also Working Paper (2004)
- Risk Management with Benchmarking
Management Science, 2006, 52, (4), 542-557 View citations (20)
See also Working Paper (2005)
2005
- A Model of Credit Risk, Optimal Policies, and Asset Prices
The Journal of Business, 2005, 78, (4), 1215-1266 View citations (5)
See also Working Paper (2002)
- Asset pricing with heterogeneous beliefs
Journal of Banking & Finance, 2005, 29, (11), 2849-2881 View citations (93)
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 (1)
See also Working Paper (2003)
2003
- Capital Market Equilibrium with Differential Taxation
Review of Finance, 2003, 7, (2), 121-159 View citations (1)
See also Working Paper
2002
- A comparative study of portfolio insurance
Journal of Economic Dynamics and Control, 2002, 26, (7-8), 1217-1241 View citations (17)
2001
- 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
- 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
- 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 (71)
- 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
- 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)
- 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 (11)
See also Working Paper
1998
- An Equilibrium Model with Restricted Stock Market Participation
Review of Financial Studies, 1998, 11, (2), 309-41 View citations (208)
1997
- Consumption choice and asset pricing with a non-price-taking agent
Economic Theory, 1997, 10, (3), 437-462 View citations (7)
1996
- An Intertemporal Model of International Capital Market Segmentation
Journal of Financial and Quantitative Analysis, 1996, 31, (2), 161-188 View citations (15)
1995
- A General Equilibrium Model of Portfolio Insurance
Review of Financial Studies, 1995, 8, (4), 1059-90 View citations (64)
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