Details about Dmitry Makarov

Access statistics for papers by Dmitry Makarov.

Last updated 2021-11-10. Update your information in the RePEc Author Service.

Short-id: pma2033

Working Papers

2020

1. Optimal portfolio under ambiguous ambiguity
   MPRA Paper, University Library of Munich, Germany
2. 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)

2013

3. Competition among Portfolio Managers and Asset Specialization
   Working Papers, Center for Economic and Financial Research (CEFIR) View citations (5)
   Also in Working Papers, New Economic School (NES) (2013) View citations (1)

2011

4. Strategic Asset Allocation in Money Management
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Working Papers, New Economic School (NES) (2009) View citations (4)
   Working Papers, Center for Economic and Financial Research (CEFIR) (2009) View citations (4)
   See also Journal Article Strategic Asset Allocation in Money Management, Journal of Finance, American Finance Association (2014) View citations (38) (2014)

2010

5. 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, Center for Economic and Financial Research (CEFIR) (2010) View citations (3)
   Working Papers, New Economic School (NES) (2010) View citations (2)
   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)

Journal Articles

2020

1. 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)

2014

2. Strategic Asset Allocation in Money Management
   Journal of Finance, 2014, 69, (1), 179-217 View citations (38)
   See also Working Paper Strategic Asset Allocation in Money Management, CEPR Discussion Papers (2011) View citations (5) (2011)

2012

3. 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)

2010

4. A note on wealth effect under CARA utility
   Finance Research Letters, 2010, 7, (3), 170-177 View citations (9)