Details about Anna Pavlova
Access statistics for papers by Anna Pavlova.
Last updated 2024-05-06. Update your information in the RePEc Author Service.
Short-id: ppa810
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Working Papers
2022
- Benchmarking Intensity
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- ESG Confusion and Stock Returns: Tackling the Problem of Noise
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
- International Capital Markets and Wealth Transfers
CEPR Discussion Papers, C.E.P.R. Discussion Papers
- Retail Trading in Options and the Rise of the Big Three Wholesalers
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2021
- Is There Too Much Benchmarking in Asset Management?
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (5)
See also Journal Article Is There Too Much Benchmarking in Asset Management?, American Economic Review, American Economic Association (2023) (2023)
2018
- Benchmarking Asset Managers
2018 Meeting Papers, Society for Economic Dynamics View citations (1)
- The Benchmark Inclusion Subsidy
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (8)
See also Journal Article The benchmark inclusion subsidy, Journal of Financial Economics, Elsevier (2021) View citations (8) (2021)
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)
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
- Equilibrium Portfolios and External Adjustment under Incomplete Markets
2011 Meeting Papers, Society for Economic Dynamics
- International Macro-Finance
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (7)
2008
- The Role of Portfolio Constraints in the International Propagation of Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (109)
See also Journal Article The Role of Portfolio Constraints in the International Propagation of Shocks, The Review of Economic Studies, Review of Economic Studies Ltd (2008) View citations (112) (2008)
2007
- An Asset-Pricing View of External Adjustment
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
See also Journal Article An asset-pricing view of external adjustment, Journal of International Economics, Elsevier (2010) View citations (50) (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 Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (8) Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) View citations (3)
- Wealth Transfers, Contagion and Portfolio Constraints
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (11)
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 and Exchange Rates
Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (14)
Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2004) View citations (9) NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (29) Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (43)
See also Journal Article Asset Prices and Exchange Rates, The Review of Financial Studies, Society for Financial Studies (2007) View citations (206) (2007)
- Monopoly Power and the Firm€ٳ Valuation
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management
2003
- ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 
Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002) View citations (2) CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations (4)
- 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)
- ON TREES AND LOGS
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (2)
Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002)  CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences View citations (1) Penn CARESS Working Papers, Penn Economics Department 
See also Journal Article On trees and logs, Journal of Economic Theory, Elsevier (2004) View citations (29) (2004)
Undated
- Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty
Penn CARESS Working Papers, Penn Economics Department
Journal Articles
2023
- Is There Too Much Benchmarking in Asset Management?
American Economic Review, 2023, 113, (4), 1112-41 
See also Working Paper Is There Too Much Benchmarking in Asset Management?, CEPR Discussion Papers (2021) (2021)
2021
- The benchmark inclusion subsidy
Journal of Financial Economics, 2021, 142, (2), 756-774 View citations (8)
See also Working Paper The Benchmark Inclusion Subsidy, CEPR Discussion Papers (2018) View citations (4) (2018)
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)
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)
2010
- An asset-pricing view of external adjustment
Journal of International Economics, 2010, 80, (1), 144-156 View citations (50)
See also Working Paper An Asset-Pricing View of External Adjustment, NBER Working Papers (2007) View citations (11) (2007)
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)
- The Role of Portfolio Constraints in the International Propagation of Shocks
The Review of Economic Studies, 2008, 75, (4), 1215-1256 View citations (112)
See also Working Paper The Role of Portfolio Constraints in the International Propagation of Shocks, CEPR Discussion Papers (2008) View citations (109) (2008)
2007
- Asset Prices and Exchange Rates
The Review of Financial Studies, 2007, 20, (4), 1139-1180 View citations (206)
See also Working Paper Asset Prices and Exchange Rates, Econometric Society 2004 North American Winter Meetings (2004) View citations (14) (2004)
- 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)
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)
- On trees and logs
Journal of Economic Theory, 2004, 116, (1), 41-83 View citations (29)
See also Working Paper ON TREES AND LOGS, Working papers (2003) View citations (2) (2003)
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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