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

Working Papers

2022

1. Benchmarking Intensity
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. ESG Confusion and Stock Returns: Tackling the Problem of Noise
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
3. International Capital Markets and Wealth Transfers
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
4. Retail Trading in Options and the Rise of the Big Three Wholesalers
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

5. 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

6. Benchmarking Asset Managers
   2018 Meeting Papers, Society for Economic Dynamics View citations (1)
7. 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

8. 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 (259) (2016)

2012

9. 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

10. Equilibrium Portfolios and External Adjustment under Incomplete Markets
    2011 Meeting Papers, Society for Economic Dynamics
11. 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

12. 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

13. 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 (51) (2010)

2006

14. 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)
15. 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)
16. 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
17. 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

18. 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)
19. 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

20. 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)
21. 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 (207) (2007)
22. Monopoly Power and the Firm€ٳ Valuation
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management

2003

23. 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)
24. 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)
25. 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

26. Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty
    Penn CARESS Working Papers, Penn Economics Department

Journal Articles

2023

1. 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

2. 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

3. A Model of Financialization of Commodities
   Journal of Finance, 2016, 71, (4), 1511-1556 View citations (259)
   See also Working Paper A Model of Financialization of Commodities, CEPR Discussion Papers (2015) View citations (6) (2015)

2013

4. 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

5. An asset-pricing view of external adjustment
   Journal of International Economics, 2010, 80, (1), 144-156 View citations (51)
   See also Working Paper An Asset-Pricing View of External Adjustment, NBER Working Papers (2007) View citations (11) (2007)

2008

6. 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)
7. Offsetting the implicit incentives: Benefits of benchmarking in money management
   Journal of Banking & Finance, 2008, 32, (9), 1883-1893 View citations (16)
8. 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

9. Asset Prices and Exchange Rates
   The Review of Financial Studies, 2007, 20, (4), 1139-1180 View citations (207)
   See also Working Paper Asset Prices and Exchange Rates, Econometric Society 2004 North American Winter Meetings (2004) View citations (14) (2004)
10. 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

11. 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)
12. 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

1. 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)