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Details about Anna Pavlova

Homepage:https://www.anna-pavlova.co.uk/
Workplace:London Business School (LBS), (more information at EDIRC)

Access statistics for papers by Anna Pavlova.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: ppa810


Jump to Journal Articles Chapters

Working Papers

2022

  1. Benchmarking Intensity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. ESG Confusion and Stock Returns: Tackling the Problem of Noise
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  3. International Capital Markets and Wealth Transfers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  4. Retail Trading in Options and the Rise of the Big Three Wholesalers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2021

  1. Is There Too Much Benchmarking in Asset Management?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (5)

    See also Journal Article Is There Too Much Benchmarking in Asset Management?, American Economic Review, American Economic Association (2023) Downloads (2023)

2018

  1. Benchmarking Asset Managers
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
  2. The Benchmark Inclusion Subsidy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (8)

    See also Journal Article The benchmark inclusion subsidy, Journal of Financial Economics, Elsevier (2021) Downloads View citations (8) (2021)

2015

  1. A Model of Financialization of Commodities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article A Model of Financialization of Commodities, Journal of Finance, American Finance Association (2016) Downloads View citations (257) (2016)

2012

  1. Asset Prices and Institutional Investors
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (14)
    See also Journal Article Asset Prices and Institutional Investors, American Economic Review, American Economic Association (2013) Downloads View citations (131) (2013)

2011

  1. Equilibrium Portfolios and External Adjustment under Incomplete Markets
    2011 Meeting Papers, Society for Economic Dynamics
  2. International Macro-Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (7)

2008

  1. The Role of Portfolio Constraints in the International Propagation of Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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) Downloads View citations (112) (2008)

2007

  1. An Asset-Pricing View of External Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article An asset-pricing view of external adjustment, Journal of International Economics, Elsevier (2010) Downloads View citations (50) (2010)

2006

  1. 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 Downloads View citations (2)
  2. Multiplicity in General Financial Equilibrium with Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article Multiplicity in general financial equilibrium with portfolio constraints, Journal of Economic Theory, Elsevier (2008) Downloads View citations (8) (2008)
  3. 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 Downloads
  4. Optimal Asset Allocation and Risk Shifting in Money Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads 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) Downloads View citations (104) (2007)

2005

  1. Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (8)
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations (3)
  2. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (11)

2004

  1. A Dynamic Model with Import Quota Constraints
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads
  2. Asset Prices and Exchange Rates
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads View citations (14)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2004) Downloads View citations (9)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (29)
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations (43)

    See also Journal Article Asset Prices and Exchange Rates, The Review of Financial Studies, Society for Financial Studies (2007) Downloads View citations (206) (2007)
  3. Monopoly Power and the Firm€ٳ Valuation
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads

2003

  1. ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002) Downloads View citations (2)
    CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences Downloads View citations (4)
  2. 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 Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002) Downloads 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) Downloads View citations (3) (2004)
  3. ON TREES AND LOGS
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (2)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2002) Downloads
    CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences Downloads View citations (1)
    Penn CARESS Working Papers, Penn Economics Department Downloads

    See also Journal Article On trees and logs, Journal of Economic Theory, Elsevier (2004) Downloads View citations (29) (2004)

Undated

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

Journal Articles

2023

  1. Is There Too Much Benchmarking in Asset Management?
    American Economic Review, 2023, 113, (4), 1112-41 Downloads
    See also Working Paper Is There Too Much Benchmarking in Asset Management?, CEPR Discussion Papers (2021) Downloads (2021)

2021

  1. The benchmark inclusion subsidy
    Journal of Financial Economics, 2021, 142, (2), 756-774 Downloads View citations (8)
    See also Working Paper The Benchmark Inclusion Subsidy, CEPR Discussion Papers (2018) Downloads View citations (4) (2018)

2016

  1. A Model of Financialization of Commodities
    Journal of Finance, 2016, 71, (4), 1511-1556 Downloads View citations (257)
    See also Working Paper A Model of Financialization of Commodities, CEPR Discussion Papers (2015) Downloads View citations (6) (2015)

2013

  1. Asset Prices and Institutional Investors
    American Economic Review, 2013, 103, (5), 1728-58 Downloads View citations (131)
    See also Working Paper Asset Prices and Institutional Investors, CEPR Discussion Papers (2012) Downloads View citations (14) (2012)

2010

  1. An asset-pricing view of external adjustment
    Journal of International Economics, 2010, 80, (1), 144-156 Downloads View citations (50)
    See also Working Paper An Asset-Pricing View of External Adjustment, NBER Working Papers (2007) Downloads View citations (11) (2007)

2008

  1. Multiplicity in general financial equilibrium with portfolio constraints
    Journal of Economic Theory, 2008, 142, (1), 100-127 Downloads View citations (8)
    See also Working Paper Multiplicity in General Financial Equilibrium with Portfolio Constraints, CEPR Discussion Papers (2006) Downloads View citations (2) (2006)
  2. Offsetting the implicit incentives: Benefits of benchmarking in money management
    Journal of Banking & Finance, 2008, 32, (9), 1883-1893 Downloads View citations (16)
  3. The Role of Portfolio Constraints in the International Propagation of Shocks
    The Review of Economic Studies, 2008, 75, (4), 1215-1256 Downloads View citations (112)
    See also Working Paper The Role of Portfolio Constraints in the International Propagation of Shocks, CEPR Discussion Papers (2008) Downloads View citations (109) (2008)

2007

  1. Asset Prices and Exchange Rates
    The Review of Financial Studies, 2007, 20, (4), 1139-1180 Downloads View citations (206)
    See also Working Paper Asset Prices and Exchange Rates, Econometric Society 2004 North American Winter Meetings (2004) Downloads View citations (14) (2004)
  2. Optimal Asset Allocation and Risk Shifting in Money Management
    The Review of Financial Studies, 2007, 20, (5), 1583-1621 Downloads View citations (104)
    See also Working Paper Optimal Asset Allocation and Risk Shifting in Money Management, CEPR Discussion Papers (2006) Downloads View citations (12) (2006)

2004

  1. Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies
    Economic Theory, 2004, 24, (3), 503-530 Downloads 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) Downloads View citations (2) (2003)
  2. On trees and logs
    Journal of Economic Theory, 2004, 116, (1), 41-83 Downloads View citations (29)
    See also Working Paper ON TREES AND LOGS, Working papers (2003) Downloads 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) Downloads 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) Downloads View citations (2) (2003)
 
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