Suleyman Basak : Citation Profile


Are you Suleyman Basak?

London Business School (LBS) (90% share)
Centre for Economic Policy Research (CEPR) (10% share)

16

H index

20

i10 index

1196

Citations

RESEARCH PRODUCTION:

31

Articles

64

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 46
   Journals where Suleyman Basak has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 32 (2.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba891
   Updated: 2020-03-30    RAS profile: 2020-02-14    
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Relations with other researchers


Works with:

Pavlova, Anna (3)

Makarov, Dmitry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Suleyman Basak.

Is cited by:

Vayanos, Dimitri (22)

Rigobon, Roberto (20)

Pavlova, Anna (20)

Kaniel, Ron (13)

Uppal, Raman (12)

Alexander, Gordon (10)

Yan, Hongjun (10)

Baptista, Alexandre (10)

Danielsson, Jon (9)

He, Xuezhong (9)

Van Nieuwerburgh, Stijn (9)

Cites to:

Pavlova, Anna (19)

Duffie, Darrell (16)

Obstfeld, Maurice (15)

merton, robert (14)

Mehra, Rajnish (13)

Rigobon, Roberto (12)

Uppal, Raman (11)

Lucas, Robert (9)

Campbell, John (9)

Cass, David (9)

Brennan, Michael (8)

Main data


Where Suleyman Basak has published?


Journals with more than one article published# docs
Review of Financial Studies8
Journal of Finance3
Journal of Economic Dynamics and Control3
Journal of Financial Economics3
Economic Theory2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / New Economic School (NES)3
Working Papers / Center for Economic and Financial Research (CEFIR)3

Recent works citing Suleyman Basak (2019 and 2018)


YearTitle of citing document
2019Household Portfolio Choice Before and After a House Purchase. (2019). Zhou, Jie ; Lyng, Ran Sun. In: Economics Working Papers. RePEc:aah:aarhec:2019-01.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:5-22.

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2019Why do high ability people also suffer from money illusion? Experimental evidence of behavioral contradiction. (2019). Shimizu, Mariko. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:5-22.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, Thomas ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2020Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic factor case. (2014). Zawisza, Dariusz ; Trybula, Jakub . In: Papers. RePEc:arx:papers:1403.3212.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Zariphopoulou, Thaleia ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1703.07685.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2018Optimal contract for a fund manager, with capital injections and endogenous trading constraints. (2018). Zariphopoulou, Thaleia ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1802.09165.

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2018Backward SDEs for Control with Partial Information. (2018). Papanicolaou, Andrew. In: Papers. RePEc:arx:papers:1807.08222.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2019Conditional Optimal Stopping: A Time-Inconsistent Optimization. (2019). Zhang, Yuchong ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1901.05802.

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2019Options on CPPI with guaranteed minimum equity exposure. (2019). Oliva, I ; di Persio, L. In: Papers. RePEc:arx:papers:1902.06505.

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2019Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints. (2019). Pelsser, Antoon ; Kamma, Thijs. In: Papers. RePEc:arx:papers:1906.12317.

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2019Dynamic Mean-Variance Portfolio Optimisation. (2019). Meng, Xiang. In: Papers. RePEc:arx:papers:1907.03093.

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2020Time-consistent feedback strategies with Volterra processes. (2019). Wong, Hoi Ying ; Han, Bingyan. In: Papers. RePEc:arx:papers:1907.11378.

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2020Resolving asset pricing puzzles with price impact. (2019). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Papers. RePEc:arx:papers:1910.02466.

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2019Asset Prices with Investor Protection in Approximate Fractional Economy. (2019). Huang, Nan-Jing ; Wang, Ming-Hui ; Yang, Ben-Zhang ; Yue, Jia. In: Papers. RePEc:arx:papers:1911.00281.

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2019Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2019). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

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2019Comparison of various risk measures for an optimal portfolio. (2019). Meral, Alev. In: Papers. RePEc:arx:papers:1912.09573.

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2020On the equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (2020). Zhang, Fangyuan ; Stadje, Mitja ; Chen, AN. In: Papers. RePEc:arx:papers:2002.02229.

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2020Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. (2020). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2002.12572.

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2019Household Leverage and Stock Market Investment Decisions. (2019). Li, Pengfei ; Wang, Zhengwei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:30-41.

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2018Bubbles and Persuasion with Second Order Uncertainty. (2018). Negrelli, Sara. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1876.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2017Volatility risk premia and future commodities returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato. In: BIS Working Papers. RePEc:bis:biswps:619.

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2018Short selling, margin buying and stock return in China market. (2018). Li, Rui ; Wu, Chongfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:477-501.

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2018The components of the bid†ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao . In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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2018Financialization and Global Commodity Chains: Distributional Implications for Cotton in Sub†Saharan Africa. (2018). Staritz, Cornelia ; Plank, Leonhard ; Trster, Bernhard ; Newman, Susan. In: Development and Change. RePEc:bla:devchg:v:49:y:2018:i:3:p:815-842.

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2018Aggregate demand deficiency, labor unions, and long‐run stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888.

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2018Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading. (2018). Imke, Redeker ; Ralf, Wunderlich. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:1-21:n:1.

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2019Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7772.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

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2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2017). Kaniel, Ron ; Zhou, TI ; Tompaidis, Stathis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12285.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2018The Implications of Financial Innovation for Capital Markets and Household Welfare. (2018). Buss, Adrian ; Vilkov, Grigory ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13137.

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2018Investing in managerial honesty. (2018). Gibson, Rajna ; Wagner, Alexander F ; Tanner, Carmen ; Sohn, Matthias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13207.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2019Sentiment and Speculation in a Market with Heterogeneous Beliefs. (2019). Martin, Ian ; Papadimitriou, Dimitris. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13857.

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2019Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14002.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2017Identifying Speculative Demand Shocks in Commodity Futures Markets through Changes in Volatility. (2017). Rieth, Malte ; Hachula, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1646.

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2019Financial Frictions and the Futures Pricing Puzzle. (2019). Taamouti, Abderrahim ; EL Alaoui, AbdelKader ; Ebrahim, M. Shahid ; ap Gwilym, Rhys ; Rahman, Hamid. In: Working Papers. RePEc:dur:durham:2019_07.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2018Gaming the FTSE 100 index. (2018). Danbolt, JO ; Jones, Edward ; Hirst, Ian . In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:364-378.

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2017How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests. (2017). Fang, Dawei ; Kirchler, Michael ; Kleinlercher, Daniel ; Holmen, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:1-27.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2019Cojumps and asset allocation in international equity markets. (2019). Arouri, Mohamed ; Pukthuanthong, Kuntara ; Nguyen, Duc Khuong ; Msaddek, Oussama. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22.

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2017Asset pricing and institutional investors with disagreements. (2017). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:231-248.

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2018Time-consistent mean-variance portfolio selection with only risky assets. (2018). Pun, Chi Seng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:281-292.

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2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

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2018How money illusions and heterogeneous beliefs affect asset prices. (2018). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:167-192.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2018A class of tractable incomplete-market models for studying asset returns and risk exposure. (2018). Legrand, Franois ; Ragot, Xavier ; le Grand, Franois. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:39-59.

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2018Non-zero-sum stochastic differential reinsurance and investment games with default risk. (2018). Zhu, Huiming ; Deng, Chao ; Zeng, Xudong. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1144-1158.

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2018Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix. (2018). Jin, Xing ; Hong, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:389-398.

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2018Estimating stochastic discount factor models with hidden regimes: Applications to commodity pricing. (2018). Guidolin, Massimo ; Pedio, Manuela ; Giampietro, Marta. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:685-702.

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2018Computing near-optimal Value-at-Risk portfolios using integer programming techniques. (2018). Babat, Onur ; Zuluaga, Luis F ; Vera, Juan C. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:1:p:304-315.

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2018Buy now and price later: Supply contracts with time-consistent mean–variance financial hedgingAuthor-Name: Li, Qiang. (2018). Niu, Baozhuang ; Wang, Junwei ; Chu, Lap-Keung . In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:2:p:582-595.

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2019A linear programming model for selection of sparse high-dimensional multiperiod portfolios. (2019). Pun, Chi Seng ; Wong, Hoi Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:754-771.

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2019Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. (2019). Chen, AN ; Nguyen, Thai ; Hieber, Peter. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1119-1135.

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2019Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. (2019). Zhu, Shushang ; Shi, Yun ; Gao, Jianjun ; Cui, Xiangyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:781-789.

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2020Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2017“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Chevallier, Julien ; Guesmi, Khaled ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2018The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis. (2018). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:1-9.

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2019Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset. (2019). Wong, Hoi Ying ; Chen, Kexin. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:184-192.

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2019A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200.

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2019Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model. (2019). Zhang, Chengke ; Cao, Ming ; Zhu, Huainian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:280-291.

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2018Market frictions, investor sophistication, and persistence in mutual fund performance. (2018). Dumitrescu, Ariadna ; Gil-Bazo, Javier . In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:40-59.

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2019Excess comovement in credit default swap markets: Evidence from the CDX indices. (2019). Shi, Yining ; Evans, Leo ; El-Jahel, Lina ; Cathcart, Lara. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:96-120.

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2019Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2018Optimal investment under VaR-Regulation and Minimum Insurance. (2018). Chen, AN ; Stadje, Mitja ; Nguyen, Thai. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:194-209.

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2018Time-consistent mean–variance portfolio optimization: A numerical impulse control approach. (2018). van Staden, Pieter M ; Forsyth, Peter A ; Dang, Duy-Minh. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:9-28.

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2019On randomized reinsurance contracts. (2019). Albrecher, Hansjorg ; Cani, Arian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:67-78.

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2019Optimal investment of DC pension plan under short-selling constraints and portfolio insurance. (2019). Zheng, Harry ; Dong, Yinghui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:47-59.

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2019A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans. (2019). Forsyth, Peter A ; Li, Yuying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:189-204.

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2019Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market. (2019). Christensen, Bent Jesper ; Asmussen, Soren ; Thogersen, Julie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:92-100.

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2019Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework. (2019). Shen, Yang ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:120-137.

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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2019Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility. (2019). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:122-135.

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2019An equilibrium model of risk management spillover. (2019). Ye, Zhiqiang ; Qiu, Zhigang ; Jiang, Ying ; Huang, Shiyang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:3.

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2019Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:9.

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2019Endogenous asymmetric money illusion. (2019). Saporito, Yuri F ; Duarte, Diogo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302559.

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2017Index portfolio and welfare analysis under heterogeneous beliefs. (2017). Shi, Lei ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79.

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2018The invisible hand of internal markets in mutual fund families. (2018). Goncalves-Pinto, Luis ; Xu, Jing ; Sotes-Paladino, Juan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:105-124.

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More than 100 citations found, this list is not complete...

Works by Suleyman Basak:


YearTitleTypeCited
2009Strategic Asset Allocation in Money Management In: Working Papers.
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paper21
2014Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance.
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2009Strategic Asset Allocation in Money Management.(2009) In: Working Papers.
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paper
2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
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paper
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints In: Working Papers.
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paper12
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints.(2010) In: Working Papers.
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paper
2010Difference in Interim Performance and Risk Taking with Short-Sale Constraints.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 12
paper
2012Difference in interim performance and risk taking with short-sale constraints.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 12
article
2013Competition among Portfolio Managers and Asset Specialization In: Working Papers.
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paper2
2013Competition among Portfolio Managers and Asset Specialization.(2013) In: Working Papers.
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paper
2013Asset Prices and Institutional Investors In: American Economic Review.
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article70
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 70
paper
2016A Model of Financialization of Commodities In: Journal of Finance.
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article57
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 57
paper
2018Belief Dispersion in the Stock Market In: Journal of Finance.
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article2
2017Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
1999Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium In: Mathematical Finance.
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article19
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 19
paper
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 19
paper
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium.(1998) In: Weiss Center Working Papers.
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This paper has another version. Agregated cites: 19
paper
Capital Market Equilibrium with Differential Taxation In: GSIA Working Papers.
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paper7
1998Capital Market Equilibrium with Differential Taxation.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 7
paper
2003Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance.
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This paper has another version. Agregated cites: 7
article
2018Option Prices and Costly Short-Selling In: CEPR Discussion Papers.
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2019Option prices and costly short-selling.(2019) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 0
article
2019Investor Protection and Asset Prices In: CEPR Discussion Papers.
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paper1
2002A Model of Credit Risk, Optimal Policies and Asset Prices In: CEPR Discussion Papers.
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paper5
2005A Model of Credit Risk, Optimal Policies, and Asset Prices.(2005) In: The Journal of Business.
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article
2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
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paper0
2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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This paper has another version. Agregated cites: 0
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2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
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paper3
2003MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES.(2003) In: Working papers.
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paper
2004Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory.
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article
2003International Good Market Segmentation and Financial Market Structure In: CEPR Discussion Papers.
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paper0
2004Asset Prices with Heterogenous Beliefs In: CEPR Discussion Papers.
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paper0
2004On the Role of Arbitrageurs in Rational Markets In: CEPR Discussion Papers.
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paper18
2006On the role of arbitrageurs in rational markets.(2006) In: Journal of Financial Economics.
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article
2005Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers.
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paper16
2004Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2004) In: Econometric Society 2004 North American Winter Meetings.
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This paper has another version. Agregated cites: 16
paper
2003Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2005Risk Management with Benchmarking In: CEPR Discussion Papers.
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paper26
2006Risk Management with Benchmarking.(2006) In: Management Science.
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This paper has another version. Agregated cites: 26
article
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
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paper59
2007Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies.
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article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
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paper6
2008Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory.
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article
2009Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers.
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paper103
2010Dynamic Mean-Variance Asset Allocation.(2010) In: Review of Financial Studies.
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article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
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paper21
2010Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion.(2010) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 21
article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 21
paper
2011Dynamic Hedging in Incomplete Markets: A Simple Solution In: CEPR Discussion Papers.
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paper7
2011Dynamic Hedging in Incomplete Markets: A Simple Solution.(2011) In: FMG Discussion Papers.
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paper
2009Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers.
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paper
2012Dynamic Hedging in Incomplete Markets: A Simple Solution.(2012) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 7
article
1996An Intertemporal Model of International Capital Market Segmentation In: Journal of Financial and Quantitative Analysis.
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article15
1999On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis In: Journal of Economic Dynamics and Control.
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article14
1998On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 14
paper
2000A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk In: Journal of Economic Dynamics and Control.
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article70
2002A comparative study of portfolio insurance In: Journal of Economic Dynamics and Control.
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article17
2007International good market segmentation and financial innovation In: Journal of International Economics.
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article1
2005Asset pricing with heterogeneous beliefs In: Journal of Banking & Finance.
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article92
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2001Non-linear taxation, tax-arbitrage and equilibrium asset prices In: Journal of Mathematical Economics.
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article3
1999Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 3
paper
1999Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 3
paper
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper208
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 208
paper
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 208
paper
2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices..(2001) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 208
article
2001A General Equilibrium Model of Portfolio Insurance (Reprint 053) In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1993A General Equilibrium Model of Portfolio Insurance..(1993) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
2001An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) In: Rodney L. White Center for Financial Research Working Papers.
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paper2
1997An Equilibrium Model with Restricted Stock Market Participation (Reprint 066).(1997) In: Rodney L. White Center for Financial Research Working Papers.
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paper
1997A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk. In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1997A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk.(1997) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
1998Capital Market Equilibrium with Mispricing and Arbitrage Activity In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1998Capital Market Equilibrium with Mispricing and Arbitrage Activity.(1998) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
1995Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1995Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062).(1995) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
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1994Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper0
1994Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95).(1994) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
1995An Intertemporal Model of Segmentation (Reprint 056) In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1995An Intertemporal Model of Segmentation (Reprint 056).(1995) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 0
paper
1999Equilibrium Mispricing in a Capital Market with Portfolio Constraints In: Rodney L. White Center for Financial Research Working Papers.
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paper39
2000Equilibrium Mispricing in a Capital Market with Portfolio Constraints..(2000) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 39
article
2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
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paper0
1998An Equilibrium Model with Restricted Stock Market Participation. In: Review of Financial Studies.
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article202
2019Investor Protection and Asset Prices In: Review of Financial Studies.
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article0
1995A General Equilibrium Model of Portfolio Insurance. In: Review of Financial Studies.
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article59
2006Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive.
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paper2
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive.
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2016A Theory of Operational Risk In: 2016 Meeting Papers.
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paper2
1997Consumption choice and asset pricing with a non-price-taking agent In: Economic Theory.
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