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

22

i10 index

1372

Citations

RESEARCH PRODUCTION:

31

Articles

64

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 52
   Journals where Suleyman Basak has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 33 (2.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba891
   Updated: 2021-03-01    RAS profile: 2020-06-24    
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Relations with other researchers


Works with:

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)

Uppal, Raman (16)

Kaniel, Ron (14)

Alexeev, Alexander (12)

Alexander, Gordon (10)

Baptista, Alexandre (10)

Soytas, Ugur (10)

Yan, Hongjun (10)

Jarrow, Robert (10)

Cites to:

Pavlova, Anna (19)

Duffie, Darrell (16)

Obstfeld, Maurice (15)

merton, robert (14)

Mehra, Rajnish (13)

Uppal, Raman (12)

Rigobon, Roberto (12)

Lucas, Robert (9)

Cass, David (9)

Campbell, John (9)

Cole, Harold (8)

Main data


Where Suleyman Basak has published?


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

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

Recent works citing Suleyman Basak (2021 and 2020)


YearTitle of citing document
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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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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2020Asset 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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2020Personalized 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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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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2020Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Continuous time mean-variance-utility portfolio problem and its equilibrium strategy. (2020). Zhu, Song-Ping ; He, Xin-Jiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:2005.06782.

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2021Non-Extensive Value-at-Risk Estimation During Times of Crisis. (2020). Tehrani, Reza ; Asadi, Nazanin ; Namaki, Ali ; Hajihasani, Ahmad. In: Papers. RePEc:arx:papers:2005.09036.

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2020Non-concave expected utility optimization with uncertain time horizon: an application to participating life insurance contracts. (2020). Stadje, Mitja ; Nguyen, Thai ; Dehm, Christian. In: Papers. RePEc:arx:papers:2005.13831.

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2020Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target. (2020). Li, Yuying ; Ni, Chendi ; Carroll, Ray ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2006.15384.

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2020Mean-variance-utility portfolio selection with time and state dependent risk aversion. (2020). He, Xin-Jiang ; Yang, Ben-Zhang ; Zhu, Song-Ping. In: Papers. RePEc:arx:papers:2007.06510.

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2020Relative wealth concerns with partial information and heterogeneous priors. (2020). Zhou, Chao ; Su, Xizhi ; Deng, Chao. In: Papers. RePEc:arx:papers:2007.11781.

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2020Uniqueness in Cauchy problems for diffusive real-valued strict local martingales. (2020). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2007.15041.

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2020Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020The importance of dynamic risk constraints for limited liability operators. (2020). Brigo, Damiano ; Armstrong, John ; Lex, A ; Alex, . In: Papers. RePEc:arx:papers:2011.03314.

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2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

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2021Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process. (2021). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2101.03954.

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2021A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675.

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2020Financial frictions and the wealth distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:2013.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Pricing schemes and market efficiency in private retirement systems. (2020). Flanders, Sam ; Nungsari, Melati ; Paradacontzen, Marcela. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:22:y:2020:i:4:p:1041-1068.

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2020Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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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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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2020Macroprudential policy and the role of institutional investors in housing markets. (2020). Muoz, Manuel A. In: Working Paper Series. RePEc:ecb:ecbwps:20202454.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Differences of opinion, institutional bids, and IPO underpricing. (2020). Gao, Shenghao ; Yan, Xuemin ; Meng, Qingbin ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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2020Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270.

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2020Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

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2020Disagreements with noisy signals and asset pricing. (2020). Cheng, Fengchao ; Ma, Chaoqun ; Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992.

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2020Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment. (2020). Huang, Jialiang ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301649.

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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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2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

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2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

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2021Time-consistent portfolio optimization. (2021). Kloeden, Peter E ; Peng, Ling. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:183-193.

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2021The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors. (2021). Forsyth, Peter A ; Dang, Duy-Minh ; van Staden, Pieter M. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:774-792.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605.

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2020Financialization and de-financialization of commodity futures: A quantile regression approach. (2020). Todorova, Neda ; Fan, John Hua ; Bianchi, Robert J. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301164.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall. (2020). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521917301801.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020The financialization of Chinese commodity markets. (2020). Su, Yunpeng ; Pu, Yingjian ; Yang, Baochen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512.

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2020Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

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2020Bubbles and persuasion with uncertainty over market sentiment. (2020). Negrelli, Sara. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:67-85.

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2020Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility. (2020). Wong, Hoi Ying ; Yan, Tingjin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:105-119.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Optimal reinsurance-investment strategy for a dynamic contagion claim model. (2020). Li, Bin ; Landriault, David ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:206-215.

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2020Market risk-based capital requirements, trading activity, and bank risk. (2020). Torna, Gokhan ; Kitsul, Yuriy ; Holod, Dmytro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302054.

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2020A mean-variance benchmark for household portfolios over the life cycle. (2020). Munk, Claus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030100x.

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2021Optimal collective investment: The impact of sharing rules, management fees and guarantees. (2021). Rach, Manuel ; Nguyen, Thai ; Chen, AN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302739.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2020Institutionalization, delegation, and asset prices. (2020). Yang, Liyan ; Qiu, Zhigang ; Huang, Shiyang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301243.

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2020Idea sharing and the performance of mutual funds. (2020). Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2020Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

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2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang. (2021). Zhong, Zhaodong ; Yan, Hongjun ; Wu, Yangru ; Wang, Xinjie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:545-560.

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2020Bayesian inference of the multi-period optimal portfolio for an exponential utility. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Bodnar, Taras ; Bauder, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x1930123x.

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2020Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

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2020Expected prices, futures prices and time-varying risk premiums: The case of copper. (2020). Cortazar, Gonzalo ; Cifuentes, Sebastian ; Schwartz, Eduardo S ; Ortega, Hector. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308576.

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2020Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

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2020Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Lu, Dong ; Li, Yong ; Ding, Ashley ; Huang, Jinbo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300263.

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2020Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty. (2020). Wu, Zhong ; Goh, Mark ; Qu, Shaojian ; Liu, Zhimin ; Ma, Gang ; Huang, Ripeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318680.

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2020Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326.

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2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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2020Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x.

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2020Household stock market participation during the great financial crisis. (2020). Zhou, Jie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:265-275.

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2020Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:74-89.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2020Regime shift, speculation, and stock price. (2020). ZHANG, SHUOXUN ; Qin, Zhenjiang ; Fu, Yishu ; Du, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191931027x.

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2020Does the tea market require a futures contract? Evidence from the Sri Lankan tea market. (2020). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300714.

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2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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2020Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China. (2020). Rogers, John ; Yu, Yang ; Wang, Gang ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1285.

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2021Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Luboš ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Post-Print. RePEc:hal:journl:halshs-02935658.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2021The Financialization of Storable Commodities. (2021). Baker, Steven D. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:471-499.

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2021A Dynamic Mean-Variance Analysis for Log Returns. (2021). Jin, Hanqing ; Dai, Min ; Xu, Yuhong ; Kou, Steven. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1093-1108.

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2020The VaR comparison of the fresh investment toolBITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD VS TRL). (2020). Karahanoglu, Ilhami. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:160-181.

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2020Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws. (2020). Härdle, Wolfgang ; Hardle, Wolfgang K ; Wesselhofft, Niels. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09913-y.

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2020Learning from prices: information aggregation and accumulation in an asset price model. (2020). Berardi, Michele. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2009.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Winners and Losers from Sovereign Debt Inflows. (2020). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando. In: NBER Working Papers. RePEc:nbr:nberwo:27772.

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2020Corporate Governance in the Presence of Active and Passive Delegated Investment. (2020). Malenko, Nadya ; Corum, Adrian Aycan. In: OSF Preprints. RePEc:osf:osfxxx:8n6xj.

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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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paper29
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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2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 29
paper
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints In: Working Papers.
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2010Difference in Interim Performance and Risk Taking with Short-sale Constraints.(2010) In: Working Papers.
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2010Difference in Interim Performance and Risk Taking with Short-Sale Constraints.(2010) In: CEPR Discussion Papers.
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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: 13
article
2013Competition among Portfolio Managers and Asset Specialization In: Working Papers.
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2013Competition among Portfolio Managers and Asset Specialization.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2013Asset Prices and Institutional Investors In: American Economic Review.
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article85
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 85
paper
2016A Model of Financialization of Commodities In: Journal of Finance.
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article100
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 100
paper
2018Belief Dispersion in the Stock Market In: Journal of Finance.
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article9
2017Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 9
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
2019Investor Protection and Asset Prices.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 1
article
2002A Model of Credit Risk, Optimal Policies and Asset Prices In: CEPR Discussion Papers.
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paper6
2005A Model of Credit Risk, Optimal Policies, and Asset Prices.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 6
article
2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
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2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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This paper has another version. Agregated cites: 0
paper
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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This paper has another version. Agregated cites: 3
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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This paper has another version. Agregated cites: 3
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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paper20
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.
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This paper has another version. Agregated cites: 16
paper
2005Risk Management with Benchmarking In: CEPR Discussion Papers.
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paper28
2006Risk Management with Benchmarking.(2006) In: Management Science.
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This paper has another version. Agregated cites: 28
article
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
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paper67
2007Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 67
article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
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paper7
2008Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 7
article
2009Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers.
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paper128
2010Dynamic Mean-Variance Asset Allocation.(2010) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 128
article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
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paper22
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: 22
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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paper
2011Dynamic Hedging in Incomplete Markets: A Simple Solution In: CEPR Discussion Papers.
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paper10
2011Dynamic Hedging in Incomplete Markets: A Simple Solution.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 10
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: 10
article
2009Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 10
paper
1996An Intertemporal Model of International Capital Market Segmentation In: Journal of Financial and Quantitative Analysis.
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article16
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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article15
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: 15
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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article74
2002A comparative study of portfolio insurance In: Journal of Economic Dynamics and Control.
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article18
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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article101
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
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article10
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
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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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paper226
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: 226
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: 226
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: 226
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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This paper has another version. Agregated cites: 2
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
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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.
[Citation analysis]
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.
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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.
[Citation analysis]
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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paper45
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: 45
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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article214
1995A General Equilibrium Model of Portfolio Insurance. In: Review of Financial Studies.
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article63
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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paper0
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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article6

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