Suleyman Basak : Citation Profile

Are you Suleyman Basak?

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

18

H index

26

i10 index

1967

Citations

RESEARCH PRODUCTION:

32

Articles

64

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 72
   Journals where Suleyman Basak has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 37 (1.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba891
   Updated: 2024-01-16    RAS profile: 2022-05-24    
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Relations with other researchers

Works with:

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 (28)

Uppal, Raman (24)

Pavlova, Anna (23)

Rigobon, Roberto (20)

Kaniel, Ron (17)

Yan, Hongjun (17)

Danielsson, Jon (16)

He, Xuezhong (Tony) (16)

Qiu, Zhigang (14)

Jarrow, Robert (13)

Hugonnier, Julien (11)

Cites to:

Detemple, Jerome (40)

Pavlova, Anna (23)

Duffie, Darrell (19)

merton, robert (17)

Abel, Andrew (17)

Obstfeld, Maurice (17)

Uppal, Raman (14)

Mehra, Rajnish (14)

Campbell, John (13)

Rigobon, Roberto (12)

Lucas, Robert (10)

Main data

Where Suleyman Basak has published?

Journals with more than one article published# docs
Review of Financial Studies8
Journal of Economic Dynamics and Control4
Journal of Financial Economics3
Journal of Finance3
Economic Theory2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers21
Working Papers / New Economic School (NES)3
Working Papers / Center for Economic and Financial Research (CEFIR)3

Recent works citing Suleyman Basak (2024 and 2023)

YearTitle of citing document
2023A 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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2023Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553.

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2023Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games. (2021). Pun, Chi Seng ; Lei, Qian . In: Papers. RePEc:arx:papers:2112.14409.

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2023Optimal reinsurance under terminal value constraints. (2022). Steffensen, Mogens ; Lau, Hayden ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2203.16108.

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2023Constrained portfolios in incomplete markets: a dynamic programming approach to Hestons model. (2022). Zagst, Rudi ; Havrylenko, Yevhen ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2208.14152.

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2023Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\er-Lundberg Model. (2022). Pang, Shunzhi ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2211.12168.

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2023Optimal investment under partial observations and robust VaR-type constraint. (2022). Chen, AN ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2212.04394.

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2023Long-term option pricing with a lower reflecting barrier. (2023). Thomas, Guy R. In: Papers. RePEc:arx:papers:2302.05808.

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2023Robust portfolio selection under Recovery Average Value at Risk. (2023). Weber, Stefan ; Pluckebaum, Justin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2303.01167.

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2023A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming. (2023). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: Papers. RePEc:arx:papers:2303.08968.

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2023Mean-variance hybrid portfolio optimization with quantile-based risk measure. (2023). Zhou, KE ; Gao, Jianjun ; Lin, YU ; Wu, Weiping. In: Papers. RePEc:arx:papers:2303.15830.

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2023Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network. (2023). Liu, Bin ; Wei, LU ; Wang, Yixuan ; Hu, Min ; Tan, Zhizhong. In: Papers. RePEc:arx:papers:2303.16532.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2023The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509.

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2023Robust Equilibrium Strategy for Mean-Variance Portfolio Selection. (2023). Zhou, Chao ; Qian, Shuaijie ; Li, Mengge. In: Papers. RePEc:arx:papers:2305.07166.

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2023Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471.

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2023Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market. (2023). Bastani, Ali Foroush ; Alipour, Peyman. In: Papers. RePEc:arx:papers:2305.12539.

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2023Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach. (2023). Wong, Hoi Ying ; Pun, Chi Seng ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.16982.

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2023On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type. (2023). Pun, Chi Seng ; Lei, Qian. In: Papers. RePEc:arx:papers:2307.01986.

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2023Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178.

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2023D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options. (2023). Oosterlee, Cornelis W ; Andersson, Kristoffer. In: Papers. RePEc:arx:papers:2308.10556.

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2023.

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2023Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342.

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2023Linkages between natural gas, fertiliser and cereal prices: A note. (2023). Baek, Jungho ; Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:935-940.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Estimated Impact of Covid-19 on Exchange Rate Risk of Multinational Enterprises Operating in Emerging Markets. (2023). Khazeh, Kashi ; Manakyan, Herman ; Arvi, Leonard. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-4.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2023A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:773-792.

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2023Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. (2023). Yuen, Kam Chuen ; Liang, Zhibin ; Han, Xia ; Yuan, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:581-595.

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2023A unified algorithm framework for mean-variance optimization in discounted Markov decision processes. (2023). Xia, LI ; Ma, Xiaoteng. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1057-1067.

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2023Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

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2023Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory. (2023). Xu, Zuo Quan ; Mi, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:82-105.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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2023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Financialization of commodity markets ten years later. (2023). Wang, Ningli ; Tang, KE ; Kang, Wenjin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes. (2023). Zimper, Alexander. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:125:y:2023:i:c:p:27-41.

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2023Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Lee, Cheng-Few ; Hsieh, Chia-Hsun ; Chen, Hong-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000094.

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2023Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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2023Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

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2023Uniqueness in cauchy problems for diffusive real-valued strict local martingales. (2023). Larsen, Kasper ; Etin, Umut. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118743.

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2023The Financial Origins of Non-Fundamental Risk. (2023). Singh, Sanjay R ; Dogra, Keshav ; Acharya, Sushant. In: Working Paper Series. RePEc:fip:fedfwp:96579.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Capacity Market and Investments in Power Generations: Risk-Averse Decision-Making of Power Producer. (2023). Takashima, Ryuta ; Makimoto, Naoki. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:10:p:4241-:d:1152620.

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2023The Effects of Crude Oil Price Surprises on National Income: Evidence from India. (2023). Babu, Manivannan ; Dana, Leo Paul ; Maniam, Balasundram ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1148-:d:1042450.

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2023.

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2023A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model. (2023). Lindgren, Jussi. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:24-:d:1039021.

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2023Regulation and De-Risking: Theoretical and Empirical Insights. (2023). Gregoriou, Andros ; Haar, Lawrence. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:104-:d:1162304.

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2023Optimizing Portfolios for the BREXIT: An Equity-Commodity Analysis of US, European and BRICS Markets. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068644.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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2023Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints. (2023). Pivnitskaya, Nataliya ; Munir, Qaiser ; Evgeniia, Mikova ; Teplova, Tamara. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09435-y.

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2023Keeping Promises? Mutual Funds’ Investment Objectives and Impact of Carbon Risk Disclosures. (2023). Varma, Abhishek ; Nofsinger, John R. In: Journal of Business Ethics. RePEc:kap:jbuset:v:187:y:2023:i:3:d:10.1007_s10551-022-05264-1.

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2023Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w.

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2023First passage times in portfolio optimization: a novel nonparametric approach. (2023). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w202309.

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William. In: Review of Economic Dynamics. RePEc:red:issued:21-244.

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2023Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. (2023). Salahi, Maziar ; Khodamoradi, Tahereh. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01263-y.

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2023Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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2023Fund Managers’ Competition for Investment Flows Based on Relative Performance. (2023). Ye, Jiaxuan ; Wang, GU. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02221-4.

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2023.

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2023Nash equilibria for relative investors via no-arbitrage arguments. (2023). Goll, Tamara ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:97:y:2023:i:1:d:10.1007_s00186-022-00804-x.

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2023Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models. (2023). Zhang, Yumo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10007-4.

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2023Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. (2023). Tardella, Fabio ; Martino, Manuel L ; Cesarone, Francesco. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00719-x.

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2023The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects. (2023). Patan, Michele ; Anelli, Michele. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:12:y:2023:i:2:f:12_2_1.

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2023Household choices on investing in financial risky assets: Do national institutional factors have their own merit?. (2023). Bouras, Christos ; Apergis, Nicholas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:405-420.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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2023Sentimental Discount Rate Shocks. (2023). Ifrim, Adrian . In: EconStor Preprints. RePEc:zbw:esprep:268363.

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2023.

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Works by Suleyman Basak:

YearTitleTypeCited
2009Strategic Asset Allocation in Money Management In: Working Papers.
[Full Text][Citation analysis]		paper35
2014Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance.
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This paper has nother version. Agregated cites: 35		article
2009Strategic Asset Allocation in Money Management.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 35		paper
2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 35		paper
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints In: Working Papers.
[Full Text][Citation analysis]		paper14
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2010Difference in Interim Performance and Risk Taking with Short-Sale Constraints.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 14		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 nother version. Agregated cites: 14		article
2013Competition among Portfolio Managers and Asset Specialization In: Working Papers.
[Full Text][Citation analysis]		paper4
2013Competition among Portfolio Managers and Asset Specialization.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2013Asset Prices and Institutional Investors In: American Economic Review.
[Full Text][Citation analysis]		article136
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 136		paper
2016A Model of Financialization of Commodities In: Journal of Finance.
[Full Text][Citation analysis]		article217
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 217		paper
2018Belief Dispersion in the Stock Market In: Journal of Finance.
[Full Text][Citation analysis]		article47
2017Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 47		paper
1999Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two?Country Dynamic Monetary Equilibrium In: Mathematical Finance.
[Full Text][Citation analysis]		article23
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.
[Citation analysis]
This paper has nother version. Agregated cites: 23		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.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
1998Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium.(1998) In: Weiss Center Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
Capital Market Equilibrium with Differential Taxation In: GSIA Working Papers.
[Full Text][Citation analysis]		paper12
1998Capital Market Equilibrium with Differential Taxation.(1998) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2003Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance.
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This paper has nother version. Agregated cites: 12		article
2018Option Prices and Costly Short-Selling In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Option prices and costly short-selling.(2019) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 4		article
2019Investor Protection and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2019Investor protection and asset prices.(2019) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 3		paper
2019Investor Protection and Asset Prices.(2019) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 3		article
2020Security Design with Status Concerns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2020Security design with status concerns.(2020) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 3		article
2002A Model of Credit Risk, Optimal Policies and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2005A Model of Credit Risk, Optimal Policies, and Asset Prices.(2005) In: The Journal of Business.
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This paper has nother version. Agregated cites: 6		article
2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2003MONOPOLY POWER AND THE FIRMS VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2004Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2005Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies.(2005) In: Studies in Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 5		chapter
2003International Good Market Segmentation and Financial Market Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2004Asset Prices with Heterogenous Beliefs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2004On the Role of Arbitrageurs in Rational Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper25
2006On the role of arbitrageurs in rational markets.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2005Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
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 nother version. Agregated cites: 18		paper
2003Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 18		paper
2005Risk Management with Benchmarking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper101
2007Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 101		article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2008Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 10		article
2009Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper186
2010Dynamic Mean-Variance Asset Allocation.(2010) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 186		article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2010Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion.(2010) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2011Dynamic Hedging in Incomplete Markets: A Simple Solution In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2012Dynamic Hedging in Incomplete Markets: A Simple Solution.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2009Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers.
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This paper has nother version. Agregated cites: 18		paper
1996An Intertemporal Model of International Capital Market Segmentation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article16
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.
[Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2000A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article98
2002A comparative study of portfolio insurance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article21
2007International good market segmentation and financial innovation In: Journal of International Economics.
[Full Text][Citation analysis]		article2
2005Asset pricing with heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article128
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2001Non-linear taxation, tax-arbitrage and equilibrium asset prices In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article5
1999Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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 nother version. Agregated cites: 5		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.
[Full Text][Citation analysis]		paper316
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 316		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 nother version. Agregated cites: 316		paper
2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 316		article
2001A General Equilibrium Model of Portfolio Insurance (Reprint 053) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1993A General Equilibrium Model of Portfolio Insurance..(1993) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother 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.
[Citation analysis]		paper2
1997An Equilibrium Model with Restricted Stock Market Participation (Reprint 066).(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother 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.
[Citation analysis]		paper0
1997A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk.(1997) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1998Capital Market Equilibrium with Mispricing and Arbitrage Activity In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		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 nother 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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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]		paper1
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1995An Intertemporal Model of Segmentation (Reprint 056) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1995An Intertemporal Model of Segmentation (Reprint 056).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1999Equilibrium Mispricing in a Capital Market with Portfolio Constraints In: Rodney L. White Center for Financial Research Working Papers.
[Full Text][Citation analysis]		paper62
2000Equilibrium Mispricing in a Capital Market with Portfolio Constraints..(2000) In: Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 62		article
2006Risk Management with Benchmarking In: Management Science.
[Full Text][Citation analysis]		article31
2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
[Full Text][Citation analysis]		paper0
1998An Equilibrium Model with Restricted Stock Market Participation. In: Review of Financial Studies.
[Citation analysis]		article255
1995A General Equilibrium Model of Portfolio Insurance. In: Review of Financial Studies.
[Full Text][Citation analysis]		article78
2006Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper2
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper0
2016A Theory of Operational Risk In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper3
1997Consumption choice and asset pricing with a non-price-taking agent In: Economic Theory.
[Full Text][Citation analysis]		article10

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