Dmitry Makarov : Citation Profile

Are you Dmitry Makarov?

National Research University Higher School of Economics (HSE)

4

H index

2

i10 index

62

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 5
   Journals where Dmitry Makarov has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 6 (8.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma2033
   Updated: 2023-01-28    RAS profile: 2021-11-10    
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Relations with other researchers

Works with:

Basak, Suleyman (2)

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

Is cited by:

Spataro, Luca (4)

Corsini, Lorenzo (4)

Qiu, Zhigang (3)

Kaniel, Ron (2)

Tsionas, Mike (2)

Anthropelos, Michail (2)

Kurlat, Pablo (2)

Tang, Ke (2)

Curatola, Giuliano (2)

La Spada, Gabriele (2)

Holmen, Martin (2)

Cites to:

Abel, Andrew (12)

Basak, Suleyman (7)

Sciubba, Emanuela (6)

merton, robert (5)

Kaniel, Ron (5)

Goriaev, Alexei (4)

Ait-Sahalia, Yacine (4)

Ellison, Glenn (3)

Prat, Andrea (3)

Palomino, Frederic (3)

Pavlova, Anna (3)

Main data

Where Dmitry Makarov has published?

Working Papers Series with more than one paper published# docs
Working Papers / Center for Economic and Financial Research (CEFIR)3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / New Economic School (NES)3

Recent works citing Dmitry Makarov (2022 and 2021)

YearTitle of citing document
2022Carrot and Stick: A Role for Benchmark-Adjusted Compensation in Active Fund Management. (2022). Zapatero, Fernando ; Sotes-Paladino, Juan. In: Working Papers. RePEc:aoz:wpaper:133.

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2021Non-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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2021$N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction. (2021). Zariphopoulou, Thaleia ; Hu, Ruimeng. In: Papers. RePEc:arx:papers:2106.00581.

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2022Price Interpretability of Prediction Markets: A Convergence Analysis. (2022). Wang, Zizhuo ; Wu, Weiping ; Gao, Jianjun ; Yu, Dian. In: Papers. RePEc:arx:papers:2205.08913.

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2022Competition and equilibrium effort choice. (2022). Xu, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000367.

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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2021Optimal portfolio under ambiguous ambiguity. (2021). Makarov, Dmitry. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000428.

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2021Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Guo, Meixin ; Carpio, Ronaldo ; Pyun, Ju Hyun ; Liu, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583.

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2022Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300.

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2022Strategic risk-taking in dynamic contests. (2022). Usvitskiy, Alexander. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:511-534.

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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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2021Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model. (2021). Tsionas, Mike ; mamatzakis, emmanuel. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03691-9.

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Works by Dmitry Makarov:

YearTitleTypeCited
2009Strategic Asset Allocation in Money Management In: Working Papers.
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2014Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance.
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This paper has another version. Agregated cites: 32		article
2009Strategic Asset Allocation in Money Management.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 32		paper
2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 32		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 another version. Agregated cites: 14		paper
2010Difference in Interim Performance and Risk Taking with Short-Sale Constraints.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another 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 another 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 another version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2010A note on wealth effect under CARA utility In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2020Optimal portfolio under ambiguous ambiguity In: MPRA Paper.
[Full Text][Citation analysis]		paper0

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