Anna Pavlova : Citation Profile


Are you Anna Pavlova?

London Business School (LBS)

10

H index

11

i10 index

965

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 38
   Journals where Anna Pavlova has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 20 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa810
   Updated: 2024-01-16    RAS profile: 2023-03-12    
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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 Anna Pavlova.

Is cited by:

Coeurdacier, Nicolas (39)

Vayanos, Dimitri (29)

Schmukler, Sergio (21)

Broner, Fernando (19)

Williams, Tomas (16)

Rey, Helene (16)

Kaniel, Ron (14)

Basak, Suleyman (14)

Kollmann, Robert (13)

Martin, Philippe (12)

Goutte, Stéphane (12)

Cites to:

Basak, Suleyman (24)

Rigobon, Roberto (21)

Detemple, Jerome (18)

Kaminsky, Graciela (17)

Reinhart, Carmen (17)

Obstfeld, Maurice (16)

Lane, Philip (12)

Vayanos, Dimitri (10)

Abel, Andrew (10)

Milesi-Ferretti, Gian Maria (9)

Lucas, Robert (9)

Main data


Where Anna Pavlova has published?


Journals with more than one article published# docs
Review of Financial Studies2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
NBER Working Papers / National Bureau of Economic Research, Inc7
Econometric Society 2004 North American Winter Meetings / Econometric Society2

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

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2023How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews. (2023). Takaoka, Sumiko ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1111.

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2023.

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2023.

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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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2023The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189.

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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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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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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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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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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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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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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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2023International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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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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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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2023Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357.

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2023The ESG rating, spillover of ESG ratings, and stock return: Evidence from Chinese listed firms. (2023). Zhang, Xuan ; Hao, Xinyao ; Guo, Hui ; Li, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001622.

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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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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2023Dependency of Islamic bank rates on conventional rates in a dual banking system: A trade-off between religious and economic fundamentals. (2023). Hassan, M. Kabir ; Saeed, Shifa Mohamed ; Rashid, Mamunur ; Abdeljawad, Islam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1003-1021.

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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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2023Asset management as creator of market inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118540.

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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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2023Fund Flows and Asset Prices: A Baseline Model. (2011). Vayanos, Dimitri ; Woolley, Paul . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp667.

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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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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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2023Asset Management as Creator of Market Inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:51:y:2023:i:1:d:10.1007_s11293-023-09769-6.

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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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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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2023Optimal policy under dollar pricing. (2023). Mukhin, Dmitry ; Egorov, Konstantin. In: SAFE Working Paper Series. RePEc:zbw:safewp:377.

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2023.

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Works by Anna Pavlova:


YearTitleTypeCited
2013Asset Prices and Institutional Investors In: American Economic Review.
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article133
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 133
paper
2016A Model of Financialization of Commodities In: Journal of Finance.
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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
Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty In: Penn CARESS Working Papers.
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paper0
1997On Trees and Logs In: Penn CARESS Working Papers.
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paper21
2004On trees and logs.(2004) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 21
article
2003ON TREES AND LOGS.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 21
paper
2002On Trees and Logs.(2002) In: Working papers.
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This paper has nother version. Agregated cites: 21
paper
2000On Trees and Logs.(2000) In: CARESS Working Papres.
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This paper has nother version. Agregated cites: 21
paper
2018The Benchmark Inclusion Subsidy In: CEPR Discussion Papers.
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paper12
2021The benchmark inclusion subsidy.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 12
article
2018The Benchmark Inclusion Subsidy.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 12
paper
2002A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers.
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paper0
2003A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers.
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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.
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paper5
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 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.
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This paper has nother version. Agregated cites: 5
article
2005Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers.
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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
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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
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2005Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers.
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paper7
2005Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
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paper109
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: 109
article
2006Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers.
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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
2008The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers.
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paper111
2008The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 111
article
2011International Macro-Finance In: CEPR Discussion Papers.
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paper7
2010International Macro-Finance.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2004Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings.
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paper236
2003Asset Prices and Exchange Rates.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 236
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2004Asset Prices and Exchange Rates.(2004) In: Working papers.
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This paper has nother version. Agregated cites: 236
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2003Asset Prices and Exchange Rates.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 236
paper
2007Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 236
article
2010An asset-pricing view of external adjustment In: Journal of International Economics.
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article53
2007An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 53
paper
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
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article14
2002Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty In: Working papers.
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paper4
2003ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY.(2003) In: Working papers.
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This paper has nother version. Agregated cites: 4
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1999Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty.(1999) In: CARESS Working Papres.
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This paper has nother version. Agregated cites: 4
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2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
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paper0
2020Is There Too Much Benchmarking in Asset Management? In: NBER Working Papers.
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paper3
2022ESG Confusion and Stock Returns: Tackling the Problem of Noise In: NBER Working Papers.
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paper3
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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2011Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers.
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paper0
2018Benchmarking Asset Managers In: 2018 Meeting Papers.
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paper0

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