10
H index
11
i10 index
965
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa810 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Review of Financial Studies | 2 |
Journal of Economic Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 11 |
NBER Working Papers / National Bureau of Economic Research, Inc | 7 |
Econometric Society 2004 North American Winter Meetings / Econometric Society | 2 |
Year | Title of citing document |
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2023 | A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675. Full description at Econpapers || Download paper |
2023 | Futures 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. Full description at Econpapers || Download paper |
2023 | Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Linkages 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. Full description at Econpapers || Download paper |
2023 | The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Random 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. Full description at Econpapers || Download paper |
2023 | Co-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. Full description at Econpapers || Download paper |
2023 | Who 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2023 | Option 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. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2023 | Schumpeterian 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. Full description at Econpapers || Download paper |
2023 | Origins 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. Full description at Econpapers || Download paper |
2023 | Institutional 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. Full description at Econpapers || Download paper |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Financialization 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. Full description at Econpapers || Download paper |
2023 | Microstructure 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Explaining 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. Full description at Econpapers || Download paper |
2023 | Oil–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. Full description at Econpapers || Download paper |
2023 | Cointegration 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Conflict 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Connectedness 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Dependency 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. Full description at Econpapers || Download paper |
2023 | Volatility 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. Full description at Econpapers || Download paper |
2023 | Asset management as creator of market inefficiency. (2023). Woolley, Paul ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118540. Full description at Econpapers || Download paper |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper |
2023 | Fund Flows and Asset Prices: A Baseline Model. (2011). Vayanos, Dimitri ; Woolley, Paul . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp667. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Optimizing 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. Full description at Econpapers || Download paper |
2023 | Asset 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. Full description at Econpapers || Download paper |
2023 | Fund 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The “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. Full description at Econpapers || Download paper |
2023 | Household 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. Full description at Econpapers || Download paper |
2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper |
2023 | Contemporaneous 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. Full description at Econpapers || Download paper |
2023 | Wisdom 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. Full description at Econpapers || Download paper |
2023 | Optimal policy under dollar pricing. (2023). Mukhin, Dmitry ; Egorov, Konstantin. In: SAFE Working Paper Series. RePEc:zbw:safewp:377. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Asset Prices and Institutional Investors In: American Economic Review. [Full Text][Citation analysis] | article | 133 |
2012 | Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2016 | A Model of Financialization of Commodities In: Journal of Finance. [Full Text][Citation analysis] | article | 217 |
2015 | A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 217 | paper | |
Adjustment Costs, Learning-by-Doing Technology Adoption under Uncertainty In: Penn CARESS Working Papers. [Full Text][Citation analysis] | paper | 0 | |
1997 | On Trees and Logs In: Penn CARESS Working Papers. [Full Text][Citation analysis] | paper | 21 |
2004 | On trees and logs.(2004) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2003 | ON TREES AND LOGS.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2002 | On Trees and Logs.(2002) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2000 | On Trees and Logs.(2000) In: CARESS Working Papres. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2018 | The Benchmark Inclusion Subsidy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2021 | The benchmark inclusion subsidy.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2018 | The Benchmark Inclusion Subsidy.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2002 | A Dynamic Model with Import Quota Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | A Dynamic Model with Import Quota Constraints.(2004) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2002 | Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | MONOPOLY 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 | |
2004 | Monopoly 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 | |
2005 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2004 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2004) In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2003 | Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2005 | Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2006 | Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 109 |
2007 | Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | article | |
2006 | Multiplicity in General Financial Equilibrium with Portfolio Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | Multiplicity in general financial equilibrium with portfolio constraints.(2008) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 111 |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
2011 | International Macro-Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | International Macro-Finance.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2004 | Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 236 |
2003 | Asset Prices and Exchange Rates.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2004 | Asset Prices and Exchange Rates.(2004) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2003 | Asset Prices and Exchange Rates.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | paper | |
2007 | Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | article | |
2010 | An asset-pricing view of external adjustment In: Journal of International Economics. [Full Text][Citation analysis] | article | 53 |
2007 | An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2008 | Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2002 | Adjustment Costs, Learning-by-Doing, and Technology Adoption Under Uncertainty In: Working papers. [Full Text][Citation analysis] | paper | 4 |
2003 | ADJUSTMENT COSTS, LEARNING-BY-DOING, AND TECHNOLOGY ADOPTION UNDER UNCERTAINTY.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1999 | Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty.(1999) In: CARESS Working Papres. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2004 | Monopoly Power and the Firm€ٳ Valuation: In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Is There Too Much Benchmarking in Asset Management? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | ESG Confusion and Stock Returns: Tackling the Problem of Noise In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 2 |
2006 | Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
2011 | Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2018 | Benchmarking Asset Managers In: 2018 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
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