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

1946

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: 198.    Total self citations: 37 (1.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba891
   Updated: 2023-11-04    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 (24)

Uppal, Raman (24)

Pavlova, Anna (23)

Rigobon, Roberto (20)

Yan, Hongjun (17)

He, Xuezhong (Tony) (16)

Danielsson, Jon (16)

Qiu, Zhigang (14)

Kaniel, Ron (14)

Jarrow, Robert (13)

Baptista, Alexandre (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
Journal of Banking & Finance2
Economic Theory2

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

Recent works citing Suleyman Basak (2023 and 2022)

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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2022Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors. (2022). Sotes-Paladino, Juan ; Roche, Herve. In: Working Papers. RePEc:aoz:wpaper:205.

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2022A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2022On the equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (2020). Zhang, Fangyuan ; Stadje, Mitja ; Chen, AN. In: Papers. RePEc:arx:papers:2002.02229.

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2022Uniqueness in Cauchy problems for diffusive real-valued strict local martingales. (2020). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2007.15041.

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2022Robust Portfolio Selection Problems: A Comprehensive Review. (2021). Ghasemi, Alireza ; Saif, Ahmed ; Ghahtarani, Alireza . In: Papers. RePEc:arx:papers:2103.13806.

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2022Risk Concentration and the Mean-Expected Shortfall Criterion. (2021). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2108.05066.

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2022Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms. (2021). Yu, Xun ; Jia, Yanwei. In: Papers. RePEc:arx:papers:2111.11232.

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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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2022Optimal brokerage contracts in Almgren-Chriss model with multiple clients. (2022). Webster, Kevin ; Nadtochiy, Sergey ; Alvarez, Guillermo Alonso. In: Papers. RePEc:arx:papers:2204.05403.

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2022Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models. (2022). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2205.15905.

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2022Trading constraints in continuous-time Kyle models. (2022). Larsen, Kasper ; Kwon, Heeyoung ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2206.08117.

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2022Existence of an equilibrium with limited participation. (2022). Weston, Kim. In: Papers. RePEc:arx:papers:2206.12399.

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2022Constrained 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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2022Optimal 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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2022The Financial Origins of Non-fundamental Risk. (2022). Singh, Sanjay ; Dogra, Keshav ; Acharya, Sushant. In: Staff Working Papers. RePEc:bca:bocawp:22-4.

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2022Do Heterogeneous Beliefs Matter to Post?announcement Informed Trading?. (2022). Chen, Tao ; Karathanasopoulos, Andreas. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:714-741.

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2022Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765.

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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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2022Financial investments and commodity prices. (2022). Xu, David Xiaoyu ; Qiu, Zhigang ; Liu, Peng. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:637-661.

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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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2022Commodity Financialization and Information Transmission. (2022). Yang, Liyan ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2613-2667.

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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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2022Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516.

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2022Real estate as a new equity market sector: Market responses and return comovement. (2022). Xu, Xiaoqing Eleanor ; Xie, Kangzhen ; Tang, Hongfei . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:431-467.

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2022Is the Tracking Error Time-Varying? Evidence from Agricultural ETCs. (2022). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Working Papers in Economics. RePEc:cbt:econwp:22/13.

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2022Inattentive Price Discovery in ETFs. (2022). Mikhalishchev, Sergei ; Kosar, Mariia. In: CERGE-EI Working Papers. RePEc:cer:papers:wp735.

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2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

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2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

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2022Global Drivers and Macroeconomic Volatility in EMEs: a Dynamic Factor, General Equilibrium Perspective. (2022). Garcia, Benjamin ; Wlasiuk, Juan Marcos ; Paillacar, Manuel ; Lorca, Jorge ; Fuentes, Miguel ; Fernandez, Andres ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:963.

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2022Foreign bias in equity portfolios: Informational advantage or familiarity bias?. (2022). Vanpe, Rosanne ; Sercu, Piet ; Cooper, Ian ; Boermans, Martijn . In: Working Papers. RePEc:dnb:dnbwpp:742.

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2022Business Cycles with Cyclical Returns to Scale. (2022). Kim, Ryan ; Hyun, Jay ; Lee, Byoungchan. In: ISER Discussion Paper. RePEc:dpr:wpaper:1178.

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2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

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2022On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5.

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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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2022Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models.. (2022). Escobar-Anel, Marcos ; Zhu, Yichen. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s009630032100919x.

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2022Corporate hedging and the variance of stock returns. (2022). Brownlees, Christian ; Ippolito, Filippo ; Biguri, Kizkitza. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002698.

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2022Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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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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2022Risk pooling, intermediation efficiency, and the business cycle. (2022). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002044.

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2022Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059.

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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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2022Heterogenous beliefs with sentiments and asset pricing. (2022). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001590.

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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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2022A score statistic for testing the presence of a stochastic trend in conditional variances. (2022). LINTON, OLIVER ; Sun, Jiajing ; McCabe, Brendan ; Hong, Yongmiao. In: Economics Letters. RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000660.

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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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2022Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781.

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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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2022Other peoples money: A comparison of institutional investors. (2022). Sensoy, Ahmet ; Ozdamar, Melisa ; Omole, John ; Eraslan, Veysel. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000310.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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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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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2022Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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2022The dynamic impact among oil dependence volatility, the quality of political institutions, and government spending. (2022). Zhu, Xiaoxian ; Pazouki, Azadeh. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005126.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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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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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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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022Systemic risk of commodity markets: A dynamic factor copula approach. (2022). Ouyang, Ruolan ; Zhao, Yang ; Fang, YI ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200165x.

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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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2022Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets. (2022). Lee, Soonhee ; Bae, Kwangil. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100249x.

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2022Extreme risk spillover between crude oil price and financial factors. (2022). Ji, Qiang ; Fan, Ying ; Zhao, Wan-Li. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003457.

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2022The impact of oil price shocks on the risk-return relation in the Chinese stock market. (2022). Yue, Wei ; Xiao, Jihong ; Zhang, Minzhi ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001003.

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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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2022Risk shifting and regulatory arbitrage: Evidence from operational risk. (2022). Ebrahim, Alireza ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001212.

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2022Risk premia, asset price bubbles, and monetary policy. (2022). Lamichhane, Sujan ; Jarrow, Robert. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200033x.

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2022Mutual fund tournaments and fund Active Share. (2022). Tong, Lin ; Tiwari, Ashish ; Li, Wei C. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s1572308922001048.

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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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2022Small innovators: No risk, No return. (2022). Yavuz, Deniz M ; Woeppel, Michael ; Stoffman, Noah. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000155.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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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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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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2022Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315.

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2022On index investing. (2022). Ringgenberg, Matthew C ; Heath, Davidson ; Coles, Jeffrey L. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:665-683.

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More than 100 citations found, this list is not complete...

Works by Suleyman Basak:

YearTitleTypeCited
2009Strategic Asset Allocation in Money Management In: Working Papers.
[Full Text][Citation analysis]		paper34
2014Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance.
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2009Strategic Asset Allocation in Money Management.(2009) In: Working Papers.
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2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 34		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.
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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
2013Asset Prices and Institutional Investors In: American Economic Review.
[Full Text][Citation analysis]		article135
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 135		paper
2016A Model of Financialization of Commodities In: Journal of Finance.
[Full Text][Citation analysis]		article205
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 205		paper
2018Belief Dispersion in the Stock Market In: Journal of Finance.
[Full Text][Citation analysis]		article44
2017Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		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 another 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 another 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 another 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 another version. Agregated cites: 12		paper
2003Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance.
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This paper has another 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 another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2019Investor Protection and Asset Prices.(2019) In: Review of Financial Studies.
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This paper has another 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.
[Full Text][Citation analysis]
This paper has another 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 another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
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This paper has another version. Agregated cites: 0		paper
2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
[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 another 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 another 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 another 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 another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2003Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2009Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper184
2010Dynamic Mean-Variance Asset Allocation.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 184		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 another 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 another version. Agregated cites: 18		article
2009Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another 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 another 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 another version. Agregated cites: 5		paper
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 another 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]		paper315
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 another version. Agregated cites: 315		paper
1999Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers.
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This paper has another version. Agregated cites: 315		paper
2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 315		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 another version. Agregated cites: 0		paper
2001An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) In: Rodney L. White Center for Financial Research Working Papers.
[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 another version. Agregated cites: 2		paper
1997A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk. In: Rodney L. White Center for Financial Research Working Papers.
[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 another 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 another version. Agregated cites: 0		paper
1995Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper0
1995Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062).(1995) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another 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 another 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 another version. Agregated cites: 0		paper
1999Equilibrium Mispricing in a Capital Market with Portfolio Constraints In: Rodney L. White Center for Financial Research Working Papers.
[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 another 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]		article77
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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