18
H index
26
i10 index
2132
Citations
Centre for Economic Policy Research (CEPR) (10% share) | 18 H index 26 i10 index 2132 Citations RESEARCH PRODUCTION: 34 Articles 68 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Suleyman Basak. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Financial Studies | 9 |
Journal of Finance | 4 |
Journal of Economic Dynamics and Control | 4 |
Journal of Financial Economics | 3 |
Journal of Banking & Finance | 2 |
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 | 21 |
Working Papers / New Economic School (NES) | 3 |
Working Papers / Center for Economic and Financial Research (CEFIR) | 3 |
Year | Title of citing document | |
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2024 | Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Hestons model. (2024). Escobar Anel, Marcos ; Havrylenko, Yevhen ; Zagst, Rudi ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2208.14152. Full description at Econpapers || Download paper | |
2024 | Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model. (2024). Liang, Zongxia ; Pang, Shunzhi. In: Papers. RePEc:arx:papers:2211.12168. Full description at Econpapers || Download paper | |
2024 | Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2024). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers || Download paper | |
2025 | Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach. (2025). Wong, Hoi Ying ; Pun, Chi Seng ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.16982. Full description at Econpapers || Download paper | |
2024 | Dynamic portfolio selection under generalized disappointment aversion. (2024). Liang, Zongxia ; Wang, Sheng ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2401.08323. Full description at Econpapers || Download paper | |
2024 | Existence of an equilibrium with limited stock market participation and power utilities. (2024). Guasoni, Paolo ; Larsen, Kasper ; Leoni, Giovanni. In: Papers. RePEc:arx:papers:2402.07185. Full description at Econpapers || Download paper | |
2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper | |
2024 | Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475. Full description at Econpapers || Download paper | |
2024 | Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Liang, Zongxia ; Ye, QI. In: Papers. RePEc:arx:papers:2405.08822. Full description at Econpapers || Download paper | |
2024 | Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs. (2024). Anthropelos, Michail ; Stefanakis, Constantinos. In: Papers. RePEc:arx:papers:2405.14418. Full description at Econpapers || Download paper | |
2024 | Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448. Full description at Econpapers || Download paper | |
2025 | Mean-Variance Optimization for Participating Life Insurance Contracts. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2407.11761. Full description at Econpapers || Download paper | |
2024 | Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time. (2024). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2407.16525. Full description at Econpapers || Download paper | |
2024 | On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework. (2024). Colaneri, Katia ; Oliva, Immacolata ; Mancinelli, Daniele. In: Papers. RePEc:arx:papers:2407.21148. Full description at Econpapers || Download paper | |
2024 | The mean-variance portfolio selection based on the average and current profitability of the risky asset. (2024). Li, YU ; Wu, Yuhan ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2408.07969. Full description at Econpapers || Download paper | |
2024 | Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914. Full description at Econpapers || Download paper | |
2024 | Constrained portfolio optimization in a life-cycle model. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20060. Full description at Econpapers || Download paper | |
2024 | Optimal life insurance and annuity decision under money illusion. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20128. Full description at Econpapers || Download paper | |
2024 | A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging. (2024). Wu, YI ; Xiao, BO ; Zhou, Xiang ; Peng, Xianhua. In: Papers. RePEc:arx:papers:2411.09659. Full description at Econpapers || Download paper | |
2025 | An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. (2025). Xia, Jianming ; Wang, Sheng ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2412.02446. Full description at Econpapers || Download paper | |
2025 | A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations. (2025). Pun, Chi Seng ; Lei, Qian. In: Papers. RePEc:arx:papers:2412.19236. Full description at Econpapers || Download paper | |
2024 | Quantiles under ambiguity and risk sharing. (2024). Liu, Peng ; Wang, Ruodu ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2412.19546. Full description at Econpapers || Download paper | |
2025 | On consistency of optimal portfolio choice for state-dependent exponential utilities. (2025). De Donno, Marzia ; Berton, Edoardo ; Maggis, Marco. In: Papers. RePEc:arx:papers:2501.01748. Full description at Econpapers || Download paper | |
2025 | Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173. Full description at Econpapers || Download paper | |
2025 | Framework for asset-liability management with fixed-term securities. (2025). Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2502.19213. Full description at Econpapers || Download paper | |
2025 | Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340. Full description at Econpapers || Download paper | |
2025 | Radner equilibrium with population growth. (2025). Weston, Kim ; Choi, Jinhyuk. In: Papers. RePEc:arx:papers:2504.18009. Full description at Econpapers || Download paper | |
2024 | Risk concentration and the mean‐expected shortfall criterion. (2024). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:819-846. Full description at Econpapers || Download paper | |
2025 | Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114. Full description at Econpapers || Download paper | |
2024 | Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544. Full description at Econpapers || Download paper | |
2024 | How asset transformation matters for the fate of technology-led banks?. (2024). Lamani, Viola ; Bedu, Nicolas ; Miera, Maxence. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00328. Full description at Econpapers || Download paper | |
2024 | Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets. (2024). Chen, Shu ; Wang, Jiaqi ; Yang, Xiaolan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001718. Full description at Econpapers || Download paper | |
2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper | |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
2024 | Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688. Full description at Econpapers || Download paper | |
2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper | |
2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper | |
2024 | Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; van Staden, Pieter M ; Forsyth, Peter A. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800. Full description at Econpapers || Download paper | |
2024 | Robo-advising: Optimal investment with mismeasured and unstable risk preferences. (2024). Keffert, Henk. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:378-392. Full description at Econpapers || Download paper | |
2025 | The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343. Full description at Econpapers || Download paper | |
2025 | Time-consistent asset allocation for risk measures in a Lévy market. (2025). Stadje, Mitja ; Fiessinger, Felix. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:676-695. Full description at Econpapers || Download paper | |
2024 | Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Zhao, LU ; Wang, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141. Full description at Econpapers || Download paper | |
2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper | |
2024 | The 2008 short-selling ban’s impact on tail risk. (2024). Bostandzic, Denefa ; Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677. Full description at Econpapers || Download paper | |
2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
2024 | The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499. Full description at Econpapers || Download paper | |
2024 | Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers || Download paper | |
2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper | |
2024 | The sources of portfolio volatility and mutual fund performance. (2024). Vafai, Nima ; Rakowski, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x. Full description at Econpapers || Download paper | |
2024 | Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279. Full description at Econpapers || Download paper | |
2024 | Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947. Full description at Econpapers || Download paper | |
2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper | |
2024 | Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970. Full description at Econpapers || Download paper | |
2024 | Can ChatGPT improve investment decisions? From a portfolio management perspective. (2024). Lee, Jaewook ; Ko, Hyungjin. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s154461232400463x. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905. Full description at Econpapers || Download paper | |
2024 | A mean field game approach to optimal investment and risk control for competitive insurers. (2024). Wang, Shihua ; Bo, Lijun ; Zhou, Chao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:202-217. Full description at Econpapers || Download paper | |
2024 | On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization. (2024). Stadje, Mitja ; Zhang, Fangyuan ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:114-129. Full description at Econpapers || Download paper | |
2024 | ESG and aggregate disagreement. (2024). Farag, Hisham ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000386. Full description at Econpapers || Download paper | |
2024 | Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301. Full description at Econpapers || Download paper | |
2024 | Local peer influence on dividend payout decisions. (2024). Lancheros, Sandra ; Cave, Joshua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001237. Full description at Econpapers || Download paper | |
2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Anthropelos, Michail ; Kardaras, Constantinos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper | |
2024 | Arbitrage with financial constraints and market power. (2024). Fardeau, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000310. Full description at Econpapers || Download paper | |
2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper | |
2024 | Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433. Full description at Econpapers || Download paper | |
2024 | Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834. Full description at Econpapers || Download paper | |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047. Full description at Econpapers || Download paper | |
2024 | Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072. Full description at Econpapers || Download paper | |
2024 | Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414. Full description at Econpapers || Download paper | |
2024 | A monotone numerical integration method for mean–variance portfolio optimization under jump-diffusion models. (2024). Zhang, Hanwen ; Dang, Duy-Minh. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:112-140. Full description at Econpapers || Download paper | |
2024 | Comomentum in China: Inferring arbitrage activity from return correlation. (2024). Ruan, Xinfeng ; Yue, Tian ; Huang, Jiexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001021. Full description at Econpapers || Download paper | |
2024 | Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246. Full description at Econpapers || Download paper | |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper | |
2024 | A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Lyu, Yang ; Zhang, Xiaoqi ; Zhou, Wenyuan ; Fu, Jie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283. Full description at Econpapers || Download paper | |
2024 | Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper | |
2024 | Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37. Full description at Econpapers || Download paper | |
2024 | Agricultural commodities market reaction to COVID-19. (2024). Iuga, Iulia ; Mudakkar, Syeda Rabab ; Dragolea, Larisa Loredana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801. Full description at Econpapers || Download paper | |
2024 | Extreme Connectedness Across Chinese Stock and Commodity Futures Markets. (2024). Mensi, Walid ; Roudari, Soheil ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ahmadian-Yazdi, Farzaneh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000928. Full description at Econpapers || Download paper | |
2024 | The drivers and implications of retail margin trading. (2024). He, Zhiguo ; Bian, Jiangze ; Lou, Dong ; Da, Zhi ; Zhou, Hao ; Shue, Kelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126110. Full description at Econpapers || Download paper | |
2024 | Financial Market Stress and Commodity Returns: A Dynamic Approach. (2024). Adhikari, Ramesh ; Putnam, Kyle J. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:4-61:d:1325163. Full description at Econpapers || Download paper | |
2024 | Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713. Full description at Econpapers || Download paper | |
2024 | Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility. (2024). Espinosa-Cristia, Juan Felipe ; Lay, Nelson ; Feregrino, Jorge ; del Rosario, Mara. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:121-:d:1536071. Full description at Econpapers || Download paper | |
2024 | Dynamic Mean–Variance Portfolio Optimization with Value-at-Risk Constraint in Continuous Time. (2024). Wu, Weiping ; Wang, Tongyao ; Pan, Qitong ; Zhou, KE ; Gao, Jianjun. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2268-:d:1439159. Full description at Econpapers || Download paper | |
2024 | Emergency Logistics Facilities Location Dual-Objective Modeling in Uncertain Environments. (2024). Ji, Ying ; Ma, Yifan ; Xu, Fang ; Liu, Chang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1361-:d:1334155. Full description at Econpapers || Download paper | |
2024 | Editorial for the special issue of the journal of banking & finance on asset pricing and factor investing. (2024). Miffre, Joelle ; Galariotis, Emilios ; Sevi, Benoit. In: Post-Print. RePEc:hal:journl:hal-04528748. Full description at Econpapers || Download paper | |
2024 | Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method. (2024). Zhang, Jianliang ; Yang, Xingyu ; Li, Jiahao. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10430-2. Full description at Econpapers || Download paper | |
2024 | Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning. (2024). Lin, Shih-Kuei ; Liao, Szu-Lang ; Kuang, Xian-Ji ; Chen, Ting-Fu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10509-w. Full description at Econpapers || Download paper | |
2025 | Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5. Full description at Econpapers || Download paper | |
2025 | Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model. (2025). Tian, Boping. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10592-7. Full description at Econpapers || Download paper | |
2025 | A model of contagion without trading relations. (2025). Das, Pranab ; Rohit, Allena ; Basak, Gopal K. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00637-5. Full description at Econpapers || Download paper | |
2024 | Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion. (2024). Sirmans, Stacy G ; Letdin, Mariya. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09920-1. Full description at Econpapers || Download paper | |
2024 | The Who and How of Hedge Fund Risk Shifting. (2024). Gadgil, Salil ; Andrews, Spencer. In: Working Papers. RePEc:ofr:wpaper:24-07. Full description at Econpapers || Download paper | |
2024 | Delegated Investment Management in Alternative Assets. (2024). Andonov, Aleksandar. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:264-301.. Full description at Econpapers || Download paper | |
2024 | Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9. Full description at Econpapers || Download paper | |
2024 | The effects of import competition on domestic financial markets: The role of limits-to-arbitrage. (2024). DeLisle, Jared ; Yuksel, Zafer H ; Wang, Mengying ; Zaynutdinova, Gulnara R. In: Journal of International Business Studies. RePEc:pal:jintbs:v:55:y:2024:i:2:d:10.1057_s41267-023-00655-6. Full description at Econpapers || Download paper | |
2024 | A Bayesian learning model of hedge fund performance. (2024). Mamatzakis, Emmanuel ; Tsionas, Mike G ; Patel, Pankaj C. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-023-05667-x. Full description at Econpapers || Download paper | |
2024 | Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. (2024). Zhang, Caibin ; Wang, Kexin ; Yuan, YU. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:1:d:10.1007_s10479-024-05844-6. Full description at Econpapers || Download paper | |
2024 | On horizon-consistent mean-variance portfolio allocation. (2024). Severino, Federico ; Rotondi, Francesco ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04798-x. Full description at Econpapers || Download paper | |
2024 | The importance of dynamic risk constraints for limited liability operators. (2024). Brigo, Damiano ; Armstrong, John. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05295-5. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2009 | Strategic Asset Allocation in Money Management In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
2014 | Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2009 | Strategic Asset Allocation in Money Management.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2011 | Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2010 | Difference in Interim Performance and Risk Taking with Short-sale Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Difference in Interim Performance and Risk Taking with Short-sale Constraints.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2010 | Difference in Interim Performance and Risk Taking with Short-Sale Constraints.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2012 | Difference in interim performance and risk taking with short-sale constraints.(2012) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2013 | Competition among Portfolio Managers and Asset Specialization In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Competition among Portfolio Managers and Asset Specialization.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Asset Prices and Institutional Investors In: American Economic Review. [Full Text][Citation analysis] | article | 144 |
2012 | Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
2016 | A Model of Financialization of Commodities In: Journal of Finance. [Full Text][Citation analysis] | article | 265 |
2015 | A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 265 | paper | |
2018 | Belief Dispersion in the Stock Market In: Journal of Finance. [Full Text][Citation analysis] | article | 63 |
2017 | Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
2022 | Stock Market and No‐Dividend Stocks In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1999 | Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium In: Mathematical Finance. [Full Text][Citation analysis] | article | 22 |
1998 | Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1998 | Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1998 | Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium.(1998) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
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1998 | Capital Market Equilibrium with Differential Taxation.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2003 | Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2018 | Option Prices and Costly Short-Selling In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Option prices and costly short-selling.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2019 | Investor Protection and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Investor protection and asset prices.(2019) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Investor protection and asset prices.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Investor Protection and Asset Prices.(2019) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Security Design with Status Concerns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Security design with status concerns.(2020) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2002 | A Model of Credit Risk, Optimal Policies and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | A Model of Credit Risk, Optimal Policies, and Asset Prices.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
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 | Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies.(2005) In: Studies in Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 5 | chapter | |
2003 | International Good Market Segmentation and Financial Market Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Asset Prices with Heterogenous Beliefs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | On the Role of Arbitrageurs in Rational Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2006 | On the role of arbitrageurs in rational markets.(2006) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
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 | Risk Management with Benchmarking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 41 |
2006 | Risk Management with Benchmarking.(2006) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2006 | Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 104 |
2007 | Optimal Asset Allocation and Risk Shifting in Money Management.(2007) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | 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 | |
2009 | Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 208 |
2010 | Dynamic Mean-Variance Asset Allocation.(2010) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | article | |
2009 | Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2010 | Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion.(2010) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2009 | Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2011 | Dynamic Hedging in Incomplete Markets: A Simple Solution In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | Dynamic hedging in incomplete markets: a simple solution.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
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2012 | Dynamic Hedging in Incomplete Markets: A Simple Solution.(2012) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2009 | Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1996 | An Intertemporal Model of International Capital Market Segmentation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 17 |
1999 | On 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] | article | 16 |
1998 | On the Fluctuations in Consumption and Market Returns in the Presence of Labour and Human Capital: An Equilibrium Analysis.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2000 | A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 100 |
2002 | A comparative study of portfolio insurance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2007 | International good market segmentation and financial innovation In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
2005 | Asset pricing with heterogeneous beliefs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 131 |
2008 | Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2001 | Non-linear taxation, tax-arbitrage and equilibrium asset prices In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
1999 | Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1999 | Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1999 | Value-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] | paper | 341 |
1999 | Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 341 | paper | |
1999 | Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices.(1999) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 341 | paper | |
2001 | Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices..(2001) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 341 | article | |
2001 | A General Equilibrium Model of Portfolio Insurance (Reprint 053) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1993 | A General Equilibrium Model of Portfolio Insurance..(1993) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1997 | An Equilibrium Model with Restricted Stock Market Participation. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
1997 | An Equilibrium Model with Restricted Stock Market Participation (Reprint 066).(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1997 | A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk.(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1998 | Capital Market Equilibrium with Mispricing and Arbitrage Activity In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1998 | Capital Market Equilibrium with Mispricing and Arbitrage Activity.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Dynamic 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] | paper | 0 |
1995 | Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062).(1995) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1994 | Dynamic 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] | paper | 1 |
1994 | Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95).(1994) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1995 | An Intertemporal Model of Segmentation (Reprint 056) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1995 | An Intertemporal Model of Segmentation (Reprint 056).(1995) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1999 | Equilibrium Mispricing in a Capital Market with Portfolio Constraints In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 60 |
2000 | Equilibrium Mispricing in a Capital Market with Portfolio Constraints..(2000) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
2004 | Monopoly Power and the Firm€ٳ Valuation: In: Working papers. [Full Text][Citation analysis] | paper | 0 |
1998 | An Equilibrium Model with Restricted Stock Market Participation. In: The Review of Financial Studies. [Citation analysis] | article | 264 |
2024 | Dynamic Equilibrium with Costly Short-Selling and Lending Market In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 2 |
1995 | A General Equilibrium Model of Portfolio Insurance. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 80 |
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 |
2016 | A Theory of Operational Risk In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 4 |
1997 | Consumption choice and asset pricing with a non-price-taking agent In: Economic Theory. [Full Text][Citation analysis] | article | 11 |
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