Suleyman Basak : Citation Profile

Centre for Economic Policy Research (CEPR) (10% share)
London Business School (LBS) (90% share)

18

H index

26

i10 index

2215

Citations

RESEARCH PRODUCTION:

34

Articles

68

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 71
   Journals where Suleyman Basak has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 39 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba891
   Updated: 2025-12-27    RAS profile: 2024-05-06    
   Missing citations? Add them    Incorrect content? Let us know

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)

Kaniel, Ron (17)

Yan, Hongjun (16)

He, Xuezhong (Tony) (16)

Qiu, Zhigang (14)

Goutte, Stéphane (14)

Jarrow, Robert (13)

Danielsson, Jon (12)

Cites to:

Detemple, Jerome (39)

Pavlova, Anna (22)

Abel, Andrew (19)

Duffie, Darrell (19)

Obstfeld, Maurice (17)

Campbell, John (17)

merton, robert (16)

Uppal, Raman (15)

Mehra, Rajnish (14)

Rigobon, Roberto (12)

Lucas, Robert (10)

Main data

Where Suleyman Basak has published?

Journals with more than one article published# docs
The Review of Financial Studies9
Journal of Finance4
Journal of Economic Dynamics and Control4
Journal of Financial Economics3
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 / New Economic School (NES)3
Working Papers / Center for Economic and Financial Research (CEFIR)3

Recent works citing Suleyman Basak (2025 and 2024)

YearTitle of citing document
2024Value-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

2024Continuous-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

2024Time-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

2025Robust 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

2025Non-Concave Utility Maximization with Transaction Costs. (2023). Qian, Shuaijie ; Yang, Chen. In: Papers. RePEc:arx:papers:2307.02178.

Full description at Econpapers || Download paper

2024Dynamic 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

2024Existence 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

2024Uncovering 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

2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

Full description at Econpapers || Download paper

2024Despite 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

2024Continuous-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

2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

Full description at Econpapers || Download paper

2025Mean-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

2024Equilibrium 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

2024On 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

2024The 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

2024Contract 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

2024Constrained 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

2024Optimal 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

2024A 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

2025An 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

2025A 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

2024Quantiles 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

2025On 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

2025Multiscale 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

2025Framework for asset-liability management with fixed-term securities. (2025). Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2502.19213.

Full description at Econpapers || Download paper

2025Relative 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

2025Radner equilibrium with population growth. (2025). Weston, Kim ; Choi, Jinhyuk. In: Papers. RePEc:arx:papers:2504.18009.

Full description at Econpapers || Download paper

2025Shortermism and excessive risk taking in optimal execution with a target performance. (2025). Lan, Yuheng ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2505.15611.

Full description at Econpapers || Download paper

2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

Full description at Econpapers || Download paper

2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

Full description at Econpapers || Download paper

2025Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

Full description at Econpapers || Download paper

2025Equilibrium Mean-Variance Dividend Rate Strategies. (2025). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: Papers. RePEc:arx:papers:2508.12047.

Full description at Econpapers || Download paper

2025Mean-Variance Stackelberg Games with Asymmetric Information. (2025). Huang, Yu-Jui ; Zhu, Shihao. In: Papers. RePEc:arx:papers:2509.03669.

Full description at Econpapers || Download paper

2025Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225.

Full description at Econpapers || Download paper

2025Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets. (2025). Cao, Yue ; Wang, Sheng ; Liang, Zongxia ; Yu, Xiang. In: Papers. RePEc:arx:papers:2511.05861.

Full description at Econpapers || Download paper

2025The disclosure of information about the range of asset value in market. (2025). Su, Jianhao ; Zhang, Yanliang. In: Papers. RePEc:arx:papers:2511.11405.

Full description at Econpapers || Download paper

2025Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information. (2025). Colaneri, Katia ; Mancinelli, Daniele ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2511.19186.

Full description at Econpapers || Download paper

2024Risk 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

2025Liquidity, 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

2024Fiscal 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

2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

Full description at Econpapers || Download paper

2025Robust Non-zero-sum Asset Allocation Games Under Relative Wealth Concerns. (2025). Bin, Ning ; Huang, Sihan ; Zhu, Huainian. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:1:zhuhuangbin.

Full description at Econpapers || Download paper

2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

Full description at Econpapers || Download paper

2024How 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

2024Impacts 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

2024Nominal 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

2025Entrepreneurship and leverage dynamics without commitment. (2025). Mu, Congming ; Feng, Chen ; Bai, Caiquan ; Zhao, Siqi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000090.

Full description at Econpapers || Download paper

2024Multiple 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

2024Dynamic 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

2024Frequency 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

2024Heterogeneous 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

2024Does 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

2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

Full description at Econpapers || Download paper

2025Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124.

Full description at Econpapers || Download paper

2024First 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

2024Across-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

2024Robo-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

2025The 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

2025Time-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

2025Dynamic growth-optimal portfolio choice under risk control. (2025). Xu, Zuo Quan ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:1:p:325-340.

Full description at Econpapers || Download paper

2024Mutual 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

2024Speculative 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

2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

Full description at Econpapers || Download paper

2024The 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

2024Does 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

2024The 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

2024Does 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

2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

Full description at Econpapers || Download paper

2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

Full description at Econpapers || Download paper

2025Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177.

Full description at Econpapers || Download paper

2025Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments. (2025). Chen, AN ; Gerick, Leonard ; Jin, Zhuo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500461x.

Full description at Econpapers || Download paper

2024Crude 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

2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

Full description at Econpapers || Download paper

2025In the swirl of rumors: Corporate rumors and analyst forecast dispersion. (2025). Cai, Wenwu ; Li, Haohua ; Zhao, Yuyang ; Xue, Zhongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004338.

Full description at Econpapers || Download paper

2024The 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

2024Beyond 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

2024Do 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

2024Commodity 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

2024Market 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

2024Can 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

2025Low-risk anomaly: Idiosyncratic risk or return distribution. (2025). Li, Tianyang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000200.

Full description at Econpapers || Download paper

2024Unveiling 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

2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

Full description at Econpapers || Download paper

2024A 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

2024On 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

2025Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:236-268.

Full description at Econpapers || Download paper

2025Mean-variance optimization for participating life insurance contracts. (2025). Fiessinger, Felix ; Stadje, Mitja. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:230-248.

Full description at Econpapers || Download paper

2025Portfolio benchmarks in defined contribution pension plan management. (2025). Liu, Yang ; Huang, Daxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000472.

Full description at Econpapers || Download paper

2024ESG 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

2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

Full description at Econpapers || Download paper

2024Forecasting 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

2024Local 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

2024Belief 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

2025Economic policy uncertainty and corporate bond liquidity. (2025). Das, Nirmol ; Leal, Diego ; Black, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002541.

Full description at Econpapers || Download paper

2025Optimal delegation contract with portfolio risk. (2025). Yang, Yanyan ; Sheng, Jiliang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002711.

Full description at Econpapers || Download paper

2025How prevalent are short squeezes? Evidence from the US and Europe. (2025). Haas, Marlene ; Pirovano, Matteo ; Tengulov, Angel ; Allen, Franklin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000561.

Full description at Econpapers || Download paper

2025Bubbles in asset markets and the heterogeneity of beliefs. (2025). Noussair, Charles ; Akiyama, Eizo ; Lahav, Yaron ; Ishikawa, Ryuichiro ; Funaki, Yukihiko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002367.

Full description at Econpapers || Download paper

2024Price 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

2024Arbitrage 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

2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

Full description at Econpapers || Download paper

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]		paper49
2014Strategic Asset Allocation in Money Management.(2014) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2009Strategic Asset Allocation in Money Management.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2011Strategic Asset Allocation in Money Management.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2010Difference in Interim Performance and Risk Taking with Short-sale Constraints In: Working Papers.
[Full Text][Citation analysis]		paper15
2010Difference 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
2010Difference 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
2012Difference 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
2013Competition among Portfolio Managers and Asset Specialization In: Working Papers.
[Full Text][Citation analysis]		paper5
2013Competition among Portfolio Managers and Asset Specialization.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Asset Prices and Institutional Investors In: American Economic Review.
[Full Text][Citation analysis]		article150
2012Asset Prices and Institutional Investors.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2016A Model of Financialization of Commodities In: Journal of Finance.
[Full Text][Citation analysis]		article282
2015A Model of Financialization of Commodities.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 282		paper
2018Belief Dispersion in the Stock Market In: Journal of Finance.
[Full Text][Citation analysis]		article70
2017Belief Dispersion in the Stock Market.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2022Stock Market and No‐Dividend Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article2
1999Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium In: Mathematical Finance.
[Full Text][Citation analysis]		article22
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 nother version. Agregated cites: 22		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 nother version. Agregated cites: 22		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 nother version. Agregated cites: 22		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 nother version. Agregated cites: 12		paper
2003Capital Market Equilibrium with Differential Taxation.(2003) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2018Option Prices and Costly Short-Selling In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2019Option prices and costly short-selling.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2019Investor Protection and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Investor protection and asset prices.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018Investor protection and asset prices.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Investor Protection and Asset Prices.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2020Security Design with Status Concerns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2020Security design with status concerns.(2020) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 0		paper
2004A Dynamic Model with Import Quota Constraints.(2004) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2002Monopoly Power and the Firms Valuation: A Dynamic Analysis of Short versus Long-Term Policies In: CEPR Discussion Papers.
[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 nother version. Agregated cites: 5		paper
2004Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies.(2004) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother 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 nother 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]		paper26
2006On the role of arbitrageurs in rational markets.(2006) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		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 nother 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 nother version. Agregated cites: 18		paper
2005Risk Management with Benchmarking In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2006Risk Management with Benchmarking.(2006) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2006Optimal Asset Allocation and Risk Shifting in Money Management In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper108
2007Optimal 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: 108		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 nother version. Agregated cites: 10		article
2009Dynamic Mean-Variance Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper216
2010Dynamic Mean-Variance Asset Allocation.(2010) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 216		article
2009Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper34
2010Equilibrium 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: 34		article
2009Equilibrium 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: 34		paper
2011Dynamic Hedging in Incomplete Markets: A Simple Solution In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
2011Dynamic 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: 21		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2012Dynamic 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: 21		article
2009Dynamic Hedging in Incomplete Markets: A Simple Solution.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		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 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
2000A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article103
2002A comparative study of portfolio insurance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article24
2007International good market segmentation and financial innovation In: Journal of International Economics.
[Full Text][Citation analysis]		article3
2005Asset pricing with heterogeneous beliefs In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article136
2008Offsetting the implicit incentives: Benefits of benchmarking in money management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
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 nother 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 nother 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]		paper351
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 nother version. Agregated cites: 351		paper
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 nother version. Agregated cites: 351		paper
2001Value-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: 351		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 nother version. Agregated cites: 0		paper
1997An Equilibrium Model with Restricted Stock Market Participation. 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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: The Review of Financial Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 62		article
2004Monopoly Power and the Firm€ٳ Valuation: In: Working papers.
[Full Text][Citation analysis]		paper0
1998An Equilibrium Model with Restricted Stock Market Participation. In: The Review of Financial Studies.
[Citation analysis]		article268
2024Dynamic Equilibrium with Costly Short-Selling and Lending Market In: The Review of Financial Studies.
[Full Text][Citation analysis]		article3
1995A General Equilibrium Model of Portfolio Insurance. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article82
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]		paper4
1997Consumption choice and asset pricing with a non-price-taking agent In: Economic Theory.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team