Dmitry Makarov : Citation Profile

National Research University Higher School of Economics (HSE)

5

H index

2

i10 index

83

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 7
   Journals where Dmitry Makarov has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 6 (6.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma2033
   Updated: 2025-12-20    RAS profile: 2021-11-10    
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Relations with other researchers

Works with:

Basak, Suleyman (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dmitry Makarov.

Is cited by:

Spataro, Luca (4)

Corsini, Lorenzo (4)

Qiu, Zhigang (3)

Kaniel, Ron (3)

Mamatzakis, Emmanuel (3)

Scalia, Antonio (2)

Tsionas, Mike (2)

Tang, Ke (2)

Veldkamp, Laura (2)

Fang, Dawei (2)

Tompaidis, Stathis (2)

Cites to:

Abel, Andrew (16)

Basak, Suleyman (7)

Sciubba, Emanuela (6)

Kaniel, Ron (5)

merton, robert (5)

Ait-Sahalia, Yacine (4)

Goriaev, Alexei (4)

Pavlova, Anna (3)

Palomino, Frederic (3)

Ellison, Glenn (3)

Chevalier, Judith (3)

Main data

Where Dmitry Makarov has published?

Working Papers Series with more than one paper published# docs
Working Papers / Center for Economic and Financial Research (CEFIR)3
Working Papers / New Economic School (NES)3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3

Recent works citing Dmitry Makarov (2025 and 2024)

YearTitle of citing document
2025Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340.

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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.

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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.

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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.

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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.

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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.

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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.

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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2025Robust non-zero-sum investment–consumption games under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001558.

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2024Heterogeneous 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.

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2024Delegated 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..

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2024A 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.

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2024Stochastic 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.

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2025Optimal investment strategies under the relative performance in jump-diffusion markets. (2025). Aydoan, Burcu ; Steffensen, Mogens. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00499-1.

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2024Nash equilibria for relative investors with (non)linear price impact. (2024). Gll, Tamara ; Buerle, Nicole. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00356-0.

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2024Mean field games with unbounded controlled common noise in portfolio management with relative performance criteria. (2024). Souganidis, Panagiotis E ; Zariphopoulou, Thaleia. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00363-1.

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2024Peer effect and dynamic ALM games among insurers. (2024). Su, Xizhi ; Deng, Chao ; Zhou, Chao. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00365-z.

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2024Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility. (2024). Zhang, Yumo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-024-10072-3.

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Works by Dmitry Makarov:

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.
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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.
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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
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
2010A note on wealth effect under CARA utility In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2020Optimal portfolio under ambiguous ambiguity In: MPRA Paper.
[Full Text][Citation analysis]		paper0

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