Suleyman Basak
Names
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Suleyman |
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Basak |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 10%)
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London Business School (LBS) (weight: 90%)
Research profile
author of:
- Strategic Asset Allocation in Money Management (RePEc:abo:neswpt:w0158)
by Suleyman Basak & Dmitry Makarov - Difference in Interim Performance and Risk Taking with Short-sale Constraints (RePEc:abo:neswpt:w0159)
by Suleyman Basak & Dmitry Makarov - Competition among Portfolio Managers and Asset Specialization (RePEc:abo:neswpt:w0194)
by Suleyman Basak & Dmitry Makarov - Asset Prices and Institutional Investors (RePEc:aea:aecrev:v:103:y:2013:i:5:p:1728-58)
by Suleyman Basak & Anna Pavlova - Strategic Asset Allocation in Money Management (RePEc:bla:jfinan:v:69:y:2014:i:1:p:179-217)
by Suleyman Basak & Dmitry Makarov - A Model of Financialization of Commodities (RePEc:bla:jfinan:v:71:y:2016:i:4:p:1511-1556)
by Suleyman Basak & Anna Pavlova - Belief Dispersion in the Stock Market (RePEc:bla:jfinan:v:73:y:2018:i:3:p:1225-1279)
by Adem Atmaz & Suleyman Basak - Stock Market and No‐Dividend Stocks (RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599)
by Adem Atmaz & Suleyman Basak - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium (RePEc:bla:mathfi:v:9:y:1999:i:1:p:1-30)
by Suleyman Basak & Michael Gallmeyer - Strategic Asset Allocation in Money Management (RePEc:cfr:cefirw:w0158)
by Suleyman Basak & Dmitry Makarov - Difference in Interim Performance and Risk Taking with Short-sale Constraints (RePEc:cfr:cefirw:w0159)
by Suleyman Basak & Dmitry Makarov - Competition among Portfolio Managers and Asset Specialization (RePEc:cfr:cefirw:w0194)
by Suleyman Basak & Dmitry Makarov - Capital Market Equilibrium with Differential Taxation (RePEc:cmu:gsiawp:260)
by Suleyman Basak & Michael Gallmeyer - A Model of Financialization of Commodities (RePEc:cpr:ceprdp:10651)
by Basak, Suleyman & Pavlova, Anna - Belief Dispersion in the Stock Market (RePEc:cpr:ceprdp:12056)
by Basak, Suleyman & Atmaz, Adem - Option Prices and Costly Short-Selling (RePEc:cpr:ceprdp:13029)
by Basak, Suleyman & Atmaz, Adem - Investor Protection and Asset Prices (RePEc:cpr:ceprdp:13472)
by Basak, Suleyman & Chabakauri, Georgy & Yavuz, M. Deniz - Security Design with Status Concerns (RePEc:cpr:ceprdp:15193)
by Basak, Suleyman & Subrahmanyam, Marti & Makarov, Dmitry & Shapiro, Alex - Stock Market and No-Dividend Stocks (RePEc:cpr:ceprdp:16224)
by Basak, Suleyman & Atmaz, Adem - Dynamic Equilibrium with Costly Short-Selling and Lending Market (RePEc:cpr:ceprdp:18256)
by Basak, Suleyman & Atmaz, Adem & Ruan, Fangcheng - A Model of Credit Risk, Optimal Policies and Asset Prices (RePEc:cpr:ceprdp:3413)
by Basak, Suleyman & Shapiro, Alex - A Dynamic Model with Import Quota Constraints (RePEc:cpr:ceprdp:3414)
by Basak, Suleyman & Pavlova, Anna - Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies (RePEc:cpr:ceprdp:3425)
by Basak, Suleyman & Pavlova, Anna - International Good Market Segmentation and Financial Market Structure (RePEc:cpr:ceprdp:4060)
by Basak, Suleyman & Croitoru, Benjamin - Asset Prices with Heterogenous Beliefs (RePEc:cpr:ceprdp:4256)
by Basak, Suleyman - On the Role of Arbitrageurs in Rational Markets (RePEc:cpr:ceprdp:4768)
by Basak, Suleyman & Croitoru, Benjamin - Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management (RePEc:cpr:ceprdp:5006)
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex - Risk Management with Benchmarking (RePEc:cpr:ceprdp:5187)
by Teplá, Lucie & Basak, Suleyman & Shapiro, Alex - Optimal Asset Allocation and Risk Shifting in Money Management (RePEc:cpr:ceprdp:5524)
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex - Multiplicity in General Financial Equilibrium with Portfolio Constraints (RePEc:cpr:ceprdp:5804)
by Basak, Suleyman & Pavlova, Anna & Cass, David & Licari, Juan Manuel - Dynamic Mean-Variance Asset Allocation (RePEc:cpr:ceprdp:7256)
by Basak, Suleyman & Chabakauri, Georgy - Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion (RePEc:cpr:ceprdp:7398)
by Basak, Suleyman & Yan, Hongjun - Difference in Interim Performance and Risk Taking with Short-Sale Constraints (RePEc:cpr:ceprdp:8072)
by Basak, Suleyman & Makarov, Dmitry - Dynamic Hedging in Incomplete Markets: A Simple Solution (RePEc:cpr:ceprdp:8402)
by Basak, Suleyman & Chabakauri, Georgy - Strategic Asset Allocation in Money Management (RePEc:cpr:ceprdp:8457)
by Basak, Suleyman & Makarov, Dmitry - Asset Prices and Institutional Investors (RePEc:cpr:ceprdp:9120)
by Basak, Suleyman & Pavlova, Anna - An Intertemporal Model of International Capital Market Segmentation (RePEc:cup:jfinqa:v:31:y:1996:i:02:p:161-188_00)
by Basak, Suleyman - Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management (RePEc:ecm:nawm04:583)
by Alex Shapiro & Suleyman Basak & Anna Pavlova - Security design with status concerns (RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445)
by Basak, Suleyman & Makarov, Dmitry & Shapiro, Alex & Subrahmanyam, Marti - On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (RePEc:eee:dyncon:v:23:y:1999:i:7:p:1029-1064)
by Basak, Suleyman - A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk (RePEc:eee:dyncon:v:24:y:2000:i:1:p:63-95)
by Basak, Suleyman - A comparative study of portfolio insurance (RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1217-1241)
by Basak, Suleyman - International good market segmentation and financial innovation (RePEc:eee:inecon:v:71:y:2007:i:2:p:267-293)
by Basak, Suleyman & Croitoru, Benjamin - Asset pricing with heterogeneous beliefs (RePEc:eee:jbfina:v:29:y:2005:i:11:p:2849-2881)
by Basak, Suleyman - Offsetting the implicit incentives: Benefits of benchmarking in money management (RePEc:eee:jbfina:v:32:y:2008:i:9:p:1883-1893)
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alexander - Multiplicity in general financial equilibrium with portfolio constraints (RePEc:eee:jetheo:v:142:y:2008:i:1:p:100-127)
by Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna - Difference in interim performance and risk taking with short-sale constraints (RePEc:eee:jfinec:v:103:y:2012:i:2:p:377-392)
by Basak, Suleyman & Makarov, Dmitry - Option prices and costly short-selling (RePEc:eee:jfinec:v:134:y:2019:i:1:p:1-28)
by Atmaz, Adem & Basak, Suleyman - On the role of arbitrageurs in rational markets (RePEc:eee:jfinec:v:81:y:2006:i:1:p:143-173)
by Basak, Suleyman & Croitoru, Benjamin - Non-linear taxation, tax-arbitrage and equilibrium asset prices (RePEc:eee:mateco:v:35:y:2001:i:2:p:347-382)
by Basak, Suleyman & Croitoru, Benjamin - Investor protection and asset prices (RePEc:ehl:lserod:100241)
by Basak, Suleyman & Chabakauri, Georgy & Yavuz, M. Deniz - Investor protection and asset prices (RePEc:ehl:lserod:118917)
by Basak, Suleyman & Chabakauri, Georgy & Yavuz, M. - Dynamic hedging in incomplete markets: a simple solution (RePEc:ehl:lserod:119068)
by Basak, Suleyman & Chabakauri, Georgy - Dynamic Hedging in Incomplete Markets: A Simple Solution (RePEc:fmg:fmgdps:dp680)
by Suleyman Basak & Georgy Chabakauri - Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (RePEc:fth:nystfi:99-032)
by Suleyman Basak & Alexander Shapiro - A General Equilibrium Model of Portfolio Insurance (Reprint 053) (RePEc:fth:pennfi:01-94)
by Süleyman Basak - An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) (RePEc:fth:pennfi:01-97)
by Süleyman Basak & Domenico Cuoco - A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk (RePEc:fth:pennfi:02-97)
by Süleyman Basak - Capital Market Equilibrium with Mispricing and Arbitrage Activity (RePEc:fth:pennfi:06-98)
by Süleyman Basak & Benjamin Croitoru - Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (RePEc:fth:pennfi:06-99)
by Suleyman Basak & Alex Shapiro - Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) (RePEc:fth:pennfi:07-95)
by Süleyman Basak - Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices (RePEc:fth:pennfi:07-99)
by Suleyman Basak & Benjamin Croitoru - Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) (RePEc:fth:pennfi:08-94)
by Süleyman Basak - An Intertemporal Model of Segmentation (Reprint 056) (RePEc:fth:pennfi:08-95)
by Süleyman Basak - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium (RePEc:fth:pennfi:09-98)
by Süleyman Basak & Mike Gallmeyer - A General Equilibrium Model of Portfolio Insurance (Reprint 053) (RePEc:fth:pennfi:1-94)
by Süleyman Basak - An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) (RePEc:fth:pennfi:1-97)
by Süleyman Basak & Domenico Cuoco - On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis (RePEc:fth:pennfi:10-98)
by Süleyman Basak - Capital Market Equilibrium with Differential Taxation (RePEc:fth:pennfi:12-98)
by Süleyman Basak & Mike Gallmeyer - Equilibrium Mispricing in a Capital Market with Portfolio Constraints (RePEc:fth:pennfi:17-99)
by Suleyman Basak & Benjamin Croitoru - A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk (RePEc:fth:pennfi:2-97)
by Süleyman Basak - Capital Market Equilibrium with Mispricing and Arbitrage Activity (RePEc:fth:pennfi:6-98)
by Süleyman Basak & Benjamin Croitoru - Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices (RePEc:fth:pennfi:6-99)
by Suleyman Basak & Alex Shapiro - Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) (RePEc:fth:pennfi:7-95)
by Süleyman Basak - Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices (RePEc:fth:pennfi:7-99)
by Suleyman Basak & Benjamin Croitoru - Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) (RePEc:fth:pennfi:8-94)
by Süleyman Basak - An Intertemporal Model of Segmentation (Reprint 056) (RePEc:fth:pennfi:8-95)
by Süleyman Basak - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium (RePEc:fth:pennfi:9-98)
by Süleyman Basak & Mike Gallmeyer - Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium (RePEc:fth:pennif:98-04)
by Basak, S. & Gallmeyer, M. - Risk Management with Benchmarking (RePEc:inm:ormnsc:v:52:y:2006:i:4:p:542-557)
by Suleyman Basak & Alex Shapiro & Lucie Teplá - A Dynamic Model With Import Quota Constraints (RePEc:mit:sloanp:1806)
by Basak, Suleyman & Pavlova, Anna - Monopoly Power And The Firm'S Valuation: A Dynamic Analysis Of Short Versus Long-Term Policies (RePEc:mit:sloanp:1808)
by Basak, Suleyman & Pavlova, Anna - Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management (RePEc:mit:sloanp:3514)
by Basak, Suleyman & Pavlova, Anna & Shapiro, Alex - A Dynamic Model with Import Quota Constraints (RePEc:mit:sloanp:5419)
by Basak, Suleyman & Pavlova, Anna - Monopoly Power and the Firm€ٳ Valuation: (RePEc:mit:sloanp:5421)
by Basak, Suleyman & Pavlova, Anna - Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion (RePEc:oup:restud:v:77:y:2010:i:3:p:914-936)
by Suleyman Basak & Hongjun Yan - Dynamic Equilibrium with Costly Short-Selling and Lending Market (RePEc:oup:revfin:v:37:y:2024:i:2:p:444-506.)
by Adem Atmaz & Suleyman Basak & Fangcheng Ruan - Capital Market Equilibrium with Differential Taxation (RePEc:oup:revfin:v:7:y:2003:i:2:p:121-159.)
by Suleyman Basak & Michael Gallmeyer - An Equilibrium Model with Restricted Stock Market Participation (RePEc:oup:rfinst:v:11:y:1998:i:2:p:309-41)
by Basak, Suleyman & Cuoco, Domenico - Equilibrium Mispricing in a Capital Market with Portfolio Constraints (RePEc:oup:rfinst:v:13:y:2000:i:3:p:715-48)
by Basak, Suleyman & Croitoru, Benjamin - Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (RePEc:oup:rfinst:v:14:y:2001:i:2:p:371-405)
by Basak, Suleyman & Shapiro, Alexander - Optimal Asset Allocation and Risk Shifting in Money Management (RePEc:oup:rfinst:v:20:y:2007:i:5:p:1583-1621)
by Suleyman Basak & Anna Pavlova & Alexander Shapiro - Dynamic Mean-Variance Asset Allocation (RePEc:oup:rfinst:v:23:y:2010:i:8:p:2970-3016)
by Suleyman Basak & Georgy Chabakauri - Dynamic Hedging in Incomplete Markets: A Simple Solution (RePEc:oup:rfinst:v:25:y:2012:i:6:p:1845-1896)
by Suleyman Basak & Georgy Chabakauri - Investor Protection and Asset Prices (RePEc:oup:rfinst:v:32:y:2019:i:12:p:4905-4946.)
by Suleyman Basak & Georgy Chabakauri & M Deniz Yavuz - Dynamic Equilibrium with Costly Short-Selling and Lending Market (RePEc:oup:rfinst:v:37:y:2024:i:2:p:444-506.)
by Adem Atmaz & Suleyman Basak & Fangcheng Ruan - A General Equilibrium Model of Portfolio Insurance (RePEc:oup:rfinst:v:8:y:1995:i:4:p:1059-90)
by Basak, Suleyman - Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints (RePEc:pen:papers:06-012)
by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova - Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version (RePEc:pen:papers:06-020)
by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova - Dynamic Hedging in Incomplete Markets: A Simple Solution (RePEc:red:sed009:594)
by Georgy chabakauri & Suleyman Basak - A Theory of Operational Risk (RePEc:red:sed016:352)
by Andrea M. Buffa & Suleyman Basak - Consumption choice and asset pricing with a non-price-taking agent (RePEc:spr:joecth:v:10:y:1997:i:3:p:437-462)
by Suleyman Basak - Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies (RePEc:spr:joecth:v:24:y:2004:i:3:p:503-530)
by Suleyman Basak & Anna Pavlova - Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies (RePEc:spr:steccp:978-3-540-27192-5_1)
by Suleyman Basak & Anna Pavlova - A Model of Credit Risk, Optimal Policies, and Asset Prices (RePEc:ucp:jnlbus:v:78:y:2005:i:4:p:1215-1266)
by Suleyman Basak & Alexander Shapiro - Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion (RePEc:ysm:wpaper:amz2402)
by Suleyman Basak & Hongjun Yan