Value-at-risk-based risk management: optimal policies and asset prices S Basak, A Shapiro Review of Financial Studies 14 (2), 371-405, 2001 | 1365 | 2001 |
An equilibrium model with restricted stock market participation S Basak, D Cuoco The Review of Financial Studies 11 (2), 309-341, 1998 | 749 | 1998 |
A model of financialization of commodities S Basak, A Pavlova The Journal of Finance 71 (4), 1511-1556, 2016 | 725 | 2016 |
Dynamic mean-variance asset allocation S Basak, G Chabakauri Review of Financial Studies 23 (8), 2970-3016, 2010 | 684 | 2010 |
Asset prices and institutional investors S Basak, A Pavlova American Economic Review, 2013 | 444 | 2013 |
Optimal asset allocation and risk shifting in money management S Basak, A Pavlova, A Shapiro Review of Financial Studies 20 (5), 1583-1621, 2007 | 431* | 2007 |
Asset pricing with heterogeneous beliefs S Basak Journal of Banking & Finance 29 (11), 2849-2881, 2005 | 414 | 2005 |
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk S Basak Journal of Economic Dynamics and Control 24 (1), 63-95, 2000 | 333 | 2000 |
A general equilibrium model of portfolio insurance S Basak The Review of Financial Studies 8 (4), 1059-1090, 1995 | 273 | 1995 |
Belief dispersion in the stock market A Atmaz, S Basak The Journal of Finance 73 (3), 1225-1279, 2018 | 233 | 2018 |
Equilibrium mispricing in a capital market with portfolio constraints S Basak, B Croitoru Review of Financial Studies 13 (3), 715-748, 2000 | 216 | 2000 |
Risk management with benchmarking S Basak, A Shapiro, L Teplá Management Science, 2006 | 177 | 2006 |
Strategic asset allocation in money management S Basak, D Makarov Journal of Finance, 2014 | 159* | 2014 |
A comparative study of portfolio insurance S Basak Journal of Economic Dynamics and Control 26 (7-8), 1217-1241, 2002 | 114 | 2002 |
Equilibrium asset prices and investor behaviour in the presence of money illusion S Basak, H Yan Review of Economic Studies 77 (3), 914-936, 2010 | 97* | 2010 |
On the role of arbitrageurs in rational markets S Basak, B Croitoru Journal of Financial Economics 81 (1), 143-173, 2006 | 92 | 2006 |
Dynamic hedging in incomplete markets: a simple solution S Basak, G Chabakauri Review of Financial Studies, 2012 | 82 | 2012 |
An intertemporal model of international capital market segmentation S Basak Journal of Financial and Quantitative Analysis 31 (2), 161-188, 1996 | 78 | 1996 |
Offsetting the implicit incentives: Benefits of benchmarking in money management S Basak, A Pavlova, A Shapiro Journal of Banking & Finance 32 (9), 1883-1893, 2008 | 73 | 2008 |
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium S Basak, M Gallmeyer Mathematical Finance 9 (1), 1-30, 1999 | 71 | 1999 |