Suleyman Basak

Best Publications

• Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices

  Suleyman Basak;Alexander Shapiro

  1483
  Citations

• An Equilibrium Model with Restricted Stock Market Participation

  Suleyman Basak;Domenico Cuoco

  885
  Citations

• A Model of Financialization of Commodities

  Suleyman Basak;Anna Pavlova

  767
  Citations

• Asset pricing with heterogeneous beliefs

  Suleyman Basak;Suleyman Basak

  491
  Citations

• Asset Prices and Institutional Investors

  Suleyman Basak;Anna Pavlova

  488
  Citations

• A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk

  Suleyman Basak

  338
  Citations

• Belief Dispersion in the Stock Market

  Adem Atmaz;Suleyman Basak

  247
  Citations

• Equilibrium Mispricing in a Capital Market with Portfolio Constraints

  Suleyman Basak;Benjamin Croitoru

  208
  Citations

• Risk Management with Benchmarking

  Suleyman Basak;Alex Shapiro;Lucie Tepl

  169
  Citations

• Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

  Suleyman Basak;Alex Shapiro

  143
  Citations

• Strategic Asset Allocation in Money Management

  Suleyman Basak;Dmitry Makarov

  132
  Citations

• A comparative study of portfolio insurance

  Suleyman Basak

  122
  Citations

• Dynamic Hedging in Incomplete Markets: A Simple Solution

  Suleyman Basak;Georgy Chabakauri

  100
  Citations

• On the role of arbitrageurs in rational markets

  Suleyman Basak;Benjamin Croitoru

  93
  Citations

• Offsetting the implicit incentives: Benefits of benchmarking in money management

  Suleyman Basak;Anna Pavlova;Alexander Shapiro

  84
  Citations

• Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

  Alex Shapiro;Suleyman Basak;Anna Pavlova

  82
  Citations

• An Intertemporal Model of International Capital Market Segmentation

  Suleyman Basak

  80
  Citations

• Optimal Asset Allocation and Risk Shifting in Money Management

  Suleyman Basak;Suleyman Basak;Anna Pavlova;Anna Pavlova;Alex Shapiro

  75
  Citations

• Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium

  Suleyman Basak;Michael Gallmeyer

  74
  Citations

• Asset Pricing with Heterogeneous Beliefs

  Suleyman Basak;Suleyman Basak

  73
  Citations