Items where Author is "Basak, S"

Article

Basak, S, Makarov, D, Shapiro, A and Subrahmanyam, M (2020) Security design with status concerns. Journal of Economic Dynamics and Control, 118 (Sept). p. 103976. ISSN 0165-1889

Basak, S and Chabakauri, G (2019) Investor protection and asset prices. Review of Financial Studies, 32 (12). pp. 4905-4946. ISSN 0893-9454

Atmaz, A and Basak, S (2019) Option prices and costly short-selling. Journal of Financial Economics, 134 (1). pp. 1-28. ISSN 0304-405X

Basak, S and Atmaz, A (2018) Belief dispersion in the stock market. Journal of Finance, 73 (3). pp. 1225-1279. ISSN 0022-1082

Basak, S and Pavlova, A (2016) A model of financialization of commodities. Journal of Finance, 71 (4). pp. 1511-1556. ISSN 0022-1082

Basak, S and Makarov, D (2014) Strategic asset allocation in money management. Journal of Finance, 69 (1). pp. 179-217. ISSN 0022-1082

Basak, S and Pavlova, A (2013) Asset prices and institutional investors. American Economic Review, 103 (5). pp. 1728-1758. ISSN 0002-8282

Basak, S and Makarov, D (2012) Difference in interim performance and risk taking with short-sale constraints. Journal of Financial Economics, 103 (2). pp. 377-392. ISSN 0304-405X

Basak, S and Chabakauri, G (2012) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). pp. 1845-1896. ISSN 0893-9454

Basak, S and Chabakauri, G (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 0893-9454

Basak, S and Yan, H (2010) Equilibrium asset prices and investor behaviour in the presence of money illusion. Review of Economic Studies, 77 (3). pp. 914-936. ISSN 0034-6527