| Year |
Citation |
Score |
| 2020 |
Basak S, Makarov D, Shapiro A, Subrahmanyam MG. Security Design with Status Concerns Journal of Economic Dynamics and Control. 118: 103976. DOI: 10.2139/Ssrn.2556344 |
0.39 |
|
| 2019 |
Basak S, Chabakauri G, Yavuz MD. Investor Protection and Asset Prices Review of Financial Studies. 32: 4905-4946. DOI: 10.2139/Ssrn.2742961 |
0.541 |
|
| 2019 |
Atmaz A, Basak S. Option prices and costly short-selling Journal of Financial Economics. 134: 1-28. DOI: 10.1016/J.Jfineco.2019.04.004 |
0.569 |
|
| 2018 |
Atmaz A, Basak S. Belief Dispersion in the Stock Market Journal of Finance. 73: 1225-1279. DOI: 10.2139/Ssrn.2516054 |
0.619 |
|
| 2016 |
Basak S, Pavlova A. A Model of Financialization of Commodities Journal of Finance. 71: 1511-1556. DOI: 10.2139/Ssrn.2201600 |
0.648 |
|
| 2016 |
Basak S, Pavlova A. A Model of Financialization of Commodities: A Model of Financialization of Commodities Journal of Finance. 71: 1511-1556. DOI: 10.1111/Jofi.12408 |
0.414 |
|
| 2014 |
Basak S, Makarov D. Strategic Asset Allocation in Money Management Journal of Finance. 69: 179-217. DOI: 10.2139/Ssrn.1336546 |
0.399 |
|
| 2014 |
Basak S, Makarov D. Strategic Asset Allocation in Money Management: Strategic Asset Allocation in Money Management Journal of Finance. 69: 179-217. DOI: 10.1111/Jofi.12106 |
0.313 |
|
| 2013 |
Basak S, Pavlova A. Asset Prices and Institutional Investors The American Economic Review. 103: 1728-1758. DOI: 10.2139/Ssrn.1572342 |
0.632 |
|
| 2012 |
Basak S, Chabakauri G. Dynamic Hedging in Incomplete Markets: A Simple Solution Review of Financial Studies. 25: 1845-1896. DOI: 10.2139/Ssrn.1297182 |
0.592 |
|
| 2012 |
Basak S, Makarov D. Difference in Interim Performance and Risk Taking with Short-Sale Constraints Journal of Financial Economics. 103: 377-392. DOI: 10.2139/Ssrn.1103042 |
0.511 |
|
| 2010 |
Basak S, Chabakauri G. Dynamic Mean-Variance Asset Allocation Review of Financial Studies. 23: 2970-3016. DOI: 10.2139/Ssrn.965926 |
0.443 |
|
| 2010 |
Basak S, Yan H. Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion Review of Economic Studies. 77: 914-936. DOI: 10.1111/J.1467-937X.2009.00596.X |
0.666 |
|
| 2008 |
Basak S, Pavlova A, Shapiro A. Offsetting the implicit incentives: Benefits of benchmarking in money management Journal of Banking and Finance. 32: 1883-1893. DOI: 10.2139/Ssrn.924768 |
0.336 |
|
| 2008 |
Basak S, Cass D, Licari JM, Pavlova A. Multiplicity in General Financial Equilibrium with Portfolio Constraints Journal of Economic Theory. 142: 100-127. DOI: 10.2139/Ssrn.889506 |
0.647 |
|
| 2007 |
Basak S, Croitoru B. International Good Market Segmentation and Financial Innovation Journal of International Economics. 71: 267-293. DOI: 10.2139/Ssrn.343420 |
0.732 |
|
| 2007 |
Basak S, Pavlova A, Shapiro A. Optimal Asset Allocation and Risk Shifting in Money Management Review of Financial Studies. 20: 1583-1621. DOI: 10.1093/Rfs/Hhm026 |
0.376 |
|
| 2006 |
Basak S, Croitoru B. On the role of arbitrageurs in rational markets Journal of Financial Economics. 81: 143-173. DOI: 10.2139/Ssrn.475483 |
0.736 |
|
| 2006 |
Basak S, Shapiro A, Tepl L. Risk Management with Benchmarking Management Science. 52: 542-557. DOI: 10.1287/Mnsc.1050.0476 |
0.357 |
|
| 2005 |
Basak S, Shapiro A. A Model of Credit Risk, Optimal Policies, and Asset Prices The Journal of Business. 78: 1215-1266. DOI: 10.2139/Ssrn.261868 |
0.59 |
|
| 2005 |
Basak S. Asset pricing with heterogeneous beliefs Journal of Banking and Finance. 29: 2849-2881. DOI: 10.1016/J.Jbankfin.2005.02.003 |
0.655 |
|
| 2004 |
Basak S, Pavlova A. Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies Economic Theory. 24: 503-530. DOI: 10.2139/Ssrn.242364 |
0.543 |
|
| 2003 |
Basak S, Gallmeyer MF. Capital Market Equilibrium with Differential Taxation Review of Finance. 7: 121-159. DOI: 10.2139/Ssrn.98664 |
0.602 |
|
| 2002 |
Basak S. A comparative study of portfolio insurance Journal of Economic Dynamics and Control. 26: 1217-1241. DOI: 10.1016/S0165-1889(01)00043-4 |
0.65 |
|
| 2001 |
Basak S, Shapiro A. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices Review of Financial Studies. 14: 371-405. DOI: 10.1093/Rfs/14.2.371 |
0.512 |
|
| 2001 |
Basak S, Croitoru B. Non-linear taxation, tax-arbitrage and equilibrium asset prices Journal of Mathematical Economics. 35: 347-382. DOI: 10.1016/S0304-4068(00)00071-9 |
0.721 |
|
| 2000 |
Basak S, Croitoru B. Equilibrium Mispricing in a Capital Market with Portfolio Constraints Review of Financial Studies. 13: 715-748. DOI: 10.1093/Rfs/13.3.715 |
0.726 |
|
| 2000 |
Basak S. A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk Journal of Economic Dynamics and Control. 24: 63-95. DOI: 10.1016/S0165-1889(98)00064-5 |
0.61 |
|
| 1999 |
Basak S, Gallmeyer MF. Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium Mathematical Finance. 9: 1-30. DOI: 10.2139/Ssrn.84008 |
0.616 |
|
| 1999 |
Basak S. On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis Journal of Economic Dynamics and Control. 23: 1029-1064. DOI: 10.1016/S0165-1889(98)00049-9 |
0.607 |
|
| 1998 |
Basak S, Cuoco D. An equilibrium model with restricted stock market participation Review of Financial Studies. 11: 309-341. DOI: 10.1093/Rfs/11.2.309 |
0.669 |
|
| 1997 |
Basak S. Consumption choice and asset pricing with a non-price-taking agent Economic Theory. 10: 437-462. DOI: 10.1007/S001990050166 |
0.658 |
|
| 1996 |
Basak S. An Intertemporal Model of International Capital Market Segmentation Journal of Financial and Quantitative Analysis. 31: 161-188. DOI: 10.2307/2331178 |
0.595 |
|
| 1995 |
Basak S. A General Equilibrium Model of Portfolio Insurance Review of Financial Studies. 8: 1059-1090. DOI: 10.1093/Rfs/8.4.1059 |
0.68 |
|
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