Narrow search
Showing 1 - 10 of 49
Cover Image
A general equilibrium model of portfolio insurance
Başak, Suleyman - In: The review of financial studies 8 (1995) 4, pp. 1059-1090
Persistent link: https://www.econbiz.de/10001198363
Cover Image
A comparative study of portfolio insurance
Başak, Suleyman - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1217-1241
Persistent link: https://www.econbiz.de/10001656079
Cover Image
A model of anomaly discovery
Lium, Qi; Lu, Lei; Sun, Bo; Yan, Hongjun - 2015
Persistent link: https://www.econbiz.de/10010493908
Cover Image
Reputation concerns and slow-moving capital
Malliaris, Steven; Yan, Hongjun - In: Review of asset pricing studies : RAPS 11 (2021) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10012620089
Cover Image
Disagreement beta
Gao, George P.; Lu, Xiaomeng; Song, Zhaogang; Yan, Hongjun - In: Journal of monetary economics 107 (2019), pp. 96-113
Persistent link: https://www.econbiz.de/10012266997
Cover Image
Equilibrium mispricing in a capital market with portfolio constraints
Başak, Suleyman; Croitoru, Benjamin - In: The review of financial studies 13 (2000) 3, pp. 715-748
Persistent link: https://www.econbiz.de/10001499754
Cover Image
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman; Shapiro, Alex - 1999
Persistent link: https://www.econbiz.de/10001447907
Cover Image
Dynamic consumption-portfolio choice and asset pricing with non-price-taking agents
Başak, Suleyman - 1995 - Rev
Persistent link: https://www.econbiz.de/10000905336
Cover Image
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman; Shapiro, Alex - 1998
Persistent link: https://www.econbiz.de/10001374712
Cover Image
Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman; Croitoru, Benjamin - In: Journal of mathematical economics 35 (2001) 2, pp. 347-382
Persistent link: https://www.econbiz.de/10001567667