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An intertemporal model of international capital market segmentation
Başak, Suleyman - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10001208286
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Dynamic Hedging in Incomplete Markets: A Simple Solution
chabakauri, Georgy; Basak, Suleyman - Society for Economic Dynamics - SED - 2009
plausible economic environments. We also show that our results can be applied to portfolio management with tracking-error.
Persistent link: https://www.econbiz.de/10011080535
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Risk management with benchmarking
Başak, Suleyman; Shapiro, Alex; Teplá, Lucie - 2001
Persistent link: https://www.econbiz.de/10001629743
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Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman; Shapiro, Alex - 1999
Persistent link: https://www.econbiz.de/10001447907
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A model of credit risk, optimal policies, and asset prices
Başak, Suleyman; Shapiro, Alex - 2000
Persistent link: https://www.econbiz.de/10001539732
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Offsetting the incentives : risk shifting, and benefits of benchmarking in money management
Başak, Suleyman; Pavlova, Anna; Shapiro, Alex - 2002
Persistent link: https://www.econbiz.de/10001741849
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An Intertemporal Model of International Capital Market Segmentation
Basak, Suleyman - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10006704419