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~subject:"Portfolio-Management"
~isPartOf:"The review of financial studies"
~person:"Başak, Suleyman"
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Başak, Suleyman
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Liu, Jun
3
Lo, Andrew W.
3
Longstaff, Francis A.
3
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The review of financial studies
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6
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5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Rodney L. White Center for Financial Research
2
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Journal of banking & finance
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1
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
Saved in:
2
Value-at-risk-based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001570567
Saved in:
3
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
Saved in:
4
Dynamic mean-variance asset allocation
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 2970-3016
Persistent link: https://www.econbiz.de/10008662068
Saved in:
5
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
25
(
2012
)
6
,
pp. 1845-1896
Persistent link: https://www.econbiz.de/10009571749
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