Suleyman Basak
21 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-4646-9600
London Business School and CEPR
Publications
- Dynamic Equilibrium with Costly Short-Selling and Lending Market — The Review of Financial Studies 2024
- Option prices and costly short-selling — Journal of Financial Economics 2019
- Investor Protection and Asset Prices — The Review of Financial Studies 2019
- Belief Dispersion in the Stock Market — The Journal of Finance 2018
- A Model of Financialization of Commodities — The Journal of Finance 2016
- Strategic Asset Allocation in Money Management — The Journal of Finance 2014
- Asset Prices and Institutional Investors — American Economic Review 2013
- Dynamic Hedging in Incomplete Markets: A Simple Solution — The Review of Financial Studies 2012
- Difference in interim performance and risk taking with short-sale constraints — Journal of Financial Economics 2012
- Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion — The Review of Economic Studies 2010
- Dynamic Mean-Variance Asset Allocation — The Review of Financial Studies 2010
- Optimal Asset Allocation and Risk Shifting in Money Management — The Review of Financial Studies 2007
- On the role of arbitrageurs in rational markets — Journal of Financial Economics 2006
- Risk Management with Benchmarking — Management Science 2006
- Capital Market Equilibrium with Differential Taxation — Review of Finance 2003
- Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices — The Review of Financial Studies 2001
- Equilibrium Mispricing in a Capital Market with Portfolio Constraints — The Review of Financial Studies 2000
- An Equilibrium Model with Restricted Stock Market Participation — The Review of Financial Studies 1998
- An Intertemporal Model of International Capital Market Segmentation — Journal of Financial and Quantitative Analysis 1996
- A General Equilibrium Model of Portfolio Insurance — The Review of Financial Studies 1995
- Stock Market and No-Dividend Stocks — The Journal of Finance