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Suleyman Basak

Personal Details

First Name:Suleyman
Middle Name:
Last Name:Basak
Suffix:
RePEc Short-ID:pba891
http://www.suleymanbasak.com/
Terminal Degree:1993 Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

(90%) London Business School (LBS)

London, United Kingdom
http://www.london.edu/
RePEc:edi:lobusuk (more details at EDIRC)

(10%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Basak, Suleyman & Atmaz, Adem, 2021. "Stock Market and No-Dividend Stocks," CEPR Discussion Papers 16224, C.E.P.R. Discussion Papers.
  2. Basak, Suleyman & Subrahmanyam, Marti & Makarov, Dmitry & Shapiro, Alex, 2020. "Security Design with Status Concerns," CEPR Discussion Papers 15193, C.E.P.R. Discussion Papers.
  3. Basak, Suleyman & Chabakauri, Georgy & Yavuz, M. Deniz, 2019. "Investor Protection and Asset Prices," CEPR Discussion Papers 13472, C.E.P.R. Discussion Papers.
  4. Basak, Suleyman & Atmaz, Adem, 2018. "Option Prices and Costly Short-Selling," CEPR Discussion Papers 13029, C.E.P.R. Discussion Papers.
  5. Basak, Suleyman & Atmaz, Adem, 2017. "Belief Dispersion in the Stock Market," CEPR Discussion Papers 12056, C.E.P.R. Discussion Papers.
  6. Andrea M. Buffa & Suleyman Basak, 2016. "A Theory of Operational Risk," 2016 Meeting Papers 352, Society for Economic Dynamics.
  7. Basak, Suleyman & Pavlova, Anna, 2015. "A Model of Financialization of Commodities," CEPR Discussion Papers 10651, C.E.P.R. Discussion Papers.
  8. Suleyman Basak & Dmitry Makarov, 2013. "Competition among Portfolio Managers and Asset Specialization," Working Papers w0194, Center for Economic and Financial Research (CEFIR).
  9. Basak, Suleyman & Pavlova, Anna, 2012. "Asset Prices and Institutional Investors," CEPR Discussion Papers 9120, C.E.P.R. Discussion Papers.
  10. Basak, Suleyman & Chabakauri, Georgy, 2011. "Dynamic Hedging in Incomplete Markets: A Simple Solution," CEPR Discussion Papers 8402, C.E.P.R. Discussion Papers.
  11. Basak, Suleyman & Makarov, Dmitry, 2010. "Difference in Interim Performance and Risk Taking with Short-Sale Constraints," CEPR Discussion Papers 8072, C.E.P.R. Discussion Papers.
  12. Basak, Suleyman & Yan, Hongjun, 2009. "Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion," CEPR Discussion Papers 7398, C.E.P.R. Discussion Papers.
  13. Basak, Suleyman & Chabakauri, Georgy, 2009. "Dynamic Mean-Variance Asset Allocation," CEPR Discussion Papers 7256, C.E.P.R. Discussion Papers.
  14. Suleyman Basak & Dmitry Makarov, 2009. "Strategic Asset Allocation in Money Management," Working Papers w0158, Center for Economic and Financial Research (CEFIR).
  15. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive 06-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Jul 2006.
  16. Basak, Suleyman & Pavlova, Anna & Cass, David & Licari, Juan Manuel, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints," CEPR Discussion Papers 5804, C.E.P.R. Discussion Papers.
  17. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  18. Basak, Suleyman & Pavlova, Anna & Shapiro, Alex, 2006. "Optimal Asset Allocation and Risk Shifting in Money Management," CEPR Discussion Papers 5524, C.E.P.R. Discussion Papers.
  19. Teplá, Lucie & Basak, Suleyman & Shapiro, Alex, 2005. "Risk Management with Benchmarking," CEPR Discussion Papers 5187, C.E.P.R. Discussion Papers.
  20. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers.
  21. Basak, Suleyman & Pavlova, Anna, 2004. "Monopoly Power and the Firm€ٳ Valuation:," Working papers 4234-01, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  22. Alex Shapiro & Suleyman Basak & Anna Pavlova, 2004. "Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management," Econometric Society 2004 North American Winter Meetings 583, Econometric Society.
  23. Basak, Suleyman & Croitoru, Benjamin, 2004. "On the Role of Arbitrageurs in Rational Markets," CEPR Discussion Papers 4768, C.E.P.R. Discussion Papers.
  24. Basak, Suleyman & Pavlova, Anna, 2003. "A Dynamic Model With Import Quota Constraints," Working papers 4230-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  25. Basak, Suleyman & Croitoru, Benjamin, 2003. "International Good Market Segmentation and Financial Market Structure," CEPR Discussion Papers 4060, C.E.P.R. Discussion Papers.
  26. Basak, Suleyman & Pavlova, Anna, 2003. "Monopoly Power And The Firm'S Valuation: A Dynamic Analysis Of Short Versus Long-Term Policies," Working papers 4234-01, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  27. Basak, Suleyman & Shapiro, Alex, 2002. "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers 3413, C.E.P.R. Discussion Papers.
  28. Suleyman Basak & Alexander Shapiro, 1999. "Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-032, New York University, Leonard N. Stern School of Business-.
  29. Basak, S. & Gallmeyer, M., 1998. "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium," Weiss Center Working Papers 98-04, Wharton School - Weiss Center for International Financial Research.
  30. Suleyman Basak & Benjamin Croitoru, "undated". "Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices," Rodney L. White Center for Financial Research Working Papers 07-99, Wharton School Rodney L. White Center for Financial Research.
  31. Süleyman Basak & Benjamin Croitoru, "undated". "Capital Market Equilibrium with Mispricing and Arbitrage Activity," Rodney L. White Center for Financial Research Working Papers 06-98, Wharton School Rodney L. White Center for Financial Research.
  32. Süleyman Basak, "undated". "A General Equilibrium Model of Portfolio Insurance (Reprint 053)," Rodney L. White Center for Financial Research Working Papers 1-94, Wharton School Rodney L. White Center for Financial Research.
  33. Süleyman Basak & Mike Gallmeyer, "undated". "Capital Market Equilibrium with Differential Taxation," Rodney L. White Center for Financial Research Working Papers 12-98, Wharton School Rodney L. White Center for Financial Research.
  34. Süleyman Basak, "undated". "Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)," Rodney L. White Center for Financial Research Working Papers 8-94, Wharton School Rodney L. White Center for Financial Research.
  35. Süleyman Basak, "undated". "An Intertemporal Model of Segmentation (Reprint 056)," Rodney L. White Center for Financial Research Working Papers 08-95, Wharton School Rodney L. White Center for Financial Research.
  36. Süleyman Basak & Domenico Cuoco, "undated". "An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)," Rodney L. White Center for Financial Research Working Papers 1-97, Wharton School Rodney L. White Center for Financial Research.
  37. Süleyman Basak, "undated". "On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis," Rodney L. White Center for Financial Research Working Papers 10-98, Wharton School Rodney L. White Center for Financial Research.
  38. Süleyman Basak, "undated". "A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk," Rodney L. White Center for Financial Research Working Papers 02-97, Wharton School Rodney L. White Center for Financial Research.
  39. Suleyman Basak & Benjamin Croitoru, "undated". "Equilibrium Mispricing in a Capital Market with Portfolio Constraints," Rodney L. White Center for Financial Research Working Papers 17-99, Wharton School Rodney L. White Center for Financial Research.
  40. Süleyman Basak, "undated". "Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062)," Rodney L. White Center for Financial Research Working Papers 7-95, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Basak, Suleyman & Makarov, Dmitry & Shapiro, Alex & Subrahmanyam, Marti, 2020. "Security design with status concerns," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
  2. Suleyman Basak & Georgy Chabakauri & M Deniz Yavuz, 2019. "Investor Protection and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 32(12), pages 4905-4946.
  3. Atmaz, Adem & Basak, Suleyman, 2019. "Option prices and costly short-selling," Journal of Financial Economics, Elsevier, vol. 134(1), pages 1-28.
  4. Adem Atmaz & Suleyman Basak, 2018. "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, vol. 73(3), pages 1225-1279, June.
  5. Suleyman Basak & Anna Pavlova, 2016. "A Model of Financialization of Commodities," Journal of Finance, American Finance Association, vol. 71(4), pages 1511-1556, August.
  6. Suleyman Basak & Dmitry Makarov, 2014. "Strategic Asset Allocation in Money Management," Journal of Finance, American Finance Association, vol. 69(1), pages 179-217, February.
  7. Suleyman Basak & Anna Pavlova, 2013. "Asset Prices and Institutional Investors," American Economic Review, American Economic Association, vol. 103(5), pages 1728-1758, August.
  8. Suleyman Basak & Georgy Chabakauri, 2012. "Dynamic Hedging in Incomplete Markets: A Simple Solution," The Review of Financial Studies, Society for Financial Studies, vol. 25(6), pages 1845-1896.
  9. Basak, Suleyman & Makarov, Dmitry, 2012. "Difference in interim performance and risk taking with short-sale constraints," Journal of Financial Economics, Elsevier, vol. 103(2), pages 377-392.
  10. Suleyman Basak & Georgy Chabakauri, 2010. "Dynamic Mean-Variance Asset Allocation," The Review of Financial Studies, Society for Financial Studies, vol. 23(8), pages 2970-3016, August.
  11. Suleyman Basak & Hongjun Yan, 2010. "Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(3), pages 914-936.
  12. Basak, Suleyman & Pavlova, Anna & Shapiro, Alexander, 2008. "Offsetting the implicit incentives: Benefits of benchmarking in money management," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1883-1893, September.
  13. Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna, 2008. "Multiplicity in general financial equilibrium with portfolio constraints," Journal of Economic Theory, Elsevier, vol. 142(1), pages 100-127, September.
  14. Suleyman Basak & Anna Pavlova & Alexander Shapiro, 2007. "Optimal Asset Allocation and Risk Shifting in Money Management," The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1583-1621, 2007 21.
  15. Basak, Suleyman & Croitoru, Benjamin, 2007. "International good market segmentation and financial innovation," Journal of International Economics, Elsevier, vol. 71(2), pages 267-293, April.
  16. Suleyman Basak & Alex Shapiro & Lucie Teplá, 2006. "Risk Management with Benchmarking," Management Science, INFORMS, vol. 52(4), pages 542-557, April.
  17. Basak, Suleyman & Croitoru, Benjamin, 2006. "On the role of arbitrageurs in rational markets," Journal of Financial Economics, Elsevier, vol. 81(1), pages 143-173, July.
  18. Basak, Suleyman, 2005. "Asset pricing with heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2849-2881, November.
  19. Suleyman Basak & Alexander Shapiro, 2005. "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, vol. 78(4), pages 1215-1266, July.
  20. Suleyman Basak & Anna Pavlova, 2004. "Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 503-530, October.
  21. Suleyman Basak & Michael Gallmeyer, 2003. "Capital Market Equilibrium with Differential Taxation," Review of Finance, European Finance Association, vol. 7(2), pages 121-159.
  22. Basak, Suleyman, 2002. "A comparative study of portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1217-1241, July.
  23. Basak, Suleyman & Shapiro, Alexander, 2001. "Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 371-405.
  24. Basak, Suleyman & Croitoru, Benjamin, 2001. "Non-linear taxation, tax-arbitrage and equilibrium asset prices," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 347-382, April.
  25. Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 63-95, January.
  26. Basak, Suleyman & Croitoru, Benjamin, 2000. "Equilibrium Mispricing in a Capital Market with Portfolio Constraints," The Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 715-748.
  27. Suleyman Basak & Michael Gallmeyer, 1999. "Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium," Mathematical Finance, Wiley Blackwell, vol. 9(1), pages 1-30, January.
  28. Basak, Suleyman, 1999. "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, Elsevier, vol. 23(7), pages 1029-1064, June.
  29. Basak, Suleyman & Cuoco, Domenico, 1998. "An Equilibrium Model with Restricted Stock Market Participation," The Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 309-341.
  30. Suleyman Basak, 1997. "Consumption choice and asset pricing with a non-price-taking agent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(3), pages 437-462.
  31. Basak, Suleyman, 1996. "An Intertemporal Model of International Capital Market Segmentation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 31(2), pages 161-188, June.
  32. Basak, Suleyman, 1995. "A General Equilibrium Model of Portfolio Insurance," The Review of Financial Studies, Society for Financial Studies, vol. 8(4), pages 1059-1090.

Chapters

  1. Suleyman Basak & Anna Pavlova, 2005. "Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies," Studies in Economic Theory, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear (ed.), Essays in Dynamic General Equilibrium Theory, pages 1-34, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Journal Pages
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Euclidian citation score
  26. Wu-Index
  27. Record of graduates

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (10) 2003-02-18 2003-10-05 2004-02-29 2005-05-07 2005-06-14 2005-09-29 2006-04-08 2006-06-17 2006-07-28 2006-10-28. Author is listed
  2. NEP-FMK: Financial Markets (8) 2000-09-05 2003-10-05 2005-06-14 2005-09-29 2006-04-08 2006-07-28 2012-04-10 2017-05-28. Author is listed
  3. NEP-RMG: Risk Management (8) 2003-02-18 2004-08-16 2005-06-14 2005-09-29 2006-04-08 2011-05-30 2012-04-10 2016-08-07. Author is listed
  4. NEP-CFN: Corporate Finance (6) 2003-02-18 2004-02-29 2006-07-28 2006-10-28 2016-08-07 2019-02-25. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (3) 2006-07-28 2009-04-25 2016-08-07
  6. NEP-BEC: Business Economics (2) 2005-05-07 2005-09-29
  7. NEP-CSE: Economics of Strategic Management (2) 2013-06-16 2016-08-07
  8. NEP-ORE: Operations Research (2) 2019-02-25 2021-03-29
  9. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  10. NEP-IFN: International Finance (1) 2003-10-05
  11. NEP-IND: Industrial Organization (1) 2003-02-20
  12. NEP-MAC: Macroeconomics (1) 2009-11-27
  13. NEP-MIC: Microeconomics (1) 2004-02-29
  14. NEP-MON: Monetary Economics (1) 2009-11-27
  15. NEP-MST: Market Microstructure (1) 2017-05-28

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