Access Statistics for Suleyman Basak

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DYNAMIC MODEL WITH IMPORT QUOTA CONSTRAINTS 0 0 0 19 1 4 6 128
A Dynamic Model with Import Quota Constraints 0 0 0 88 1 1 3 623
A Dynamic Model with Import Quota Constraints 0 0 0 80 1 1 4 387
A General Equilibrium Model of Portfolio Insurance (Reprint 053) 0 0 0 0 0 0 1 208
A General Equilibrium Model of Portfolio Insurance (Reprint 053) 0 0 0 1 1 1 2 124
A Model of Credit Risk, Optimal Policies and Asset Prices 0 0 0 244 0 0 1 666
A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk 0 0 0 0 1 2 3 674
A Model of Dynamic Equilibrium Asset Pricing with Extraneous Risk 0 0 0 0 0 0 0 80
A Model of Financialization of Commodities 0 1 1 32 5 7 8 136
A Theory of Operational Risk 0 1 12 202 4 10 27 640
An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) 0 0 0 0 1 1 3 1,091
An Equilibrium Model with Restricted Stock Market Participation (Reprint 066) 0 0 0 0 0 0 1 211
An Intertemporal Model of Segmentation (Reprint 056) 0 0 0 0 1 1 2 119
An Intertemporal Model of Segmentation (Reprint 056) 0 0 0 0 1 2 3 125
Asset Prices and Institutional Investors 0 0 1 54 1 1 7 189
Asset Prices with Heterogenous Beliefs 0 0 0 292 1 2 2 661
Belief Dispersion in the Stock Market 1 1 3 50 4 9 13 145
Capital Market Equilibrium with Differential Taxation 0 0 0 0 0 0 0 590
Capital Market Equilibrium with Differential Taxation 0 0 0 68 2 3 4 259
Capital Market Equilibrium with Mispricing and Arbitrage Activity 0 0 0 0 0 0 0 775
Capital Market Equilibrium with Mispricing and Arbitrage Activity 0 0 0 0 0 2 3 129
Competition among Portfolio Managers and Asset Specialization 0 0 0 16 3 4 4 219
Competition among Portfolio Managers and Asset Specialization 0 0 2 10 1 2 8 86
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two Country Dynamic Monetary Equilibrium 0 0 0 0 3 3 5 1,014
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 1 1 1 1 226
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium 0 0 0 0 1 2 2 879
Difference in Interim Performance and Risk Taking with Short-Sale Constraints 0 0 0 8 1 2 5 91
Difference in Interim Performance and Risk Taking with Short-sale Constraints 0 0 0 1 2 2 3 26
Difference in Interim Performance and Risk Taking with Short-sale Constraints 0 0 0 19 1 1 1 105
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) 0 0 0 0 2 2 2 207
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95) 0 0 0 0 1 2 2 263
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) 0 0 0 0 0 1 2 88
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revision of 8-94) (Reprint 062) 0 0 0 0 1 1 1 162
Dynamic Equilibrium with Costly Short-Selling and Lending Market 0 0 0 18 1 1 3 49
Dynamic Hedging in Incomplete Markets: A Simple Solution 0 0 0 49 1 3 3 95
Dynamic Hedging in Incomplete Markets: A Simple Solution 0 0 1 26 1 1 3 88
Dynamic Hedging in Incomplete Markets: A Simple Solution 0 0 0 41 4 4 6 106
Dynamic Mean-Variance Asset Allocation 1 2 2 180 5 9 15 640
Dynamic hedging in incomplete markets: a simple solution 0 0 0 0 3 3 3 5
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion 0 0 0 49 3 4 4 143
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion 0 0 0 3 2 2 3 10
Equilibrium Mispricing in a Capital Market with Portfolio Constraints 1 1 2 93 3 4 9 250
International Good Market Segmentation and Financial Market Structure 0 0 0 303 0 0 2 1,852
Investor Protection and Asset Prices 0 0 0 17 0 0 1 33
Investor protection and asset prices 0 0 0 0 0 0 0 0
Investor protection and asset prices 0 0 0 1 0 0 1 6
MONOPOLY POWER AND THE FIRM'S VALUATION: A DYNAMIC ANALYSIS OF SHORT VERSUS LONG-TERM POLICIES 0 0 0 22 1 1 2 166
Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies 0 0 0 106 1 3 4 690
Monopoly Power and the Firm€ٳ Valuation 0 0 0 24 1 1 3 187
Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints 1 1 1 127 2 3 4 627
Multiplicity in General Financial Equilibrium with Portfolio Constraints 0 0 0 29 2 2 2 155
Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version 0 0 0 71 1 2 5 277
Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices 0 0 0 34 0 0 1 125
Nonlinear Taxation, Tax Arbitrage and Equilibrium Asset Prices 0 0 0 32 1 2 3 123
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management 0 0 1 91 1 2 3 558
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management 0 0 0 104 0 0 8 428
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management 0 0 0 36 6 7 9 201
On the Fluctuations in Consumption and Market Returns in the Presence of Labor and Human Capital: An Equilibrium Analysis 0 0 0 0 2 2 3 604
On the Role of Arbitrageurs in Rational Markets 0 0 0 153 2 2 3 1,173
Optimal Asset Allocation and Risk Shifting in Money Management 0 0 0 134 1 4 7 564
Option Prices and Costly Short-Selling 0 0 0 16 5 5 8 80
Risk Management with Benchmarking 0 0 1 398 0 1 5 1,341
Security Design with Status Concerns 0 0 0 2 1 1 4 20
Stock Market and No-Dividend Stocks 0 1 2 14 2 6 9 47
Strategic Asset Allocation in Money Management 0 0 0 2 0 0 1 22
Strategic Asset Allocation in Money Management 0 0 0 21 1 1 1 117
Strategic Asset Allocation in Money Management 0 0 0 29 2 2 2 266
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices 0 0 0 420 2 2 3 953
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices 0 0 2 790 1 2 9 1,507
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices 0 0 1 342 2 3 4 712
Total Working Papers 4 8 32 4,962 102 155 285 25,546

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Model of Portfolio Insurance 0 0 3 349 1 4 9 960
A Model of Credit Risk, Optimal Policies, and Asset Prices 0 0 0 53 2 3 4 247
A Model of Financialization of Commodities 1 2 5 31 4 5 20 156
A comparative study of portfolio insurance 0 0 0 154 1 1 2 341
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk 1 1 3 199 2 3 9 417
An Equilibrium Model with Restricted Stock Market Participation 0 0 0 0 0 7 22 720
An Intertemporal Model of International Capital Market Segmentation 0 0 0 16 1 1 2 54
Asset Prices and Institutional Investors 0 1 3 82 7 9 18 494
Asset pricing with heterogeneous beliefs 0 0 2 164 2 6 10 400
Belief Dispersion in the Stock Market 0 0 3 39 3 9 24 210
Capital Market Equilibrium with Differential Taxation 0 0 0 5 3 7 7 33
Consumption choice and asset pricing with a non-price-taking agent 0 0 0 89 1 2 5 740
Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two‐Country Dynamic Monetary Equilibrium 0 0 1 7 1 1 2 35
Difference in interim performance and risk taking with short-sale constraints 0 0 0 13 5 8 9 132
Dynamic Equilibrium with Costly Short-Selling and Lending Market 0 1 1 2 2 3 6 11
Dynamic Hedging in Incomplete Markets: A Simple Solution 0 0 0 31 1 2 4 129
Dynamic Mean-Variance Asset Allocation 0 0 11 142 6 15 46 432
Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion 1 1 1 76 5 5 13 285
Equilibrium Mispricing in a Capital Market with Portfolio Constraints 0 0 0 0 0 1 8 224
International good market segmentation and financial innovation 0 0 0 33 1 3 3 161
Investor Protection and Asset Prices 0 0 0 3 1 1 3 44
Monopoly power and the firm’s valuation: a dynamic analysis of short versus long-term policies 0 0 0 15 1 1 3 103
Multiplicity in general financial equilibrium with portfolio constraints 0 0 0 37 2 2 5 154
Non-linear taxation, tax-arbitrage and equilibrium asset prices 0 0 0 15 2 3 7 76
Offsetting the implicit incentives: Benefits of benchmarking in money management 0 0 0 32 1 1 4 132
On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis 0 0 0 38 3 3 4 119
On the role of arbitrageurs in rational markets 1 1 2 44 2 5 8 141
Optimal Asset Allocation and Risk Shifting in Money Management 0 0 0 80 1 1 6 245
Option prices and costly short-selling 0 0 1 48 3 5 6 180
Risk Management with Benchmarking 0 0 0 26 2 2 7 101
Security design with status concerns 0 0 0 3 0 1 7 37
Stock Market and No‐Dividend Stocks 0 0 1 27 2 3 12 84
Strategic Asset Allocation in Money Management 0 0 1 19 1 1 4 120
Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices 0 0 0 1 4 8 16 1,034
Total Journal Articles 4 7 38 1,873 73 132 315 8,751
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monopoly Power and the Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies 0 0 0 0 1 1 1 5
Total Chapters 0 0 0 0 1 1 1 5

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06