2017 (with G. Chabakauri and D. Yavuz) 


Security Design with Status Concerns
2017 (with D. Makarov, A. Shapiro, M. Subrahmanyam) 

Competition among Portfolio Managers and Asset Specialization
2015 (with D. Makarov)

2010 (with A. Pavlova)

 

Publications :

Journal of Finance, 2017, forthcoming (with A. Atmaz)  (Internet Appendix)

Journal of Finance, 2016, 71, 1511-1556 (with A. Pavlova)
 
Strategic Asset Allocation in Money Management
Journal of Finance, 2014, 69, 179-217 (with D. Makarov) 

American Economic Review, 2013, 103, 1728-1758 (with A. Pavlova) 
Review of Financial Studies, 2012, 25, 1845-1896 (with G. Chabakauri)

Journal of Financial Economics, 2012, 103, 377-392 (with D. Makarov)
Review of Economic Studies, 2010, 77, 914-936 (with H. Yan)
Note: There is an earlier version with an alternative preference-based formulation
Review of Financial Studies, 2010, 23, 2970-3016 (with G. Chabakauri)
Journal of Economic Theory, 2008, 142, 100-127 (with D. Cass, J.M. Licari and A. Pavlova)
Journal of Banking and Finance, 2008, 32, 1882-1993 (with A. Pavlova and A. Shapiro)
Review of Financial Studies, 2007, 20, 1583-1621 (with A.Pavlova and A. Shapiro)
Journal of International Economics, 2007, 71, 267-293 (with B. Croitoru)
Journal of Financial Economics, 2006, 81, 143-173 (with B Croitoru)
Management Science, 2006, 52, 542-557 (with A. Shapiro and L. Tepla)
Journal of Banking and Finance, 2005, 29, 2849-2881

Journal of Business, 2005, 78, 1215-1266 (with A. Shapiro)
Economic Theory, 2004, 24, 503-530 (with A. Pavlova)
European Finance Review, 2003, 7, 121-159 (with M Gallmeyer)
Journal of Economic Dynamics and Control, 2002, 26, 1217-1241
Review of Financial Studies, 2001, 14, 371-405 (with A. Shapiro)
Journal of Mathematical Economics, 2001, 35, 347-382 (with B. Croitoru)
Review of Financial Studies, 2000, 13, 715-748 (with B. Croitoru)
Journal of Economic Dynamics and Control, 2000, 24, 63-95
Journal of Economic Dynamics and Control, 1999, 23, 1029-1064
Mathematical Finance, 1999, 9, 1-30 (with M. Gallmeyer)
Review of Financial Studies, 1998, 11, 309-341 (with D. Cuoco)
Economic Theory, 1997, 10, 437-462
Journal of Financial and Quantitative Analysis, 1996, 31, 161-188
Review of Financial Studies, 1995, 8, 1059-1090