Alex Shapiro

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

http://www.stern.nyu.edu/~ashapiro/

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SCHOLARLY PAPERS

11

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TOTAL CITATIONS

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Scholarly Papers (11)

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1.

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Downloads 8,183 ( 1,720)

Citation 43

3

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Number of pages: 38 Posted: 24 Mar 2000

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 7,734 (1,861)

Citation 24

Abstract:

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

NYU Working Paper No. FIN-99-032

Number of pages: 36 Posted: 07 Nov 2008

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 449 (138,312)

Citation 19

Abstract:

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Posted: 17 May 2001

Alex Shapiro and Suleyman Basak

New York University (NYU) - Department of Finance and London Business School

Abstract:

2.

Risk Management with Benchmarking

Downloads 6,261 ( 2,599)

Citation 16

8

Risk Management with Benchmarking

AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper

Number of pages: 29 Posted: 03 Mar 2002

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 5,500 (3,350)

Citation 12

Abstract:

Risk Management with Benchmarking

NYU Working Paper No. FIN-03-048

Number of pages: 41 Posted: 11 Nov 2008

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 217 (301,540)

Abstract:

Risk Management with Benchmarking

NYU Working Paper No. SC-AM-03-16

Number of pages: 41 Posted: 04 Nov 2008

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 183 (354,286)

Abstract:

Risk Management with Benchmarking

NYU Working Paper No. FIN-01-015

Number of pages: 38 Posted: 03 Nov 2008

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 119 (509,858)

Abstract:

Risk Management with Benchmarking

NYU Working Paper No. S-CDM-01-04

Number of pages: 38 Posted: 05 Nov 2008

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 108 (549,456)

Abstract:

Risk Management with Benchmarking

NYU Working Paper No. S-DRP-01-15

Number of pages: 38 Posted: 07 Nov 2008

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 97 (594,365)

Abstract:

Risk Management with Benchmarking

CEPR Discussion Paper No. 5187

Number of pages: 31 Posted: 01 Sep 2005

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Downloads 37 (987,242)

Citation 4

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Abstract:

Risk Management with Benchmarking

Management Science, 2006

Posted: 19 Oct 2005

Suleyman Basak, Alex Shapiro and Lucie Tepla

London Business School, New York University (NYU) - Department of Finance and INSEAD

Abstract:

3.

A Model of Credit Risk, Optimal Policies, and Asset Prices

Downloads 4,826 ( 4,286)

Citation 3

5

A Model of Credit Risk, Optimal Policies, and Asset Prices

Number of pages: 45 Posted: 21 Mar 2001

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 4,490 (4,722)

Citation 3

Abstract:

A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. FIN-03-047

Number of pages: 46 Posted: 11 Nov 2008

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 120 (506,521)

Abstract:

A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. S-CDM-03-20

Number of pages: 46 Posted: 05 Nov 2008

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 99 (586,361)

Abstract:

A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. FIN-00-029

Number of pages: 41 Posted: 04 Nov 2008

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 82 (661,532)

Abstract:

A Model of Credit Risk, Optimal Policies and Asset Prices

Number of pages: 43 Posted: 31 Jul 2002

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 35 (1,008,551)

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Abstract:

4.

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

Downloads 3,061 ( 8,962)

Citation 21

6

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

Number of pages: 42 Posted: 05 May 2003

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 2,417 (12,779)

Citation 21

Abstract:

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

NYU Working Paper No. FIN-03-049

Number of pages: 43 Posted: 12 Nov 2008

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 179 (361,316)

Abstract:

Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management

NYU Working Paper No. SC-AM-02-12

Number of pages: 33 Posted: 13 Nov 2008

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 178 (363,202)

Abstract:

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

NYU Working Paper No. SC-AM-03-15

Number of pages: 43 Posted: 04 Nov 2008

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 134 (463,378)

Abstract:

Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management

NYU Working Paper No. FIN-02-062

Number of pages: 33 Posted: 03 Nov 2008

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Downloads 129 (478,104)

Abstract:

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

CEPR Discussion Paper No. 5006

Number of pages: 44 Posted: 16 Aug 2005

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 24 (1,139,816)

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Abstract:

5.

Optimal Asset Allocation and Risk Shifting in Money Management

Downloads 1,496 (27,680)

Citation 21

2

Optimal Asset Allocation and Risk Shifting in Money Management

Number of pages: 40 Posted: 30 Jan 2006

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 1,458 (28,284)

Citation 5

Abstract:

Optimal Asset Allocation and Risk Shifting in Money Management

CEPR Discussion Paper No. 5524

Number of pages: 44 Posted: 14 Jun 2006

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 38 (976,805)

Citation 16

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Abstract:

6.

Offsetting the Implicit Incentives: Benefits of Benchmarking in Money Management

Number of pages: 24 Posted: 18 Aug 2006 Last Revised: 17 Dec 2007

Suleyman Basak, Anna Pavlova and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Downloads 741 (74,725)

Citation 13

Abstract:

7.

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Downloads 547 (109,993)

Citation 2

3

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Number of pages: 50 Posted: 24 Mar 2000

Alex Shapiro

New York University (NYU) - Department of Finance

Downloads 480 (127,396)

Citation 2

Abstract:

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

NYU Working Paper No. S-MF-99-11

Number of pages: 50 Posted: 12 Nov 2008

Alex Shapiro

New York University (NYU) - Department of Finance

Downloads 67 (743,566)

Abstract:

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Posted: 17 May 2001

Alex Shapiro

New York University (NYU) - Department of Finance

Abstract:

8.

Security Design with Status Concerns

Downloads 454 (138,042)

Citation 5

2

Security Design with Status Concerns

Journal of Economic Dynamics and Control, Forthcoming

Number of pages: 51 Posted: 29 Jan 2015 Last Revised: 20 Aug 2020

Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti G. Subrahmanyam

London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business

Downloads 450 (137,935)

Citation 2

Abstract:

Security Design with Status Concerns

CEPR Discussion Paper No. DP15193

Number of pages: 54 Posted: 12 Sep 2020

Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti G. Subrahmanyam

London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Leonard N. Stern School of Business

Downloads 4 (1,372,926)

Citation 3

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Abstract:

9.

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and

NYU Working Paper No. FIN-99-031

Number of pages: 50 Posted: 07 Nov 2008

Alex Shapiro

New York University (NYU) - Department of Finance

Downloads 46 (879,288)

Abstract:

10.

Optimal Asset Allocation and Risk Shifting in Money Management

Review of Financial Studies, Vol. 20, No. 5, pp. 1583-1621, 2007

Posted: 07 Aug 2006 Last Revised: 21 Mar 2008

Anna Pavlova, Suleyman Basak and Alex Shapiro

London Business School, London Business School and New York University (NYU) - Department of Finance

Abstract:

11.

Model of Credit Risk, Optimal Policies, and Asset Prices

Journal of Business, Vol. 78, No. 4, July 2005

Posted: 19 Jul 2005

Suleyman Basak and Alex Shapiro

London Business School and New York University (NYU) - Department of Finance

Abstract:

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