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/

SCHOLARLY PAPERS

11

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CITATIONS
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178

Scholarly Papers (11)

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 7,078 (796)
Citation 12

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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 360 (81,139)
Citation 14

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Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility

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

Review of Financial Studies, Vol. 14, No. 2, pp. 371-405, Summer 2001
Posted: 17 May 2001
Alex Shapiro and Suleyman Basak
New York University (NYU) - Department of Finance and London Business School

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Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility

2.
Downloads 5,928 ( 1,070)
Citation 38

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 5,321 (1,315)
Citation 15

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Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk

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 169 (175,936)

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Benchmarking, Investments, Shortfall Risk, Tracking Errors, Value-at-Risk

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 147 (198,124)

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Benchmarking, Investments, Shortfall Risk, Tracking error, Value-at-Risk

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 96 (272,774)

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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 82 (301,940)

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Benchmarking, Investments, shortfall Risk, Tracking Error, value-at-risk

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 78 (311,199)

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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 35 (453,047)
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Benchmarking, investments, shortfall risk, tracking error, value-at-risk

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

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Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk

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

AFA 2002 Atlanta Meetings; NYU Finance Working Paper
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 4,405 (1,833)
Citation 2

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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 96 (272,774)

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Credit Risk, Defaultable Debt, Investments, Assets Pricing, Volatility

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 77 (313,632)

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Credit Risk, Defaultable Debt, Investments, Asset Pricing, Volatility

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 59 (362,882)

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A Model of Credit Risk, Optimal Policies and Asset Prices

CEPR Discussion Paper No. 3413
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 32 (467,103)
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Credit risk, defaultable debt, investments, asset pricing, volatility

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

MIT Sloan Working Paper No. 4303-03; NYU Finance Working Paper; EFA 2003 Annual Conference Paper No. 269; AFA 2005 Philadelphia Meetings
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 2,287 (5,590)
Citation 15

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

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 148 (197,071)

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

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 141 (204,976)

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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 108 (251,491)

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

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 101 (263,698)

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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 23 (517,998)
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Fund flows, implicit incentives, risk taking, benchmarking, risk management, portfolio choice

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 1,269 (14,686)
Citation 4

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Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice

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 21 (530,877)
Citation 2
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Fund flows, implicit incentives, risk taking, relative performance, risk management, portfolio choice

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 624 (41,405)
Citation 6

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Benchmarking, Fund Flows, Implicit Incentives, Risk Taking, Risk Management, Portfolio Choice

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 431 (65,498)
Citation 2

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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 37 (444,235)

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

Review of Financial Studies, Vol. 15, No. 1, pp. 97-141, Spring 2002
Posted: 17 May 2001
Alex Shapiro
New York University (NYU) - Department of Finance

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Investor recognition, asset pricing, portfolio constraints, risk premia, consumption, cross section of returns

8.

Security Design with Status Concerns

Number of pages: 48 Posted: 29 Jan 2015 Last Revised: 25 Aug 2019
London Business School, ICEF, Higher School of Economics, New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 245 (125,119)
Citation 1

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Security Design, Status Concerns, Convertible Securities, Financing, Hybrid Securities

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 21 (513,571)

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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:

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Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice

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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Credit risk, defaultable debt, investments, asset pricing, volatility