Anna Pavlova

London Business School

Sussex Place

Regent's Park

London, London NW1 4SA

United Kingdom

http://faculty.london.edu/apavlova

Centre for Economic Policy Research (CEPR)

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

17

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CITATIONS
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283

Scholarly Papers (17)

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 2,250 (4,485)
Citation 26

Abstract:

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 132 (183,292)
Citation 26

Abstract:

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 129 (186,714)
Citation 26

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 93 (237,402)
Citation 26

Abstract:

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

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 (447,337)
Citation 26
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Abstract:

Fund flows, implicit incentives, risk taking, benchmarking, risk management, portfolio choice

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies

MIT Sloan Working Paper No. 4234-01; EFA 2001 Barcelona Meetings; AFA 2001 New Orleans Meetings
Number of pages: 32 Posted: 16 Sep 2000
Anna Pavlova and Suleyman Basak
London Business School and London Business School
Downloads 2,019 (5,406)
Citation 5

Abstract:

Monopoly; Asset Pricing Theory; General Equilibrium; Short-Sighted; Time-Consistency; Coase Conjecture

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short versus Long-Term Policies

CEPR Discussion Paper No. 3425
Number of pages: 35 Posted: 13 Aug 2002
Anna Pavlova and Suleyman Basak
London Business School and London Business School
Downloads 25 (436,069)
Citation 5
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Abstract:

Monopoly, asset pricing theory, general equilibrium, short-sighted, time-consistency

Monopoly Power and the Firm's Valuation: A Dynamic Analysis of Short Versus Long-term Policies

Economic Theory, Vol. 24, pp. 503-530, 2004
Posted: 19 Mar 2004
Anna Pavlova and Suleyman Basak
London Business School and London Business School

Abstract:

Monopoly, Asset pricing theory, General equilibrium, Short-sighted, Time-consistency, Coase conjecture

3.
Downloads 1,525 ( 8,929)
Citation 75

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,456 (9,435)
Citation 75

Abstract:

International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

NBER Working Paper No. w9834
Number of pages: 51 Posted: 14 Jul 2003
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 69 (285,326)
Citation 75

Abstract:

Asset Prices and Exchange Rates

Review of Financial Studies, Vol. 20, pp. 1139-1181, 2007
Posted: 07 Aug 2006
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1139-1180, 2007
Posted: 25 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

G12, G15, F31, F36

4.
Downloads 1,410 ( 10,143)
Citation 5

A Model of Financialization of Commodities

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 18 Jan 2013 Last Revised: 14 Sep 2015
Suleyman Basak and Anna Pavlova
London Business School and London Business School
Downloads 1,410 (9,937)
Citation 5

Abstract:

asset pricing, indexing, commodities, futures, spot prices, institutions, money management, asset class

A Model of Financialization of Commodities

CEPR Discussion Paper No. DP10651
Number of pages: 61 Posted: 16 Jun 2015
Suleyman Basak and Anna Pavlova
London Business School and London Business School
Downloads 0
Citation 5
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Abstract:

asset class, Asset pricing, commodities, futures, indexing, institutions, money management, spot prices

5.
Downloads 1,298 ( 11,624)
Citation 12

Asset Prices and Institutional Investors

AFA 2011 Denver Meetings Paper
Number of pages: 62 Posted: 17 Mar 2010 Last Revised: 27 Aug 2012
Suleyman Basak and Anna Pavlova
London Business School and London Business School
Downloads 1,292 (11,461)
Citation 12

Abstract:

Asset pricing, indexing, institutions, money management, general equilibrium

Asset Prices and Institutional Investors

CEPR Discussion Paper No. DP9120
Number of pages: 65 Posted: 28 Sep 2012
Suleyman Basak and Anna Pavlova
London Business School and London Business School
Downloads 6 (544,074)
Citation 12
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Abstract:

asset class, Asset pricing, general equilibrium, indexing, institutions, money management

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 1,224 (12,468)
Citation 39

Abstract:

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 (458,813)
Citation 39
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Abstract:

Fund flows, implicit incentives, risk taking, relative performance, risk management, portfolio choice

A Dynamic Model with Import Quota Constraints

Number of pages: 41 Posted: 05 Mar 2002 Last Revised: 04 Sep 2015
Anna Pavlova and Suleyman Basak
London Business School and London Business School
Downloads 681 (29,858)

Abstract:

Quota, International Economics and Finance, Asset Pricing, Integral Constraints

A Dynamic Model with Import Quota Constraints

CEPR Discussion Paper No. 3414
Number of pages: 43 Posted: 06 Aug 2002
Anna Pavlova and Suleyman Basak
London Business School and London Business School
Downloads 18 (476,362)
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Abstract:

Quota, international economics and finance, asset pricing, integral constraints

Multiplicity in General Financial Equilibrium with Portfolio Constraints

PIER Working Paper No. 06-012
Number of pages: 35 Posted: 27 Mar 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 649 (31,887)
Citation 5

Abstract:

Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium

Multiplicity in General Financial Equilibrium with Portfolio Constraints

CEPR Discussion Paper No. 5804
Number of pages: 38 Posted: 11 Oct 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 14 (499,730)
Citation 5
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Abstract:

Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium

Multiplicity in General Financial Equilibrium with Portfolio Constraints

Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics

Abstract:

Multiple Equilibria, Asset Pricing, Portfolio Constraints, Indeterminacy, Financial Equilibrium

9.

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 554 (36,217)
Citation 25

Abstract:

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

10.

Adjustment Costs, Learning-by-Doing, and Technology Adoption under Uncertainty

MIT Sloan Working Paper No. 4369-01; CARESS Working Paper No. 99-07
Number of pages: 35 Posted: 31 May 2002
Anna Pavlova
London Business School
Downloads 507 (42,916)
Citation 2

Abstract:

Technological Change, Vintage Capital, Optimal Scrapping, Learning-by-doing

11.
Downloads 426 ( 55,539)
Citation 18

On Trees and Logs

MIT Sloan Working Paper No. 4233-02; CARESS Working Paper No. 00-01
Number of pages: 44 Posted: 31 May 2002
Anna Pavlova and David Cass (deceased)
London Business School and University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)
Downloads 426 (54,991)
Citation 18

Abstract:

Lucas Tree Model, Equilibrium Theory, Peculiar

On Trees and Logs

Journal of Economic Theory, Vol. 116, pp. 41-83, 2004
Posted: 08 Oct 2003
Anna Pavlova and David Cass (deceased)
London Business School and University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased)

Abstract:

Lucas tree model, Equilibrium theory, Peculiar financial equilibrium, Nonuniqueness of equilibria, Portfolio constraints

The Role of Portfolio Constraints in the International Propagation of Shocks

EFA 2006 Zurich Meetings Paper, MIT Sloan Working Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 24 Feb 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 422 (55,657)
Citation 37

Abstract:

International finance, asset pricing, terms of trade, portfolio constraints, contagion

The Role of Portfolio Constraints in the International Propagation of Shocks

CEPR Discussion Paper No. DP6647
Number of pages: 57 Posted: 05 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2 (568,238)
Citation 37
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Abstract:

Asset pricing, contagion, International finance, portfolio constraints, terms of trade, wealth transfer

The Role of Portfolio Constraints in the International Propagation of Shocks

Review of Economic Studies, Forthcoming
Posted: 20 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

International finance, asset pricing, exchange rate, terms of trade, wealth transfer, portfolio constraints, contagion, international transmission

13.

Equilibrium Portfolios and External Adjustment Under Incomplete Markets

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 20 Mar 2008 Last Revised: 28 Mar 2012
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 226 (95,605)
Citation 9

Abstract:

Current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

14.
Downloads 175 (144,009)
Citation 9

An Asset-Pricing View of External Adjustment

MIT Sloan Research Paper, EFA 2008 Athens Meetings Paper
Number of pages: 47 Posted: 05 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 160 (155,994)
Citation 9

Abstract:

current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

An Asset-Pricing View of External Adjustment

NBER Working Paper No. w13468
Number of pages: 48 Posted: 05 Oct 2007
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 15 (493,760)
Citation 9

Abstract:

15.
Downloads 147 (167,567)
Citation 5

International Macro-Finance

Number of pages: 20 Posted: 15 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 92 (239,089)
Citation 5

Abstract:

International Macroeconomics, Asset Pricing, International Macro-Finance, International Portfolios, Equity Prices

International Macro-Finance

NBER Working Paper No. w16630
Number of pages: 21 Posted: 27 Dec 2010
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 48 (342,800)
Citation 5

Abstract:

International Macro-Finance

CEPR Discussion Paper No. DP8218
Number of pages: 22 Posted: 31 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7 (538,966)
Citation 5
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Abstract:

asset pricing, equity prices, international macroeconomics, international portfolios

Wealth Transfers, Contagion, and Portfolio Constraints

NBER Working Paper No. w11440
Number of pages: 50 Posted: 12 Jul 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 34 (393,320)
Citation 8

Abstract:

Wealth Transfers, Contagion and Portfolio Constraints

CEPR Discussion Paper No. 5117
Number of pages: 52 Posted: 10 Aug 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 21 (458,813)
Citation 8
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Abstract:

International finance, asset pricing, terms of trade, portfolio constraints, contagion

17.

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:

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

Other Papers (1)

Total Downloads: 50    Citations: 4
1.

Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version

PIER Working Paper No. 06-020
Number of pages: 36 Posted: 19 Jul 2006
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
Downloads 48
Citation 4

Abstract:

Multiple equilibria, asset pricing, portfolio constraints, indeterminacy, financial equilibrium.