Items where Author is "Chabakauri, Georgy"

Barinov, Alexander and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2023) Idiosyncratic volatility, growth options, and the cross-section of returns. Review of Asset Pricing Studies, 13 (4). 653 – 690. ISSN 2045-9920

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos E. (2022) Multi-asset noisy rational expectations equilibrium with contingent claims. Review of Economic Studies, 89 (5). 2445 - 2490. ISSN 0034-6527

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos (2021) Multi-asset noisy rational expectations equilibrium with contingent claims. Financial Markets Group Discussion Papers (745). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Rytchkov, Oleg (2021) Asset pricing with index investing. Journal of Financial Economics, 141 (1). 195 - 216. ISSN 0304-405X

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Yueyang Han, Brandon (2020) Collateral constraints and asset prices. Journal of Financial Economics, 138 (3). 754 - 776. ISSN 0304-405X

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Rytchkov, Oleg (2020) Asset pricing with index investing. Financial Markets Group Discussion Papers (806). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Basak, Suleyman, Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Yavuz, M. Deniz (2019) Investor protection and asset prices. Review of Financial Studies, 32 (12). 4905 - 4946. ISSN 0893-9454

Basak, Suleyman, Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Yavuz, M. (2018) Investor protection and asset prices. Financial Markets Group Discussion Papers (779). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Han, Brandon (2017) Collateral constraints and asset prices. Financial Markets Group Discussion Papers (776). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2016) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). 1845 - 1896. ISSN 0893-9454

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. Journal of Monetary Economics, 75. pp. 21-34. ISSN 0304-3932

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. Systemic Risk Centre Discussion Papers (35). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2015) Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Rytchkov, Oleg (2014) Asset pricing with index investing. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X, Yuan, Kathy ORCID: 0000-0001-9895-7545 and Zachariadis, Konstantinos (2014) Multi-asset noisy rational expectations equilibrium with contingent claims. Working papers. Social Science Research Network (SSRN), Rochester, USA.

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2013) Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints. Review of Financial Studies, 26 (12). pp. 3104-3141. ISSN 0893-9454

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2012) Asset pricing with heterogeneous investors and portfolio constraints. Financial Markets Group Discussion Papers (707). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bhattacharya, Sudipto, Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Nyborg, Kjell (2012) Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away. Financial Markets Group Discussion Papers (704). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bhattacharya, Sudipto, Chabakauri, Georgy ORCID: 0009-0002-7980-269X and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis. . Department of Finance, London School of Economics and Political Science, London, UK.

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2011) Dynamic hedging in incomplete markets: a simple solution. Financial Markets Group Discussion Papers (680). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Basak, Suleyman and Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2010) Dynamic mean-variance asset allocation. Review of Financial Studies, 23 (8). pp. 2970-3016. ISSN 0893-9454

Chabakauri, Georgy ORCID: 0009-0002-7980-269X (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series. London School of Economics and Political Science, London, UK.