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"Chabakauri, Georgy"

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Number of items: 5.

Article

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

Basak, Suleyman and Chabakauri, Georgy (2012) Dynamic hedging in incomplete markets: a simple solution. Review of Financial Studies, 25 (6). pp. 1845-1896. ISSN 0893-9454

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

Monograph

Bhattacharya, Sudipto, Chabakauri, Georgy and Nyborg, Kjell G. (2011) Securitized lending, asymmetric information, and financial crisis. Department of Finance, London School of Economics and Political Science, London, UK. (Unpublished)

Chabakauri, Georgy (2010) Asset pricing with heterogeneous investors and portfolio constraints. Working paper series, London School of Economics and Political Science, London, UK.

This list was generated on Thu Oct 2 07:28:53 2014 BST.