Dynamic mean-variance asset allocation S Basak, G Chabakauri The Review of Financial Studies 23 (8), 2970-3016, 2010 | 644 | 2010 |
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints G Chabakauri The review of financial studies 26 (12), 3104-3141, 2013 | 120 | 2013 |
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints G Chabakauri Journal of Monetary Economics 75, 21-34, 2015 | 105* | 2015 |
Dynamic hedging in incomplete markets: A simple solution S Basak, G Chabakauri The review of financial studies 25 (6), 1845-1896, 2012 | 80 | 2012 |
Idiosyncratic volatility, growth options, and the cross-section of returns A Barinov, G Chabakauri The Review of Asset Pricing Studies 13 (4), 653-690, 2023 | 72 | 2023 |
Multi-asset noisy rational expectations equilibrium with contingent claims G Chabakauri, K Yuan, K Zachariadis The Review of Economic Studies 89 (5), 2445–2490, 2022 | 47* | 2022 |
One-endpoint boundary control of the oscillatory process with the free second endpoint in terms of a generalized solution to the wave equation with finite energy PA Revo, GD Chabakauri Differential'niye uravneniya 37 (8), 1082-1095, 2001 | 32* | 2001 |
Optimal one-end boundary control of a vibration process with free second end in the case of bounded energy GD Chabakauri Differential Equations 43 (4), 571-580, 2007 | 26* | 2007 |
Collateral requirements and asset prices G Chabakauri, BY Han Journal of Financial Economics 138 (3), 754-776, 2020 | 22* | 2020 |
Investor protection and asset prices S Basak, G Chabakauri, MD Yavuz The Review of Financial Studies 32 (12), 4905-4946, 2019 | 22* | 2019 |
Asset pricing with index investing G Chabakauri, O Rytchkov Journal of Financial Economics 141 (1), 195-216, 2021 | 17* | 2021 |
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors G Chabakauri Available at SSRN 2421039, 2015 | 8* | 2015 |
Securitized Lending, Asymmetric Information, and Financial Crisis: New Perspectives for Regulation S Bhattacharya, G Chabakauri, KG Nyborg | 6* | 2011 |
Trading ahead of barbarians’ arrival at the gate: Insider trading on non-inside information G Chabakauri, V Fos, W Jiang Columbia Business School Research Paper Forthcoming, 2022 | 4 | 2022 |
Existence and Uniqueness of a Generalized Solution of a Mixed Problem for the Wave Equation with a Nonlinear Nonlocal Boundary Condition GD Chabakauri Differential Equations 40 (1), 83-88, 2004 | 2* | 2004 |
Asset Prices, Wealth Inequality, and Taxation S Basak, G Chabakauri Wealth Inequality, and Taxation (June 1, 2023), 2023 | 1 | 2023 |
Informational Efficiency and Asset Prices in Large Markets G Chabakauri Available at SSRN, 2024 | | 2024 |
Portfolio choice and asset pricing in incomplete markets G Chabakauri University of London: London Business School, 2009 | | 2009 |