Items where Author is "Chabakauri, Georgy"
Number of items: 24.
Multi-asset noisy rational expectations equilibrium with contingent claims. (2022)
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Kostas
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Asset pricing with heterogeneous investors and portfolio constraints.
Chabakauri, Georgy
Asset pricing with heterogeneous investors and portfolio constraints.
Chabakauri, Georgy
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Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints.
Chabakauri, Georgy
Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
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Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
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Asset pricing with index investing.
Chabakauri, Georgy and Rytchkov, Oleg
Collateral constraints and asset prices.
Chabakauri, Georgy and Yueyang Han, Brandon
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Collateral constraints and asset prices.
Chabakauri, Georgy and Han, Brandon
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Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors.
Chabakauri, Georgy
Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors.
Chabakauri, Georgy
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Dynamic equilibrium with rare events and heterogeneous epstein-zin investors.
Chabakauri, Georgy
Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints.
Chabakauri, Georgy
Dynamic hedging in incomplete markets:a simple solution.
Basak, Suleyman and Chabakauri, Georgy
Dynamic hedging in incomplete markets:a simple solution.
Basak, Suleyman and Chabakauri, Georgy
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Dynamic mean-variance asset allocation.
Basak, Suleyman and Chabakauri, Georgy
Idiosyncratic volatility, growth options, and the cross-section of returns.
Barinov, Alexander and Chabakauri, Georgy
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Investor protection and asset prices.
Basak, Suleyman and Chabakauri, Georgy and Yavuz, M. Deniz
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Investor protection and asset prices.
Basak, Suleyman and Chabakauri, Georgy and Yavuz, M.
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Multi-asset noisy rational expectations equilibrium with contingent claims.
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos
Multi-asset noisy rational expectations equilibrium with contingent claims.
Chabakauri, Georgy and Yuan, Kathy and Zachariadis, Konstantinos
Securitized banking, asymmetric information, and financial crisis:regulating systemic risk away.
Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell
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Securitized lending, asymmetric information, and financial crisis.
Bhattacharya, Sudipto and Chabakauri, Georgy and Nyborg, Kjell G.
Trading ahead of Barbarians’ arrival at the gate:insider trading on non-inside information.
Chabakauri, Georgy
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