Items where Author is "Chabakauri, Georgy"

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