Alex Shapiro

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

http://www.stern.nyu.edu/~ashapiro/

  • New York University (NYU) - Department of Finance

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    • Tel: 212-998-0362
    • Fax: 212-995-4233
SCHOLARLY PAPERS

11

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155

CROSSREF CITATIONS

516

Scholarly Papers (11)

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1.

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Downloads 7,653 ( 909)
Citation 44

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Number of pages: 38 Posted: 24 Mar 2000
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 7,281 (989)
Citation 24

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Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

NYU Working Paper No. FIN-99-032
Number of pages: 36 Posted: 07 Nov 2008
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 372 (94,511)
Citation 19

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Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility

Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices

Posted: 17 May 2001
Alex Shapiro and Suleyman Basak
New York University (NYU) - Department of Finance and London Business School

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Risk Management, VaR, Portfolio Choice, Asset Pricing, Volatility

2.

Risk Management with Benchmarking

Downloads 5,992 ( 1,372)
Citation 39

Risk Management with Benchmarking

AFA 2003 Washington, DC Meetings; NYU Finance Working Paper; EFA 2002 Berlin; LBS Working Paper
Number of pages: 29 Posted: 03 Mar 2002
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 5,374 (1,667)
Citation 13

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Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk

Risk Management with Benchmarking

NYU Working Paper No. FIN-03-048
Number of pages: 41 Posted: 11 Nov 2008
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 176 (202,258)

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Benchmarking, Investments, Shortfall Risk, Tracking Errors, Value-at-Risk

Risk Management with Benchmarking

NYU Working Paper No. SC-AM-03-16
Number of pages: 41 Posted: 04 Nov 2008
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 148 (234,421)

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Benchmarking, Investments, Shortfall Risk, Tracking error, Value-at-Risk

Risk Management with Benchmarking

NYU Working Paper No. FIN-01-015
Number of pages: 38 Posted: 03 Nov 2008
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 96 (322,969)

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Risk Management with Benchmarking

NYU Working Paper No. S-CDM-01-04
Number of pages: 38 Posted: 05 Nov 2008
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 83 (354,169)

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Benchmarking, Investments, shortfall Risk, Tracking Error, value-at-risk

Risk Management with Benchmarking

NYU Working Paper No. S-DRP-01-15
Number of pages: 38 Posted: 07 Nov 2008
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 80 (362,211)

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Risk Management with Benchmarking

CEPR Discussion Paper No. 5187
Number of pages: 31 Posted: 01 Sep 2005
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD
Downloads 35 (533,159)
Citation 4
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Benchmarking, investments, shortfall risk, tracking error, value-at-risk

Risk Management with Benchmarking

Management Science, 2006
Posted: 19 Oct 2005
Suleyman Basak, Alex Shapiro and Lucie Tepla
London Business School, New York University (NYU) - Department of Finance and INSEAD

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Benchmarking, Investments, Shortfall Risk, Tracking Error, Value-at-Risk

3.

A Model of Credit Risk, Optimal Policies, and Asset Prices

Downloads 4,695 ( 2,163)
Citation 1

A Model of Credit Risk, Optimal Policies, and Asset Prices

Number of pages: 45 Posted: 21 Mar 2001
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 4,425 (2,354)
Citation 3

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A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. FIN-03-047
Number of pages: 46 Posted: 11 Nov 2008
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 98 (318,574)

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Credit Risk, Defaultable Debt, Investments, Assets Pricing, Volatility

A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. S-CDM-03-20
Number of pages: 46 Posted: 05 Nov 2008
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 79 (364,900)

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Credit Risk, Defaultable Debt, Investments, Asset Pricing, Volatility

A Model of Credit Risk, Optimal Policies, and Asset Prices

NYU Working Paper No. FIN-00-029
Number of pages: 41 Posted: 04 Nov 2008
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 61 (421,084)

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A Model of Credit Risk, Optimal Policies and Asset Prices

Number of pages: 43 Posted: 31 Jul 2002
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 32 (549,830)
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Credit risk, defaultable debt, investments, asset pricing, volatility

4.

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

Downloads 2,842 ( 5,106)
Citation 16

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

Number of pages: 42 Posted: 05 May 2003
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 2,316 (7,029)
Citation 21

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

NYU Working Paper No. FIN-03-049
Number of pages: 43 Posted: 12 Nov 2008
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 149 (233,152)

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management

NYU Working Paper No. SC-AM-02-12
Number of pages: 33 Posted: 13 Nov 2008
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 143 (241,179)

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Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

NYU Working Paper No. SC-AM-03-15
Number of pages: 43 Posted: 04 Nov 2008
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 110 (294,200)

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Fund Flows, Implicit Incentives, Risk Taking, Benchmarking, Risk Management, Portfolio Choice

Offsetting the Incentives: Risk Shifting, and Benefits of Benchmarking in Money Management

NYU Working Paper No. FIN-02-062
Number of pages: 33 Posted: 03 Nov 2008
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance
Downloads 101 (312,342)

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Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management

CEPR Discussion Paper No. 5006
Number of pages: 44 Posted: 16 Aug 2005
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 23 (608,171)
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Fund flows, implicit incentives, risk taking, benchmarking, risk management, portfolio choice

5.

Optimal Asset Allocation and Risk Shifting in Money Management

Downloads 1,313 ( 17,711)
Citation 96

Optimal Asset Allocation and Risk Shifting in Money Management

Number of pages: 40 Posted: 30 Jan 2006
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 1,292 (17,814)
Citation 5

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Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice

Optimal Asset Allocation and Risk Shifting in Money Management

CEPR Discussion Paper No. 5524
Number of pages: 44 Posted: 14 Jun 2006
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 21 (622,568)
Citation 16
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Fund flows, implicit incentives, risk taking, relative performance, risk management, portfolio choice

6.

Offsetting the Implicit Incentives: Benefits of Benchmarking in Money Management

Number of pages: 24 Posted: 18 Aug 2006 Last Revised: 17 Dec 2007
Suleyman Basak, Anna Pavlova and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance
Downloads 629 (50,150)
Citation 5

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Benchmarking, Fund Flows, Implicit Incentives, Risk Taking, Risk Management, Portfolio Choice

7.

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Downloads 479 ( 70,731)
Citation 2

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Number of pages: 50 Posted: 24 Mar 2000
Alex Shapiro
New York University (NYU) - Department of Finance
Downloads 438 (78,055)
Citation 2

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The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

NYU Working Paper No. S-MF-99-11
Number of pages: 50 Posted: 12 Nov 2008
Alex Shapiro
New York University (NYU) - Department of Finance
Downloads 41 (503,057)

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The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence

Posted: 17 May 2001
Alex Shapiro
New York University (NYU) - Department of Finance

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Investor recognition, asset pricing, portfolio constraints, risk premia, consumption, cross section of returns

8.

Security Design with Status Concerns

Downloads 301 (120,511)
Citation 4

Security Design with Status Concerns

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 51 Posted: 29 Jan 2015 Last Revised: 20 Aug 2020
Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti G. Subrahmanyam
London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 300 (120,189)
Citation 3

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Security Design, Status Concerns, Convertible Securities, Financing, Hybrid Securities

Security Design with Status Concerns

CEPR Discussion Paper No. DP15193
Number of pages: 54 Posted: 12 Sep 2020
Suleyman Basak, Dmitry Makarov, Alex Shapiro and Marti G. Subrahmanyam
London Business School, HSE University, International College of Economics and Finance (ICEF), New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance
Downloads 1 (791,701)
Citation 1
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Convertible Securities, Financing, hybrid securities, security design, Status concerns

9.

The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and

NYU Working Paper No. FIN-99-031
Number of pages: 50 Posted: 07 Nov 2008
Alex Shapiro
New York University (NYU) - Department of Finance
Downloads 23 (589,672)

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10.

Optimal Asset Allocation and Risk Shifting in Money Management

Review of Financial Studies, Vol. 20, No. 5, pp. 1583-1621, 2007
Posted: 07 Aug 2006 Last Revised: 21 Mar 2008
Anna Pavlova, Suleyman Basak and Alex Shapiro
London Business School, London Business School and New York University (NYU) - Department of Finance

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Fund Flows, Implicit Incentives, Risk Taking, Relative Performance, Risk Management, Portfolio Choice

11.

Model of Credit Risk, Optimal Policies, and Asset Prices

Journal of Business, Vol. 78, No. 4, July 2005
Posted: 19 Jul 2005
Suleyman Basak and Alex Shapiro
London Business School and New York University (NYU) - Department of Finance

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Credit risk, defaultable debt, investments, asset pricing, volatility