Research
Anna
Pavlova
Publications
·
An
Asset-Pricing View of External Adjustment, 2010, Journal of
International Economics, 80, pp. 144-156. (With Roberto Rigobon.) Supplementary
Appendix.
·
The Role of Portfolio
Constraints in the International Propagation of Shocks, 2008, Review of
Economic Studies, 75, pp.1215-1256. (With Roberto Rigobon.) This
paper was previously circulated under the title "Wealth Transfers,
Contagion and Portfolio Constraints," NBER working paper No. 11440 and
CEPR discussion paper No. 5117.
·
Multiplicity in
General Financial Equilibrium with Portfolio Constraints, 2008, Journal
of Economic Theory, 142, pp. 100-127. (With Suleyman Basak, David Cass, and Juan Manuel Licari.)
- Offsetting the Implicit
Incentives: Benefits of Benchmarking in Money Management, 2008, Journal of Banking and
Finance, 32(9),
pp. 1883-1893. (With Suleyman
Basak and Alex Shapiro.) Awarded a
·
Optimal Asset
Allocation and Risk Shifting in Money Management, 2007, Review of
Financial Studies, 20(5), pp. 1583-1621. (With Suleyman Basak and Alex
Shapiro.) Winner, Institute for Quantitative Research in Finance (Q
Group) project funding award, 2003.
·
Asset Prices and Exchange
Rates, 2007, Review of Financial Studies, 20(4), pp. 1139-1181.
(With Roberto Rigobon.) This paper
was previously circulated as NBER working paper No.
9834.
·
On Trees and
Logs, 2004, Journal of Economic Theory, 116, pp. 41-83. (With David Cass.)
·
Monopoly Power and the
Firm’s Valuation: A Dynamic Analysis of Short versus Long-Term Policies,
2004, Economic Theory, 24, pp. 503-530. (With Suleyman Basak.) This paper was
previously circulated as CEPR discussion paper No. 3425.
Longer
version reprinted in: Essays in Dynamic General Equilibrium Theory:
Festschrift for David Cass, 2005, pp. 1-34, Studies in Economic Theory,
vol. 20.
Working Papers
·
International Macro-Finance. (With Roberto
Rigobon.) January 2011.
·
Asset Prices and Institutional Investors. (With
·
Equilibrium Portfolios and External
Adjustment under Incomplete Markets. (With Roberto Rigobon.) July 2010.
·
Offsetting the
Incentives: Risk Shifting and Benefits of Benchmarking in Money Management.
(With Suleyman Basak and Alex
Shapiro.) March 2004. (An old working paper version, CEPR discussion paper No.
5006. Parts of this work are used in "Optimal Asset Allocation and Risk
Shifting in Money Management" published in the RFS, and "Offsetting
the Incentives: Benefits of Benchmarking in Money Management," published
in the JBF.)
·
A Dynamic Model with Import
Quota Constraints. (With Suleyman
Basak.) July 2005.
·
Adjustment Costs,
Learning-by-Doing, and Technology Adoption under Uncertainty. October 2002.
