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Haim Reisman, 64, Evanston, Orrington Ave
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Haim Reisman | IDEAS/RePEc
ideas.repec.org
Haim Reisman: current contact information and listing of economic research of this author provided by RePEc/IDEAS
Network Profiles
LinkedIn: Haim Reisman - Associate Professor - Technion | LinkedIn
View Haim Reisman’s profile on LinkedIn, the world's largest professional community. Haim has 1 job listed on their profile. See the complete profile on LinkedIn and discover Haim’s connections and jobs at similar companies.
Business Profiles
Researchgate: Haim Reisman
Haifa, Israel
Education
BFS Abstracts: Reisman_Haim-168
web.ma.utexas.edu
Haim Reisman The paper assumes that the implied volatility of options with some fixed expiration is a quadratic function of the moneyness with stochastic coefficients. In addition, the options that are close to being at-the-money are traded without frictions where options that are …
DANIEL HELLERcoller.tau.ac.il › files › CV_Avi_Wohl_November_2019
coller.tau.ac.il
Conference in Honor of Haim Reisman – Technion – P Israel Capital Market – Caesarea Center Annual Conference (at IDC Herzliya, Israel)
Books & Literature
Bokkilden
www.bokkilden.no
Norges ledende nettbokhandel med over 6 millioner titler! Svært lave priser, rask levering og fri frakt av bøker ved kjøp over 299,-
Reference Variables, Factor Structure, and the Approximate ...onlinelibrary.wiley.com › j tb x
onlinelibrary.wiley.com
HAIM REISMAN. Faculty of Industrial Engineering and Management, Technion‐Israel Institute of Technology, Haifa , Israel. I received helpful comments ...
MARC View
library.ku.ac.ug
... decisions / Raj Aggarwal, Sijing Zong -- Preferences on relative return : a potential explanation for some pricing anomalies / Beni Lauterbach, Haim Reisman.
Advances in Finance and Stochastics: Essays in Honour of ...books.google.com › books
books.google.de
Haim Reisman, Intertemporal Arbitrage Pricing Theory. Review of Financial Studies, Stephen A. Ross. The Arbitrage Theory of Capital Asset Pricing.
Related Documents
Dynamics of Interpolated Term Structures by Haim Reisman :: SSRN
papers.ssrn.com
Haim Reisman. Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management. Date Written: ...
www.wiley.com
www.wiley.com
Haim Reisman Israel Institute of Technology Efficient market hypothesis Stephen LeRoy University of California - Santa Barbara Expectations hypothesis Antonios Sangvinatsos Stochastic discount factor Constantinos Kardaras Boston University Utility function Massimo Marinacci Università degli Studi di Torino Recursive preferences Mark Schroder
ABSTRACT 1. INTRODUCTION - BIU
www.biu.ac.il
Beni Lauterbach and Haim Reisman ABSTRACT We derive a version of the CAPM in which investor preferences depend only on the mean and variance of the ratio between the portfolio return and a reference return. The reference return is specific to each investor, and can also be interpreted as a proxy of the consumption of his neighbors.
Excess Yields in Bond Hedging by Haim Reisman, Gady Zohar :: SSRN
papers.ssrn.com
Abstract. It has been indicated by Litterman and Scheinkman (1991) that the term structure of interest rates is reliably modeled by an affine three factor model attained by principal component analysis.
Scientific Publications
A General Approach to the Arbitrage Pricing Theory (APT) - jstorwww.jstor.org › stable
www.jstor.org
A GENERAL APPROACH TO THE ARBITRAGE PRICING. THEORY (APT). BY HAIM REISMAN. 1. INTRODUCTION. THE ARBITRAGE PRICING THEORY (APT) ...
Publications
2003), “Simple construction of the efficient frontier - CORE
core.ac.uk
By and Haim ReismanSee Profile, Available From Haim Reisman, David Feldman and Haim Reisman. Abstract. All in-text references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately
Download PDF - MDPIwww.mdpi.com › pdf
www.mdpi.com
Lauterbach, Beni, and Haim Reisman Keeping up with the Joneses and the home bias. European Financial. Management 10: 225–34.
EconPapers: Haim Reisman
econpapers.repec.org
Jump to Journal Articles Journal Articles Keeping Up with the Joneses and the Home Bias European Financial Management, 2004, 10, (2), View citations (7); Simple Construction of the Efficient Frontier
Black and Scholes pricing and markets with transaction costs ...link.springer.com › article
link.springer.com
Affiliations. Davidson School of Management, Technion–Israel Institute of Technology, Haifa , Israel (.ac.il), IL. Haim Reisman.
Miscellaneous
Haim Reisman - Associate Professor - Technion | LinkedIn
www.linkedin.com
View Haim Reisman’s profile on LinkedIn, the world's largest professional community. Haim has 1 job listed on their profile. See the complete profile on LinkedIn and discover Haim’s ...
Haim Reisman - Project Manager - Bbm Construction | LinkedIn
www.linkedin.com
View Haim Reisman’s profile on LinkedIn, the world's largest professional community. Haim has 2 jobs listed on their profile. See the complete profile on LinkedIn and discover Haim’s ...
Haim Reisman - Google Scholar Citationsscholar.google.com › citations
scholar.google.com
Haim Reisman. Unknown affiliation. No verified email. ArticlesCited by. Title, Cited by, Year. Reference variables, factor structure, and the approximate multibeta ...
(PDF) Keeping Up with the Joneses and the Home Bias | Beni Lauterbach...
www.academia.edu
Keeping Up with the Joneses and the Home Bias
Futures replication and the Law of One Futures Price - SFU.ca
www.sfu.ca
Futures replication and the Law of One Futures Price ... Discussions with Haim Reisman also helped to improve the paper Introduction In their seminal paper, Harrison and Pliska (1981) noted that the dynamic replication of a synthetic payoff is of interest in its own right, and the pricing-by …
(PDF) Preferences on relative return: A potential explanation ...www.academia.edu › Preferences_on_relative_return_A_potential_expla...
www.academia.edu
ISBN: BENI LAUTERBACH AND HAIM REISMAN 1 consumption bundle of a group of other agents. In our setting, agents care ...
EFA2009efa2009.efa-meetings.org › www.efa2009.org › referees
efa2009.efa-meetings.org
Heski Bar-Isaac, Scott H.C Hsu, Haim Reisman. Suleyman Basak, Rocco Huang, Luc Renneboog. Daniel Bauer, Roger D. Huang, Frank Riedel. Tom Patrik ...
Preferences on relative return: A potential explanation for some...
www.emerald.com
Preferences on relative return: A potential explanation for some pricing anomalies - Author: Beni Lauterbach, Haim Reisman
Fundamentals, Factor Structure, and Multibeta Models in Large Asset...
www.cambridge.org
Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets - Volume 26 Issue 1
EFA 2008www.efa-online.org › efa2008 › ref_committees
www.efa-online.org
Gurdip Bakshi,University of Maryland Haim Reisman,Technion-Israel Institute of Technology Haluk Unal,University of Maryland Hans Degryse,Tilburg University
Short-Term Predictability of the Term Structure | The Journal of...
jfi.pm-research.com
1. Haim Reisman 1. An associate professor of finance in the Department of IE & Management at Technion-Israel Institute of Technology in Haifa, Israel. (reisman{at}ie.technion.ac.il) 1. Gady Zohar 1. A lecturer in finance in the Department of IE & Management …
Expanding the Frontier One Asset at a Time - The Scholarly ...scholarship.sha.cornell.edu › cgi › viewcontent
scholarship.sha.cornell.edu
[9] Feldman, David, and Haim Reisman, 2003, “Simple Construction of the Efficient Frontier,”. European Financial Management 9, 251—259.
Japanese Interest Rate Forecast Considering the Linkage of Global...
www.iaiai.org
Haim Reisman and Gady Zohar, “Short-Term Predictability of the Term Struc-ture,” The Journal of Fixed Income, Vol.14, No.3, pp7-14,
Journal of Financial Education - Financial Education Associationjfedweb.org › tocf00
jfedweb.org
Haim Reisman. The paper proposes an intuitive estimator for annualized volatility. This estimator is roughly equal to twenty times the average absolute daily ...
Journal of Risk Volume 2, Number 4 (Summer 2000)
www.risk.net
Optimal option portfolios in markets with position limits and margin requirements. Mordecai Avriel, Haim Reisman. Volume 2, Number 4 (Summer 2000).
Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi...
dergipark.org.tr
... David, Haim REISMAN, “Simple Construction Of The Effıcient Frontier”, 2003, http://papers.ssrn.com/sol3/papers.cfm?abstract_id= (Erişim: ) ...
Papers on APT & Factor Models - Kellogg School of ...www.kellogg.northwestern.edu › korajczy › htm › aptlist
www.kellogg.northwestern.edu
John, and Haim Reisman, "Expected Returns and Accounting Betas." Review of Quantitative Finance and Accounting 4 (1994): John, ...
The Journal of Finance Volume 47: Issue 4 (September 1992)
afajof.org
HAIM REISMAN. The Arbitrage Pricing Theory (APT) implies that if asset returns have a factor structure, then an approximate multibeta representation holds with ...
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