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Kaplanski, Guy's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,794 |
Total
Citations
40 |
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1.
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VaR Risk Measures versus Traditional Risk Measures: An Analysis and Survey
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Kaplanski, Guy
Bar Ilan University Kroll, Yoram
Hebrew University of Jerusalem - Department of Finance and Banking
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Posted:
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01 Apr 02
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Last Revised:
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27 Sep 12
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1,496
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Kaplanski, Guy
Bar Ilan University Kroll, Yoram
Hebrew University of Jerusalem - Department of Finance and Banking
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VaR, risk, risk measure, lexicographic, expected utility
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Kaplanski, Guy
Bar Ilan University Kroll, Yoram
Hebrew University of Jerusalem - Department of Finance and Banking
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1,496
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VaR, risk, risk measure, lexicographic, expected utility
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2.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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27 Mar 08
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Last Revised:
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28 Dec 10
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863
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4
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exploitable predictable effect, mood event effect, market sentiment, behavioral finance, abnormal returns
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3.
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The Two-Parameter Long-Horizon Value-at-Risk
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Versions (2)
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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Posted:
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07 May 03
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Last Revised:
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25 Apr 10
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783
(13,588)
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2
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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95
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2
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Risk Analysis, Risk Management, Value-at-Risk, Basel Regulations, Square Root Rule
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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07 May 03
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Last Revised:
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22 Mar 10
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688
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2
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Risk analysis, Risk management, Value-at-Risk, Basel regulations, Square Root Rule
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4.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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25 Mar 08
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Last Revised:
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28 Dec 10
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764
(14,101)
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15
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Mood Event Effect, value stock returns, investors' mood, behavioral finance, disasters, abnormal returns
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5.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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20 Sep 04
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Last Revised:
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02 Mar 09
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634
(18,478)
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3
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Value-at-Risk, VaR, Basel, regulations, Capital Requirement regulations
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6.
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Kaplanski, Guy
Bar Ilan University
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557
(22,084)
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Value-at-Risk, Risk measurement, Portfolio Optimization, Downsize Risk
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7.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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10 Nov 09
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Last Revised:
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22 Jan 10
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499
(25,585)
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risk sentiment index (RSI), behavioral finance, perceived risk, market anomalies, market efficiency
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8.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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22 Jul 09
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Last Revised:
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27 Feb 12
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365
(38,156)
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1
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Executive compensation, leverage-neutral bonus scheme, bonus cap, risk-taking
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9.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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08 Apr 08
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Last Revised:
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10 Feb 10
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355
(39,450)
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3
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option pricing, mood effect, investors' sentiment, behavioral finance, perceived risk, VIX, Fear Index, implied volatility
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10.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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07 Jan 08
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Last Revised:
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04 May 13
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352
(39,882)
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Value-at-Risk, Regulated CML, Basel II, Market Risk, Capital Requirement regulation
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11.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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26 Jul 09
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Last Revised:
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28 Feb 12
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market sentiment, real estate prices, prices seasonality, behavioral economics
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12.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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17 Jun 11
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Last Revised:
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05 May 13
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210
(71,172)
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financial analysts, investor sentiment, market efficiency, behavioral finance
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13.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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19 Sep 12
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Last Revised:
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20 Feb 13
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181
(82,408)
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bivariate preferences, envy, altruism, expected utility burning, contingent money burning, stochastic dominance, decision-making, efficiency analysis
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14.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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151
(97,415)
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market efficiency, investor sentiment, flow of information, behavioral finance, abnormal returns
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15.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration Veld, Chris
University of Glasgow Veld-Merkoulova, Yulia V.
Adam Smith Business School, University of Glasgow
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22 Feb 12
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Last Revised:
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24 Feb 13
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113
(123,836)
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sentiment-creating factors, sentiments, individual investors, mood, seasonal affective disorder
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16.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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| Posted: |
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24 Mar 12
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Last Revised:
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24 Jan 13
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105
(130,739)
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options market microstructure, asymmetric information, implied volatility, market efficiency
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17.
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Kaplanski, Guy
Bar Ilan University
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| Posted: |
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20 Sep 04
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Last Revised:
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04 Mar 12
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79
(157,684)
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6
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18.
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Kaplanski, Guy
Bar Ilan University Levy, Haim
Hebrew University of Jerusalem - Jerusalem School of Business Administration
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