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Disatnik, David's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,858 |
Total
Citations
7 |
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1.
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Disatnik, David
Tel Aviv University - Faculty of Management Benninga, Simon
Tel Aviv University - Faculty of Management
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1,289
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portfolio optimization, covariance matrix, short sales
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2.
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Disatnik, David
Tel Aviv University - Faculty of Management Duchin, Ran
University of Washington - Michael G. Foster School of Business Schmidt, Breno
Emory University - Goizueta Business School
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01 Aug 09
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Last Revised:
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19 Dec 12
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775
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derivative, hedging, cash, credit line, liquidity
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3.
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Portfolio Optimization Using a Block Structure for the Covariance Matrix
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Disatnik, David
Tel Aviv University - Faculty of Management
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Posted:
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17 Jun 09
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Last Revised:
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05 Jul 12
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328
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Disatnik, David
Tel Aviv University - Faculty of Management Katz, Saggi
Tel Aviv University - The Leon Recanati Graduate School of Business Administration
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portfolio optimization, short sale constraints, block covariance matrix, the 1/N portfolio
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Disatnik, David
Tel Aviv University - Faculty of Management Katz, Saggi
Tel Aviv University - The Leon Recanati Graduate School of Business Administration
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Portfolio Optimization, Short Sale Constraints, Block Covariance Matrix, 1/N portfolio
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Disatnik, David
Tel Aviv University - Faculty of Management Katz, Saggi
Tel Aviv University - The Leon Recanati Graduate School of Business Administration
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20 Feb 11
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Last Revised:
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31 Oct 11
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96
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Portfolio Optimization, Short Sale Constraints, Block Covariance Matrix, 1/N portfolio
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Disatnik, David
Tel Aviv University - Faculty of Management
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17 Jun 09
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Last Revised:
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07 Apr 10
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232
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Portfolio Optimization, Short Sale Constraints, Block Covariance Matrix
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4.
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Disatnik, David
Tel Aviv University - Faculty of Management
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303
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Portfolio Optimization, Diagonal Covariance Matrix, the 1/N Portfolio
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5.
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The Two-Block Covariance Matrix and the CAPM
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Disatnik, David
Tel Aviv University - Faculty of Management Benninga, Simon
Tel Aviv University - Faculty of Management
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Posted:
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22 Nov 11
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Last Revised:
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01 Feb 12
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101
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Disatnik, David
Tel Aviv University - Faculty of Management Benninga, Simon
Tel Aviv University - Faculty of Management
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0
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portfolio optimization, block covariance matrix, tangency portfolio, market portfolio, CAPM
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Disatnik, David
Tel Aviv University - Faculty of Management Benninga, Simon
Tel Aviv University - Faculty of Management
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22 Nov 11
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Last Revised:
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31 Jan 12
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101
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portfolio optimization, block covariance matrix, CAPM
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6.
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Disatnik, David
Tel Aviv University - Faculty of Management Steinhart, Yael
University of Haifa - Graduate School of Business
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04 Apr 12
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Last Revised:
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19 May 13
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62
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need for closure, risk aversion, investment decisions, uncertainty
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7.
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Disatnik, David
Tel Aviv University - Faculty of Management Benninga, Simon
Tel Aviv University - Faculty of Management
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