.
Izhakian, Yehuda (Yud)'s
Scholarly Papers
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Aggregate Statistics
Total 6,287
Total Citations 13
1.
Capital Asset Pricing Under Ambiguity
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Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
20 Feb 12
Last Revised:
08 Oct 12
899(10,923)
2
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
13 Mar 12
Last Revised:
08 Oct 12
394
2
Ambiguity Measure, Uncertainty Measure, Ambiguity premium, Mean-variance, Mean-uncertainty, Capital Market Line (CML), Capital Asset Pricing Model (CAPM).
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
20 Feb 12
Last Revised:
08 Oct 12
505
2
Ambiguity Measure, Uncertainty Measure, Ambiguity premium, Mean-variance, Mean-uncertainty, Capital Market Line (CML), Capital Asset Pricing Model (CAPM).
2.
Ambiguity Measurement
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Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
11 Jan 12
Last Revised:
24 Apr 13
825(12,511)
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
13 Jan 12
Last Revised:
24 Apr 13
388
ambiguity, ambiguity measure, ambiguity aversion, knightian uncertainty, shadow probability theory, choquet expected utility, cumulative prospect theory, ellsber paradox, ambiguity premium
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
11 Jan 12
Last Revised:
09 Jul 12
437
Ambiguity Measure, Ambiguity Aversion, Ambiguity Premium, Choquet Expected Utility, Cumulative Prospect Theory, Ellsberg Paradox, Knightian Uncertainty, Random Probabilities.
3.
Pricing Stock Options with Stochastic Interest Rate
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Abudy, Menachem (Meni) Graduate School of Business Administration - Bar Ilan University
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
03 Oct 11
Last Revised:
15 Oct 11
773(13,816)
Abudy, Menachem (Meni) Graduate School of Business Administration - Bar Ilan University
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
447
Option, call option, put option, stochastic interest rate, term structure of interest rates, Black and Scholes, put-call parity
Abudy, Menachem (Meni) Graduate School of Business Administration - Bar Ilan University
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
326
Option, call option, put option, put-call parity, stochastic interest rate
4.
Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System
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Cukierman, Alex Tel Aviv University - Eitan Berglas School of Economics
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
20 Jul 11
Last Revised:
16 Feb 12
615(19,247)
3
Cukierman, Alex Tel Aviv University - Eitan Berglas School of Economics
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
308
3
risk, uncertainty, lehman’s default, leverage, financial intermediaries, bailouts, duration mismatches
Cukierman, Alex Tel Aviv University - Eitan Berglas School of Economics
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
1
3
Ambiguity Aversion, Bailouts, Duration mismatches, Financial intermediaries, Lehman's Collapse, Leverage, Risk, Uncertainty
Cukierman, Alex Tel Aviv University - Eitan Berglas School of Economics
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
306
3
Risk, Uncertainty, Lehman’s default, Leverage, Financial intermediaries, Bailouts, Duration mismatches
5.
Brenner, Menachem New York University (NYU) - Department of Finance
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Sade, Orly Hebrew University of Jerusalem - Department of Finance
Posted:
02 Mar 11
Last Revised:
07 Mar 11
550(22,363)
1
Ambiguity Aversion, Familiarity, Overconfidence
6.
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Benninga, Simon Tel Aviv University - Faculty of Management
Posted:
12 Dec 06
Last Revised:
28 May 12
501(25,373)
4
Ambiguity, risk aversion, ambiguity aversion, uncertainty, utility
7.
Brenner, Menachem New York University (NYU) - Department of Finance
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
31 Jan 12
Last Revised:
14 Feb 12
490(26,111)
Ambiguity, Knightian uncertainty, Equity premium, Ambiguity measure
8.
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
03 Oct 11
Last Revised:
05 Oct 11
395(34,495)
1
Ambiguity, Ambiguity Measure, Ambiguity Aversion, Uncertainty, Knightian Uncertainty, Prospect Theory
9.
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Izhakian, Zur Bar Ilan University
Posted:
24 Oct 11
Last Revised:
05 Mar 12
376(36,695)
2
Phantom probability measure, Phantom spaces, Decision making, Subjective probability, Risk, Ambiguity, Uncertainty, Ellsberg paradox
10.
Brenner, Menachem New York University (NYU) - Department of Finance
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
Posted:
28 Jul 12
Last Revised:
08 Aug 12
301(48,088)
11.
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
290(50,008)
Ambiguity, Ambiguity Measure, Risk, Uncertainty, Knightian Uncertainty, Random Probabilities
12.
Izhakian, Yehuda (Yud) New York University (NYU) - Leonard N. Stern School of Business
272(53,806)
Ambiguity, Ambiguity Measure, Risk, Uncertainty, Knightian Uncertainty, Random Probabilities
