Haim Reisman

Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Haifa 32000

Israel

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 5,696

SSRN RANKINGS

Top 5,696

in Total Papers Downloads

7,682

SSRN CITATIONS
Rank 17,918

SSRN RANKINGS

Top 17,918

in Total Papers Citations

0

CROSSREF CITATIONS

47

Scholarly Papers (20)

1.
Downloads 2,863 ( 4,116)
Citation 13

Simple Construction of the Efficient Frontier

EFMA 2002 London Meetings
Number of pages: 9 Posted: 24 Nov 2001
David Feldman and Haim Reisman
Banking and Finance, UNSW Business School, UNSW Sydney and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 1,728 (9,392)

Abstract:

Loading...

portfolio frontier, efficient frontier, capital market line, asset pricing

Simple Construction of the Efficient Frontier

European Financial Management, Vol. 9, pp. 119-127, 2003
Number of pages: 9 Posted: 25 Feb 2004
David Feldman and Haim Reisman
Banking and Finance, UNSW Business School, UNSW Sydney and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 1,135 (18,187)

Abstract:

Loading...

Portfolio frontier, efficient frontier, capital market line, asset pricing

2.

Intuitive Volatility Estimator

Number of pages: 4 Posted: 02 Jan 1999
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 904 (25,904)

Abstract:

Loading...

3.

The Apt with Accounting Variables Instead of Betas

Number of pages: 14 Posted: 15 Mar 2002
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 513 (55,399)
Citation 2

Abstract:

Loading...

Black & Scholes Pricing and Markets with Transaction Costs: An Example

Number of pages: 6 Posted: 07 Sep 1998
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 418 (70,672)

Abstract:

Loading...

Black & Scholes Pricing and Markets with Transaction Costs: An Example

Finance & Stochastics, Vol. 5, No. 4, October 2001
Posted: 25 Dec 2001
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Abstract:

Loading...

5.

Mutual Fund Holders Unanimity and Market Timing Performance

Number of pages: 13 Posted: 20 Apr 1999
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 407 (73,675)

Abstract:

Loading...

6.

Exploiting Arbitrage Opportunities Imbedded in the Litterman and Scheinkman Term Structure Model

Number of pages: 48 Posted: 05 Feb 2008
Haim Reisman, Gady Zohar and Nitzan Regev
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management, Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management and Bank Hapoalim
Downloads 380 (79,666)

Abstract:

Loading...

Term structure, Principal Component Analysis, Hedging, Excess yields

7.

Valuation of Life Insurance Contracts with Surrender Options

Number of pages: 11 Posted: 14 Nov 2000
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 373 (81,432)

Abstract:

Loading...

8.

Quadratic Volatility Smiles

Number of pages: 14 Posted: 28 Jun 2001
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 367 (83,008)

Abstract:

Loading...

9.
Downloads 267 (117,743)

Excess Yields in Bond Hedging

Number of pages: 37 Posted: 09 Jan 2004
Haim Reisman and Gady Zohar
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 267 (117,138)
Citation 1

Abstract:

Loading...

Excess Yields in Bond Hedging

Risk, pp. 93-97, December 2004
Posted: 07 Jan 2005
Haim Reisman and Gady Zohar
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Abstract:

Loading...

10.

Pricing Currency Options in the Presence of a Target Zone

Number of pages: 18 Posted: 02 Jan 1999
Technion-Israel Institute of Technology, Bank Hapoalim and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 230 (137,006)

Abstract:

Loading...

11.

The CAPM with Preferences on Relative Consumption: An Explanation to the Home Bias Enigma and Some Price Anomalies

Number of pages: 12 Posted: 29 Sep 1999
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 209 (150,163)
Citation 3

Abstract:

Loading...

12.

A Method for Return Enhancement

Number of pages: 15 Posted: 17 Jan 2007
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 206 (152,219)

Abstract:

Loading...

13.

Mean Variance Analysis of Instantaneous Options Returns

Number of pages: 13 Posted: 19 Nov 2003
Haim Reisman and Gady Zohar
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 151 (200,227)

Abstract:

Loading...

14.

Dynamics of Interpolated Term Structures

Number of pages: 8 Posted: 04 Jan 2002
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 104 (265,803)

Abstract:

Loading...

15.

Fitting a Smile Exhibiting Sticky Moneyness: by Calibrating Both Bond and Stock Dynamics

Number of pages: 12 Posted: 15 Jan 2012 Last Revised: 20 Feb 2014
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 89 (294,330)
Citation 1

Abstract:

Loading...

Implied volatility smile, Local volatility, Market models

16.

Stationary Sequential Auctions

Number of pages: 9 Posted: 18 Aug 2000
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 64 (355,516)

Abstract:

Loading...

17.

The Law of One Accounting Variable

Number of pages: 17 Posted: 01 Jul 2012
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 59 (370,362)

Abstract:

Loading...

Asset pricing, APT

18.

On Implied Binomial Trees With a Non Constant Interest Rate Dynamics

Number of pages: 39 Posted: 08 Nov 2015
Itay Kavaler and Haim Reisman
Technion-Israel Institute of Technology - Faculty of Mathematics and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 45 (417,572)

Abstract:

Loading...

Implied tree, volatility smile, financial mathematics

19.

Keeping Up with the Joneses and the Home Bias

European Financial Management, Vol. 10, No. 2, pp. 225-234, June 2004
Number of pages: 10 Posted: 20 Jun 2004
Beni Lauterbach and Haim Reisman
Bar-Ilan University - Graduate School of Business Administration and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
Downloads 33 (466,988)
  • Add to Cart

Abstract:

Loading...

20.

Short Term Predictability of the Term Structure

Journal of Fixed Income, December 2004
Posted: 07 Jan 2005
Haim Reisman and Gady Zohar
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management

Abstract:

Loading...

Term structure, ARMA processes, prediction, principal component analysis