Haim Reisman

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

Haifa 32000

Israel

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 10,678

SSRN RANKINGS

Top 10,678

in Total Papers Downloads

8,415

SSRN CITATIONS
Rank 31,994

SSRN RANKINGS

Top 31,994

in Total Papers Citations

2

CROSSREF CITATIONS

32

Scholarly Papers (19)

1.
Downloads 3,106 ( 7,673)
Citation 14

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 1,860 (17,018)

Abstract:

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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 1,246 (31,201)
Citation 1

Abstract:

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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 933 (47,807)

Abstract:

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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 535 (98,729)
Citation 2

Abstract:

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4.

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 439 (125,131)

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5.

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 437 (125,797)

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Term structure, Principal Component Analysis, Hedging, Excess yields

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 436 (124,857)

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

Posted: 25 Dec 2001
Haim Reisman
Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management

Abstract:

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7.

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 428 (128,862)

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8.

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 394 (141,706)

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9.
Downloads 307 (185,612)
Citation 1

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 307 (184,386)
Citation 1

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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

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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 268 (213,590)

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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 233 (245,111)
Citation 3

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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 230 (248,169)

Abstract:

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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 175 (318,416)

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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 118 (436,926)

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15.

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 112 (454,291)

Abstract:

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Implied tree, volatility smile, financial mathematics

16.

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 112 (454,291)
Citation 1

Abstract:

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Implied volatility smile, Local volatility, Market models

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 77 (578,833)

Abstract:

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Asset pricing, APT

18.

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 75 (587,618)

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19.

Short Term Predictability of the Term Structure

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:

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Term structure, ARMA processes, prediction, principal component analysis