Details about Haim Reisman

Access statistics for papers by Haim Reisman.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pre62

Journal Articles

2013

1. The law of one accounting variable
   Quantitative Finance, 2013, 13, (2), 317-322

2004

2. Keeping Up with the Joneses and the Home Bias
   European Financial Management, 2004, 10, (2), 225-234 View citations (15)

2003

3. Simple Construction of the Efficient Frontier
   European Financial Management, 2003, 9, (2), 251-259 View citations (6)

2002

4. Some comments on the APT
   Quantitative Finance, 2002, 2, (5), 378-386

2001

5. Black and Scholes pricing and markets with transaction costs: An example
   Finance and Stochastics, 2001, 5, (4), 549-555

1994

6. A NOTE ON THE GENERALIZED MULTIBETA CAPM
   Mathematical Finance, 1994, 4, (1), 67-68

1992

7. Intertemporal Arbitrage Pricing Theory
   The Review of Financial Studies, 1992, 5, (1), 105-22 View citations (3)
8. Reference Variables, Factor Structure, and the Approximate Multibeta Representation
   Journal of Finance, 1992, 47, (4), 1303-14 View citations (10)

1991

9. Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets
   Journal of Financial and Quantitative Analysis, 1991, 26, (1), 1-10

1988

10. A General Approach to the Arbitrage Pricing Theory (APT)
    Econometrica, 1988, 56, (2), 473-76 View citations (12)
11. Price fluctuations when only prices reveal information
    Economics Letters, 1988, 27, (4), 305-310 View citations (2)

1984

12. Price taking behavior and trading in options
    Journal of Economic Theory, 1984, 32, (2), 377-383

Undated

13. Optimal option portfolios in markets with position limits and margin requirements
    Journal of Risk