4
H index
3
i10 index
48
Citations
Haim Reisman : Citation Profile
Israel Institute of Technology (Technion) | RESEARCH PRODUCTION: 13 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1984 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Haim Reisman. | Is cited by:
| Cites to: |
Main data
Where Haim Reisman has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| European Financial Management | 2 |
Recent works citing Haim Reisman (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Fundamental properties of linear factor models. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2409.02521. Full description at Econpapers || Download paper |
| 2025 | Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2410.21858. Full description at Econpapers || Download paper |
Works by Haim Reisman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Keeping Up with the Joneses and the Home Bias In: European Financial Management. [Full Text][Citation analysis] | article | 15 |
| 2003 | Simple Construction of the Efficient Frontier In: European Financial Management. [Full Text][Citation analysis] | article | 6 |
| 1992 | Reference Variables, Factor Structure, and the Approximate Multibeta Representation. In: Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 1994 | A NOTE ON THE GENERALIZED MULTIBETA CAPM In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 1991 | Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 1988 | A General Approach to the Arbitrage Pricing Theory (APT). In: Econometrica. [Full Text][Citation analysis] | article | 12 |
| 1988 | Price fluctuations when only prices reveal information In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1984 | Price taking behavior and trading in options In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 1992 | Intertemporal Arbitrage Pricing Theory. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
| Optimal option portfolios in markets with position limits and margin requirements In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2001 | Black and Scholes pricing and markets with transaction costs: An example In: Finance and Stochastics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The law of one accounting variable In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Some comments on the APT In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team