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Valuation of risky assets in arbitrage free economies with frictions
Prisman, Eliezer Zeev - In: The journal of finance : the journal of the American … 41 (1986) 3, pp. 545-557
Persistent link: https://www.econbiz.de/10001047829
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A unified approach to term structure estimation : a methodology for estimating the term structure in a market with frictions
Prisman, Eliezer Zeev - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10001082508
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Bond pricing in markets with taxes : the tax-clientele model vs. the non-clientele model
Prisman, Eliezer Zeev - In: Journal of banking & finance 14 (1990) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10001088209
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Immunization as a maxmin strategy : a new look
Prisman, Eliezer Zeev - In: Journal of banking & finance 10 (1986) 4, pp. 491-509
Persistent link: https://www.econbiz.de/10001033923
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Immunization strategies and term structure estimations
Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000744264
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On the existence & geometry of pricing operators in markets with realistic transactions costs
Prisman, Eliezer Zeev - 1987
Persistent link: https://www.econbiz.de/10000744266
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Duration measures for specific term sturcture estimations and applications to bond portfolio immunization
Prisman, Eliezer Zeev; Shores, Marilyn R. - 1987
Persistent link: https://www.econbiz.de/10000744493
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Duality and estimation of the term structure of interest rates
Prisman, Eliezer Zeev; Schnytzer, Adi - 1988
Persistent link: https://www.econbiz.de/10000748104
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A unified approach to term structure estimation : a methodology for estimating term structure in a market with frictions
Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000783964
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Constructing a test for the tax-clientele effects in the bonds market
Katz, Eliakim; Prisman, Eliezer Zeev - 1988
Persistent link: https://www.econbiz.de/10000762935