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Harel, Arie; Harpaz, Giora - In: International review of economics & finance : IREF 73 (2021), pp. 249-256

Persistent link: https://www.econbiz.de/10012692234

Alternative utility functions : review, analysis and comparison

Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811

Persistent link: https://www.econbiz.de/10012038397

PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION

HAREL, ARIE; HARPAZ, GIORA; FRANCIS, JACK CLARK - In: International Journal of Theoretical and Applied … 10 (2007) 03, pp. 399-406

Asian and European financial markets impose daily price fluctuation limits on individual securities. In the US several futures exchanges are regulated by price fluctuation limits as well. The price limits in most exchanges are set daily, and they are usually based on a percentage change from the...

Persistent link: https://www.econbiz.de/10005080472

Forecasting futures returns in the presence of price limits

Harel, Arie; Harpaz, Giora; Yagil, Joseph - In: The journal of futures markets 25 (2005) 2, pp. 199

Persistent link: https://www.econbiz.de/10006810196

Actuarially Fair Premia for Deductible Insurance Policies

Clark Francis, Jack; Harel, Arie; Harpaz, Giora - In: The American economist : journal of the International … 55 (2010) 2, pp. 83-92

Persistent link: https://www.econbiz.de/10008734207

Analysis of efficient markets

Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 287-297

Persistent link: https://www.econbiz.de/10008814483

A new paradigm for forecasting security returns in a market regulated by price limits

Harel, Arie; Harpaz, Giora; Yagil, Joseph - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 113-122

Persistent link: https://www.econbiz.de/10008424975

Pricing futures on geometric indexes: A discrete time approach

Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240

Persistent link: https://www.econbiz.de/10007593790

Exchange mergers and electronic trading

Francis, Jack Clark; Harel, Arie; Harpaz, Giora - In: The journal of trading 4 (2009) 1, pp. 35-43

Persistent link: https://www.econbiz.de/10009881771

Project Valuation With Time-Varying Cash Flows: A Bayesian Approach

Harel, Arie; Harpaz, Giora - In: The engineering economist : a journal devoted to the … 50 (2005) 4, pp. 337-360

Persistent link: https://www.econbiz.de/10006423502