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Predicting the value of foreign currency call options with the constant elasticity of variance diffusion process

Hauser, Shmuel - In: International review of financial analysis 1 (1992) 3, pp. 225-236

Persistent link: https://www.econbiz.de/10001140076

Knowns and unknowns : risk management in a context of increasing uncertainty

Gabbi, Giampaolo; Galai, Dan; Wiener, Zvi - In: The Quarterly Journal of Finance : QJF 12 (2022) 1, pp. 2202001-1-2202001-6

Persistent link: https://www.econbiz.de/10013174940

Bid-ask spreads and implied volatilities of key players in a FX options market

Galai, Dan; Shraiber, Bentsi - In: The journal of futures markets 33 (2013) 8, pp. 774-794

Persistent link: https://www.econbiz.de/10009779084

Uniform or discriminatory auctions : endogenizing bidder's choice in divisible goods auctions

Brenner, Menachem; Galai, Dan; Sade, Orly - In: Behavioral finance : where do investors' biases come from?, (pp. 317-344). 2016

Persistent link: https://www.econbiz.de/10011568320

Volatility-decay risk premia

Galai, Dan; Kedar-Levy, Haim; Shraiber, Bentsi - In: The journal of derivatives : the official publication … 22 (2014) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10011634591

Dividend policy relevance in a levered firm : the binomial case

Galai, Dan; Wiener, Zvi - In: Economics letters 172 (2018), pp. 78-80

Persistent link: https://www.econbiz.de/10012021955

Special issue on risk management : introduction

Galai, Dan; Wiener, Zvi - In: The quarterly journal of finance 8 (2018) 4, pp. 1-4

Persistent link: https://www.econbiz.de/10011922052

Transactions costs and the relationship between put and call prices

Gould, J. P.; Galai, D. - In: Journal of Financial Economics 1 (1974) 2, pp. 105-129

Persistent link: https://www.econbiz.de/10005376731

Note--A Note on Cord's Method of Allocating Funds to Investment Projects

Galai, D. - In: Management Science 21 (1975) 12, pp. 1466-1470

In this note, we redefine and reinterpret Cord's risk constraint that will be used in selecting the optimal portfolio of investment projects. A sensitivity analysis is carried out via derivation of efficient sets of portfolios for different levels of investment. Also the theoretical foundations...

Persistent link: https://www.econbiz.de/10009218052

Exclusive vs. independent agents: a separating equilibrium approach

Venezia, I.; Galai, D.; Shapira, Z. - In: Journal of economic behavior & organization : JEBO 40 (1999) 4, pp. 443

Persistent link: https://www.econbiz.de/10006841077