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Eliezer Z. Prisman · Study

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Eliezer Z. Prisman

5 works· latest 1993· 2 institutionscluster: provisionalORCID 0009-0004-5277-9885

h-index5

i105

Citations279

Works here5

86

88

93

Most cited in this library

Valuation of Risky Assets in Arbitrage Free Economies with Frictions1986 · 78 citations
A general model of the banking firm under conditions of monopoly, uncertainty, and recourse1986 · 73 citations
Duration measures for specific term structure estimations and applications to bond portfolio immunization1988 · 69 citations
No Arbitrage and Valuation in Markets with Realistic Transaction Costs1993 · 33 citations
Immunization as a maxmin strategy1986 · 26 citations

Works

5 shown

No Arbitrage and Valuation in Markets with Realistic Transaction Costs

Journal of Financial and Quantitative Analysis·1993·2 authors

33citations

Duration measures for specific term structure estimations and applications to bond portfolio immunization

Journal of Banking & Finance·1988·2 authors

69citations

Immunization as a maxmin strategy

Journal of Banking & Finance·1986·1 author

26citations

Valuation of Risky Assets in Arbitrage Free Economies with Frictions

The Journal of Finance·1986·1 author

78citations

A general model of the banking firm under conditions of monopoly, uncertainty, and recourse

Journal of Monetary Economics·1986·3 authors

73citations