Prisman Eliezer Z.

Eliezer Z. Prisman

Information about the author Eliezer Z. Prisman will soon be added to the site.
Found 2 papers in total
Term structure of interest rates and implied market frictions: the min–max approach
Term structure of interest rates and implied market frictions: the min–max approach
2003
It is often assumed that financial markets are frictionless. Bond markets are illiquid...
On the relative importance of duration constraints
On the relative importance of duration constraints
1997
This paper uncovers an implicit assumption, and its implications, made in the process...
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