David Disatnik
David Disatnik
Coller School of Management, Tel Aviv University
Verified email at post.tau.ac.il
Cited by
Cited by
Cash flow hedging and liquidity choices
D Disatnik, R Duchin, B Schmidt
Review of Finance 18 (2), 715-748, 2014
Shrinking the covariance matrix
DJ Disatnik, S Benninga
The Journal of Portfolio Management 33 (4), 55-63, 2007
The multicollinearity illusion in moderated regression analysis
D Disatnik, L Sivan
Marketing Letters 27 (2), 403-408, 2016
Need for cognitive closure, risk aversion, uncertainty changes, and their effects on investment decisions
D Disatnik, Y Steinhart
Journal of Marketing Research 52 (3), 349-359, 2015
Multicollinearity is a red herring in the search for moderator variables: A guide to interpreting moderated multiple regression models and a critique of Iacobucci, Schneider …
GH McClelland, JR Irwin, D Disatnik, L Sivan
Behavior research methods 49 (1), 394-402, 2017
Portfolio optimization using a block structure for the covariance matrix
D Disatnik, S Katz
Journal of Business Finance & Accounting 39 (5‐6), 806-843, 2012
Estimating the covariance matrix for portfolio optimization
D Disatnik, S Benninga
Available at SSRN 873125, 2006
The two-block covariance matrix and the CAPM
D Disatnik, S Benninga
International Journal of Portfolio Analysis and Management 1 (1), 32-42, 2012
Remembering friends as not so friendly in competitive and bargaining social interactions
S Danziger, D Disatnik, Y Shani
Journal of Behavioral Decision Making 30 (4), 987-998, 2017
Shrinking the covariance matrix-simpler is better
SZ Benninga, DJ Disatnik
Journal of Portfolio Management 33 (4), 56-63, 2007
A Note on Portfolio Optimization and the Diagonal Covariance Matrix
D Disatnik
Available at SSRN 1416849, 2009
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