| The multicollinearity illusion in moderated regression analysis D Disatnik, L Sivan Marketing Letters 27, 403-408, 2016 | 195 | 2016 |
| Cash flow hedging and liquidity choices D Disatnik, R Duchin, B Schmidt Review of Finance 18 (2), 715-748, 2014 | 154 | 2014 |
| 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, 394-402, 2017 | 136 | 2017 |
| Shrinking the covariance matrix–Simpler is better D Disatnik, S Benninga Journal of Portfolio Management 33 (4), 56-63, 2007 | 121 | 2007 |
| 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 | 99 | 2015 |
| 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 | 31 | 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 | 8 | 2017 |
| Estimating the covariance matrix for portfolio optimization D Disatnik, S Benninga Available at SSRN 873125, 2006 | 8 | 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 | 6 | 2012 |
| Shrinking the covariance matrix-simpler is better SZ Benninga, DJ Disatnik Journal of Portfolio Management 33 (4), 56-63, 2007 | 3 | 2007 |
| A Note on Portfolio Optimization and the Diagonal Covariance Matrix D Disatnik Available at SSRN 1416849, 2009 | 1 | 2009 |
Ran DuchinCarroll School of Management - Boston CollegeVerified email at bc.edu
