1

On the Use of Numeraires in Option Pricing

Benninga, Simon, Björk, Tomas, Wiener, Zvi
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 544 KB
english, 2002
2

Risk, returns, and values in the presence of differential taxation

Simon Benninga, Oded Sarig
Journal:
Journal of Banking & Finance
Year:
2003
Language:
english
File:
PDF, 152 KB
english, 2003
3

Shrinking the Covariance Matrix

Disatnik, David J, Benninga, Simon
Journal:
The Journal of Portfolio Management
Year:
2007
Language:
english
File:
PDF, 398 KB
english, 2007
4

The Stock Market Premium, Production, and Relative Risk Aversion

Simon Benninga and Aris Protopapadakis
Journal:
American Economic Review
Year:
1991
Language:
english
File:
PDF, 279 KB
english, 1991
6

Hedging with forwards and puts in complete and incomplete markets

Simon Z. Benninga, Casper M. Oosterhof
Journal:
Journal of Banking & Finance
Year:
2004
Language:
english
File:
PDF, 256 KB
english, 2004
8

A Binomial Zero Coupon Model of Expected Bond Returns Term Structure

Afik, Zvika, Benninga, Simon
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 408 KB
english, 2010
9

Non-marketability and the value of employee stock options

Abudy, Menachem, Benninga, Simon
Journal:
Journal of Banking & Finance
Year:
2013
Language:
english
File:
PDF, 770 KB
english, 2013
10

General equilibrium properties of the term structure of interest rates

Simon Benninga, Aris Protopapadakis
Journal:
Journal of Financial Economics
Year:
1986
Language:
english
File:
PDF, 1.35 MB
english, 1986
11

The optimal hedge ratio in unbiased futures markets

Simon Benninga, Rafael Eldor, Itzhak Zilcha
Journal:
Journal of Futures Markets
Year:
1984
Language:
english
File:
PDF, 281 KB
english, 1984
12

Real Options—An Introduction and an Application to R&D Valuation

BENNINGA, SIMON, TOLKOWSKY, EFRAT
Journal:
The Engineering Economist
Year:
2002
Language:
english
File:
PDF, 1.94 MB
english, 2002
13

On the Use of Numeraires in Option Pricing

Benninga, Simon, Bjork, Tomas, Wiener, Zvi
Journal:
SSRN Electronic Journal
Year:
2002
Language:
english
File:
PDF, 262 KB
english, 2002
14

The Timing of Initial Public Offerings

Benninga, Simon, Helmantel, Mark, Sarig, Oded H.
Journal:
SSRN Electronic Journal
Year:
2001
Language:
english
File:
PDF, 247 KB
english, 2001
15

On the Optimality of Portfolio Insurance

Simon Benninga and Marshall Blume
Journal:
The Journal of Finance
Year:
1985
Language:
english
File:
PDF, 414 KB
english, 1985
17

Leverage, time preference and the ‘equity premium puzzle’

Simon Benninga, Aris Protopapadakis
Journal:
Journal of Monetary Economics
Year:
1990
Language:
english
File:
PDF, 632 KB
english, 1990
18

The timing of initial public offerings

Simon Benninga, Mark Helmantel, Oded Sarig
Journal:
Journal of Financial Economics
Year:
2005
Language:
english
File:
PDF, 272 KB
english, 2005
19

Taxation and the value of employee stock options

Abudy, Menachem, Benninga, Simon
Journal:
International Journal of Managerial Finance
Year:
2011
Language:
english
File:
PDF, 321 KB
english, 2011
20

Heterogeneity and Option Pricing

Simon Benninga, Joram Mayshar
Journal:
Review of Derivatives Research
Year:
2000
Language:
english
File:
PDF, 146 KB
english, 2000
21

Expected Bond Returns and the Credit Risk Premium

Afik, Zvika, Benninga, Simon
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 1.13 MB
english, 2014
22

Competitive Equilibrium with Bankruptcy in a Sequence of Markets

Simon Benninga
Journal:
International Economic Review
Year:
1979
Language:
english
File:
PDF, 1.56 MB
english, 1979
23

Valuing restricted stock grants to non-executive employees

Abudy, Menachem (Meni), Benninga, Simon
Journal:
Journal of Economics and Business
Year:
2016
Language:
english
File:
PDF, 597 KB
english, 2016
24

The two-block covariance matrix and the CAPM

Disatnik, David, Benninga, Simon
Journal:
International Journal of Portfolio Analysis and Management
Year:
2012
Language:
english
File:
PDF, 233 KB
english, 2012
25

The Cost of Capital for Private Firms

Abudy, Menachem (Meni), Benninga, Simon, Shust, Efrat
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 639 KB
english, 2015
26

The Interaction of Corporate and Government Financing in General Equilibrium

Simon Benninga and Eli Talmor
Journal:
The Journal of Business
Year:
1988
Language:
english
File:
PDF, 437 KB
english, 1988
27

Heterogeneity and Option Pricing

Benninga, Simon, Mayshar, Joram
Journal:
SSRN Electronic Journal
Year:
1997
File:
PDF, 542 KB
1997
29

Forward and Futures Prices with Markovian Interest-Rate Processes

Simon Benninga and Aris Protopapadakis
Journal:
The Journal of Business
Year:
1994
Language:
english
File:
PDF, 386 KB
english, 1994
32

Majority Choice and the Objective Function of the Firm under Uncertainty

Simon Benninga and Eitan Muller
Journal:
The Bell Journal of Economics
Year:
1979
Language:
english
File:
PDF, 278 KB
english, 1979
36

The Cost and Value of Restricted Stocks Grants

Abudy, Menachem (Meni), Benninga, Simon
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 732 KB
english, 2014
38

The cost of equity for private firms

Abudy, Menachem, Benninga, Simon, Shust, Efrat
Journal:
Journal of Corporate Finance
Year:
2016
Language:
english
File:
PDF, 447 KB
english, 2016
41

Production and hedging implications of executive compensation schemes

Sagi Akron, Simon Benninga
Journal:
Journal of Corporate Finance
Year:
2013
Language:
english
File:
PDF, 1.25 MB
english, 2013
42

The Uncertainty Premium in an Ambiguous Economy

Izhakian, Yehuda, Benninga, Simon
Journal:
The Quarterly Journal of Finance
Year:
2011
Language:
english
File:
PDF, 423 KB
english, 2011
44

Fiscal policy and the term structure of interest rates

Simon Benninga, Uri M. Possen
Journal:
Journal of Public Economics
Year:
1988
Language:
english
File:
PDF, 779 KB
english, 1988