Moshe Shiki Levy : Citation Profile


Are you Moshe Shiki Levy?

Hebrew University of Jerusalem

15

H index

17

i10 index

708

Citations

RESEARCH PRODUCTION:

39

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 28
   Journals where Moshe Shiki Levy has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 17 (2.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple806
   Updated: 2020-10-17    RAS profile: 2020-06-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Moshe Shiki Levy.

Is cited by:

Wong, Wing-Keung (44)

Anufriev, Mikhail (31)

Bottazzi, Giulio (21)

McAleer, Michael (17)

Guo, Xu (12)

Lux, Thomas (12)

Chang, Chia-Lin (11)

Brzeziński, Michał (10)

Dindo, Pietro (10)

Zhu, Lixing (9)

Golo, Natasa (9)

Cites to:

Markowitz, Harry (26)

Kahneman, Daniel (25)

merton, robert (13)

Sharpe, William (12)

Thaler, Richard (11)

Viscusi, W (10)

Hanoch, Giora (9)

Wong, Wing-Keung (9)

Stiglitz, Joseph (8)

Rothschild, Michael (8)

Rabin, Matthew (8)

Main data


Where Moshe Shiki Levy has published?


Journals with more than one article published# docs
Economics Letters4
European Journal of Operational Research4
Journal of Banking & Finance3
International Journal of Modern Physics C (IJMPC)3
Physica A: Statistical Mechanics and its Applications3
Journal of Risk and Uncertainty2
Quantitative Finance2
Journal of Economic Theory2

Recent works citing Moshe Shiki Levy (2020 and 2019)


YearTitle of citing document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1711.03291.

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2019Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

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2019An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity. (2019). Toda, Alexis Akira ; Stachurski, John. In: Papers. RePEc:arx:papers:1807.08404.

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2019Financial accumulation implies ever-increasing wealth inequality. (2019). Biondi, Yuri ; Olla, Stefano . In: Papers. RePEc:arx:papers:1809.08681.

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2019Simulation of Stylized Facts in Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1812.02726.

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2019Decision-making and Fuzzy Temporal Logic. (2019). Jos'e Cl'audio do Nascimento, . In: Papers. RePEc:arx:papers:1901.01970.

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2020Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares. (2019). Toda, Alexis Akira ; Wang, Yulong. In: Papers. RePEc:arx:papers:1901.02471.

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2019Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

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2020Rational hyperbolic discounting. (2019). Jos'e Cl'audio do Nascimento, . In: Papers. RePEc:arx:papers:1910.05209.

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2020Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model. (2020). Trimborn, Torsten ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:2002.10222.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020The Importance of Low Latency to Order Book Imbalance Trading Strategies. (2020). Balch, Tucker Hybinette ; Hybinette, Maria ; Palaparthi, Sruthi ; Byrd, David. In: Papers. RePEc:arx:papers:2006.08682.

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2020Gintropy: Gini index based generalization of Entropy. (2020). , Zolt'An ; Bir, Tam'As S. In: Papers. RePEc:arx:papers:2007.04829.

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2019Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114.

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2020The evolution of Zipfs Law for U.S. cities. (2020). Klarl, Torben ; Hackmann, Angelina. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:3:p:841-852.

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2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

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2019Representations of acting processes and memory effects: General fractional derivative and its application to theory of heat conduction with finite wave speeds. (2019). Zhao, Dazhi ; Luo, Maokang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:346:y:2019:i:c:p:531-544.

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2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

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2020Re-study on Chinese city size and policy formation. (2020). Song, Shunfeng ; Deng, Zhongqi ; Qin, Ming. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301518.

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2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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2020Wealth inequality and financial inclusion: Evidence from South African tax and survey records. (2020). Orthofer, Anna ; von Fintel, Dieter. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:568-578.

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2020Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market. (2020). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304935.

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2020Alternative estimation method of earnings growth rate for PEGR strategy. (2020). Hsu, Chuan-Hao ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300875.

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2019Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80.

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2020Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311.

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2019Health and consumption preferences; estimating the health state dependence of utility using equivalence scales. (2019). Knoef, Marike ; Kools, Lieke. In: European Economic Review. RePEc:eee:eecrev:v:113:y:2019:i:c:p:46-62.

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2020Portfolio diversification based on stochastic dominance under incomplete probability information. (2020). Kuosmanen, Timo ; Xu, Peng ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:755-768.

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2019Optimal screening capacity and perceived risk of mortgage banks across countries. (2019). Jacobi, Arie ; Tzur, Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119302511.

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2019When financial economics influences physics: The role of Econophysics. (2019). Mantegna, Rosario ; Schinckus, Christophe ; Jovanovic, Franck . In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304162.

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2020How negative interest rates affect the risk-taking of individual investors: Experimental evidence. (2020). Mohrschladt, Hannes ; Cordes, Henning ; Baars, Maren. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303921.

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2019Does investor risk perception drive asset prices in markets? Experimental evidence. (2019). Zeisberger, Stefan ; Palan, Stefan ; Huber, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302109.

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2019Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

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2019Returning the particular: Understanding hierarchies in the Belgian logistics system. (2019). Vanhoof, Maarten ; Beckers, Joris ; Verhetsel, Ann. In: Journal of Transport Geography. RePEc:eee:jotrge:v:76:y:2019:i:c:p:315-324.

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2020On the city size distribution: A finite mixture interpretation. (2020). Su, Hsuan-Li. In: Journal of Urban Economics. RePEc:eee:juecon:v:116:y:2020:i:c:s0094119019300932.

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2019The exact solution of spatial logit response games. (2019). Ioannides, Yannis ; Konno, Tomohiko. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:97:y:2019:i:c:p:1-10.

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2019Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113.

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2020The potential effect of taxes on the equity home bias in New Zealand PIEs. (2020). Marsden, Alastair ; Lee, John B ; McDowell, Shaun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304974.

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2019Scale-free growth of human society based on cooperation and altruistic punishment. (2019). Podobnik, Boris ; Kirbis, Ivona Skreblin ; Gabor, Andrijana Musura. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:613-619.

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2019Zipf’s law, the coherence of the urban system and city size distribution: Evidence from Pakistan. (2019). Arshad, Sidra ; Ashraf, Badar Nadeem ; Hu, Shougeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:87-103.

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2019Entropy based European income distributions and inequality measures. (2019). Villas-Boas, Sofia B ; Judge, George ; Fu, Qiuzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:686-698.

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2019Asynchronous stochastic price pump. (2019). Perepelitsa, Misha ; Timofeyev, Ilya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:356-364.

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2019How to predict social relationships — Physics-inspired approach to link prediction. (2019). Budka, Marcin ; Wahid-Ul, Akanda ; Musial, Katarzyna . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1110-1129.

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2019Size distribution of cities: A kinetic explanation. (2019). Toscani, Giuseppe ; Gualandi, Stefano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:221-234.

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2020Emergence of income inequality: Origin, distribution and possible policies. (2020). Liu, Zhirong ; Tian, Songtao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315729.

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2020Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits. (2020). Tomaschitz, Roman. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119317935.

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2020A scaling perspective on the distribution of executive compensation. (2020). Budsaratragoon, Pornanong ; Sitthiyot, Thitithep ; Holasut, Kanyarat . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319818.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Review on Efficiency and Anomalies in Stock Markets. (2020). McAleer, Michael ; Woo, Kai-Yin ; Wong, Wing-Keung ; Mai, Chulin. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:20-:d:331591.

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2020Deep Reinforcement Learning in Agent Based Financial Market Simulation. (2020). Kato, Atsuo ; Izumi, Kiyoshi ; Sakaji, Hiroki ; Matsushima, Hiroyasu ; Kitano, Michiharu ; Degraw, David ; Maeda, Iwao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:71-:d:344491.

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2020The Investment Home Bias with Peer Effect. (2020). Levy, Haim. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:94-:d:356432.

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2020Spatial Interaction Model for Healthcare Accessibility: What Scale Has to Do with It. (2020). De Mello-Sampayo, Felipa. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4324-:d:362681.

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2019Size distributions reconsidered. (2019). Trede, Mark ; Schluter, Christian. In: Post-Print. RePEc:hal:journl:hal-01994353.

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2019Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market. (2019). TÃ¥g, Joacim ; Persson, Lars ; Tg, Joacim ; Koptyug, Nikita. In: Working Paper Series. RePEc:hhs:iuiwop:1298.

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2019An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2019). Mazur, Stepan ; Gulliksson, Mrten. In: Working Papers. RePEc:hhs:oruesi:2019_003.

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2020Almost Stochastic Dominance for Most Risk-Averse Decision Makers. (2020). Tan, Chin Hon ; Luo, Chunling. In: Decision Analysis. RePEc:inm:ordeca:v:17:y:2020:i:2:p:169-184.

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2020Comment on “Aging Population, Retirement, and Risk Taking”. (2020). Levy, Moshe. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2787-2791.

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2020What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople. (2020). Holzmeister, Felix ; Zeisberger, Stefan ; Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Huber, Jurgen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3977-4002.

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2019What Drives Risk Perception? A Global Survey withFinancial Professionals and Lay People. (2019). Weitzel, Utz ; Holzmeister, Felix ; Zeisberger, Stefan ; Lindner, Florian ; Kirchler, Michael ; Huber, Jrgen. In: Working Papers. RePEc:inn:wpaper:2019-05.

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2020Political connections and the super-rich in Poland. (2020). BRZEZINSKI, Michal ; Salach, Katarzyna. In: Working Papers. RePEc:inq:inqwps:ecineq2020-553.

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2019Revisitando los modelos de Birnbaum-Chávez y de Diamond-Dybvig sobre corridas bancarias ¿Las corridas dependen sólo de fundamentos económicos o también de factores psicológicos?. (2019). Venegas-Martínez, Francisco ; Trejo-Garcia, Jose Carlos ; Venegas-Martinez, Francisco ; Romero-Ramirez, Erick. In: eseconomía. RePEc:ipn:esecon:v:14:y:2019:i:50:p:7-40.

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2019Financial Market as Driver for Disparity in Wealth Accumulation—A Receding Horizon Approach. (2019). Semmler, Willi ; Chappe, Raphaele. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9870-1.

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2020SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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2020Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6.

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2019Utility functions for mild and severe health risks. (2019). Viscusi, Kip W. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:58:y:2019:i:2:d:10.1007_s11166-019-09301-9.

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2019Local Social Interaction and Urban Equilibria. (2019). Picard, Pierre ; Marhuenda, Francisco ; Augeraud-Véron, Emmanuelle ; Augeraud-Veron, Emmanuelle. In: CREA Discussion Paper Series. RePEc:luc:wpaper:19-17.

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2019What Drives Risk Perception? A Global Survey with Financial Professionals and Lay People. (2019). Zeisberger, Stefan ; Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Huber, Juergen ; Holzmeister, Felix. In: OSF Preprints. RePEc:osf:osfxxx:v6r9n.

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2020.

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2019Early prediction of the outcome of Kickstarter campaigns: is the success due to virality?. (2019). Solomon, Sorin ; Golosovsky, Michael ; Kindler, Alex. In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0261-6.

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2020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

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2019Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach. (2019). Kausar, Saba ; Rashid, Abdul. In: The Pakistan Development Review. RePEc:pid:journl:v:58:y:2019:i:1:p:83-104.

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2020Estimating the willingness to pay for urban esthetic projects using an inter-temporal equilibrium: a difference-in-differences hedonic approach. (2020). Seya, Hajime ; Sega, Kousuke ; Kono, Tatsuhito. In: MPRA Paper. RePEc:pra:mprapa:102064.

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2020Unobserved Heterogeneity in the Productivity Distribution and Gains From Trade. (2020). Dumont, Michel ; Dewitte, Ruben ; Willeme, Peter ; Rayp, Glenn. In: MPRA Paper. RePEc:pra:mprapa:102711.

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2019Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century.. (2019). Arturo, Ramos. In: MPRA Paper. RePEc:pra:mprapa:93562.

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2020Innovation and Corporate Dynamics: A Theoretical Framework. (2020). Riccaboni, Massimo ; Pammolli, Fabio ; Growiec, Jakub. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:12:y:2020:i:1:p:1-45.

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2020Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: Discussion Papers Series. RePEc:qld:uq2004:619.

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2019Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2019). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: 2019 Meeting Papers. RePEc:red:sed019:152.

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2019Save, Spend or Give? A Model of Housing, Family Insurance, and Savings in Old Age. (2019). Kredler, Matthias ; Barczyk, Daniel ; Fahle, Sean. In: 2019 Meeting Papers. RePEc:red:sed019:361.

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2019Violations of dominance in decision-making. (2019). Bauer, Thomas ; Kourouxous, Thomas. In: Business Research. RePEc:spr:busres:v:12:y:2019:i:1:d:10.1007_s40685-019-0093-7.

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2019Regional sustainability system as ecosystem: case study of China’s two leading economic circles from a keystone perspective. (2019). Tan, Feifei ; Lu, Zhaohua. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:21:y:2019:i:2:d:10.1007_s10668-017-0068-9.

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2020Financial accumulation implies ever-increasing wealth inequality. (2020). Biondi, Yuri ; Olla, Stefano. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-020-00281-7.

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2019A Becker–Tomes model with investment risk. (2019). Zhu, Shenghao. In: Economic Theory. RePEc:spr:joecth:v:67:y:2019:i:4:d:10.1007_s00199-018-1103-2.

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2020Technological unemployment and income inequality: a stock-flow consistent agent-based approach. (2020). Di Guilmi, Corrado ; Carvalho, Laura. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-019-00628-9.

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2019From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas . In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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2019How do I tell you what I want? Agent’s interpretation of principal’s preferences and its impact on understanding the negotiation process and outcomes. (2019). Roszkowska, Ewa ; Kersten, Gregory E ; Wachowicz, Tomasz . In: Operational Research. RePEc:spr:operea:v:19:y:2019:i:4:d:10.1007_s12351-018-00448-y.

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2019Essays on behavioral finance. (2019). Neszveda, G. In: Other publications TiSEM. RePEc:tiu:tiutis:05059039-5236-42a3-be1b-3c1be952551b.

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2020Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: TSE Working Papers. RePEc:tse:wpaper:124180.

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2019Distribution of Cities in Federal Districts of Russia: Testing of the Zipf Law. (2019). Manaeva, Inna. In: Economy of region. RePEc:ura:ecregj:v:1:y:2019:i:1:p:84-98.

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2020Two-Phase Exponential Model of Wealth Distribution. (2020). Jelena, Stankovi ; Zoran, Tomi ; Ognjen, Radovi. In: Economic Themes. RePEc:vrs:ecothe:v:58:y:2020:i:1:p:33-52:n:3.

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2019Wealth inequality in Central and Eastern Europe: evidence from joined household survey and rich lists’ data. (2019). Sałach, Katarzyna ; Brzeziński, Michał ; Wroski, Marcin ; Saach, Katarzyna ; BRZEZINSKI, Michal . In: Working Papers. RePEc:war:wpaper:2019-09.

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2020Political connections and the super-rich in Poland. (2020). Sałach, Katarzyna ; Brzeziński, Michał ; Brzeziski, Micha ; Saach, Katarzyna. In: Working Papers. RePEc:war:wpaper:2020-17.

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2020Identifying Urban Areas by Combining Human Judgment and Machine Learning : An Application to India. (2020). Galdo, Virgilio ; Rama, Martin G. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:0160.

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2020Wealth inequality in Central and Eastern Europe: Evidence from household survey and rich lists’ data combined*. (2020). Sałach, Katarzyna ; Brzeziński, Michał ; Wroski, Marcin ; Saach, Katarzyna ; Brzeziski, Micha. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:28:y:2020:i:4:p:637-660.

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2019Losers and prospectors in the short‐term options market. (2019). Christiedavid, Rohan A ; Chatrath, Arjun ; Ramchander, Sanjay ; Miao, Hong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:721-743.

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2020A MINIMAL AGENT-BASED MODEL FOR THE SIZE-FREQUENCY DISTRIBUTION OF FIRMS. (2020). Pacheco, Amalio F ; Gomez, Javier B ; Gonzalez-Lopez, Ricardo. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:23:y:2020:i:01:n:s0219525920500022.

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2019Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:146.

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Works by Moshe Shiki Levy:


YearTitleTypeCited
2009Gibrats Law for (All) Cities: Comment In: American Economic Review.
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article52
2000Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model In: Papers.
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paper3
2001Portfolio Optimization with Many Assets: The Importance of Short-Selling In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper2
2010Disagreement, Portfolio Optimization, and Excess Volatility In: Journal of Financial and Quantitative Analysis.
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article3
2008Stock market crashes as social phase transitions In: Journal of Economic Dynamics and Control.
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article15
2012Co-monotonicity: Toward a utility function capturing envy In: Economics Letters.
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article0
1994A microscopic model of the stock market : Cycles, booms, and crashes In: Economics Letters.
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article80
2001Testing for risk aversion: a stochastic dominance approach In: Economics Letters.
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article12
2006The Forbes 400 and the Pareto wealth distribution In: Economics Letters.
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article71
2009Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research.
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article20
2014The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research.
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article15
2015Portfolio selection in a two-regime world In: European Journal of Operational Research.
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article7
2019Stocks for the log-run and constant relative risk aversion preferences In: European Journal of Operational Research.
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article1
2009The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance.
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article20
2014The home bias is here to stay In: Journal of Banking & Finance.
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article16
2015Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance.
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article0
2005Social phase transitions In: Journal of Economic Behavior & Organization.
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article7
2003Are rich people smarter? In: Journal of Economic Theory.
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article23
2007Conditions for a CAPM equilibrium with positive prices In: Journal of Economic Theory.
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article6
2012The utility of health and wealth In: Journal of Health Economics.
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article9
2002Experimental test of the prospect theory value function: A stochastic dominance approach In: Organizational Behavior and Human Decision Processes.
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article6
2015An evolutionary explanation for risk aversion In: Journal of Economic Psychology.
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article2
2005Is risk-aversion hereditary? In: Journal of Mathematical Economics.
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article6
2000Microscopic Simulation of Financial Markets In: Elsevier Monographs.
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book69
1997New evidence for the power-law distribution of wealth In: Physica A: Statistical Mechanics and its Applications.
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article69
2010Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications.
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article5
2014The gravitational law of social interaction In: Physica A: Statistical Mechanics and its Applications.
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article4
2002Prospect Theory: Much Ado About Nothing? In: Management Science.
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article100
2002Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights. In: Journal of Risk and Uncertainty.
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article6
2015No aspiration to win? An experimental test of the aspiration level model In: Journal of Risk and Uncertainty.
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article6
2015(Im)Possible Frontiers: A Comment In: Critical Finance Review.
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article0
2010The Market Portfolio May Be Mean/Variance Efficient After All In: Review of Financial Studies.
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article18
2014The Pricing of Breakthrough Drugs: Theory and Policy Implications In: PLOS ONE.
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article0
2014Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism In: The European Journal of Health Economics.
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article0
2007The Forbes 400, the Pareto power-law and efficient markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article18
2012On the Spurious Correlation Between Sample Betas and Mean Returns In: Applied Mathematical Finance.
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article0
2010Loss aversion and the price of risk In: Quantitative Finance.
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article1
2011Mean–variance efficient portfolios with many assets: 50% short In: Quantitative Finance.
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article0
2003Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis In: The Review of Economics and Statistics.
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article18
1996DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL In: International Journal of Modern Physics C (IJMPC).
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article2
1996POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS In: International Journal of Modern Physics C (IJMPC).
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article15
1996SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS In: International Journal of Modern Physics C (IJMPC).
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article1

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