16
H index
17
i10 index
743
Citations
Hebrew University of Jerusalem | 16 H index 17 i10 index 743 Citations RESEARCH PRODUCTION: 39 Articles 2 Papers 1 Books RESEARCH ACTIVITY:
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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: | Cites to: |
Year | Title of citing document |
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2020 | Safety First Risk Preferences and Post-Harvest Grain Marketing A Context-rich Lab Experiment. (2020). Banerjee, Simanti ; Stamatina, Stamatina ; Walters, Cory. In: Cornhusker Economics. RePEc:ags:nbaece:307131. Full description at Econpapers || Download paper |
2020 | Robust portfolio selection using sparse estimation of comoment tensors. (2020). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020003. Full description at Econpapers || Download paper |
2020 | Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares. (2019). Toda, Alexis Akira ; Wang, Yulong. In: Papers. RePEc:arx:papers:1901.02471. Full description at Econpapers || Download paper |
2020 | Rational hyperbolic discounting. (2019). Jos'e Cl'audio do Nascimento, . In: Papers. RePEc:arx:papers:1910.05209. Full description at Econpapers || Download paper |
2020 | Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model. (2020). Trimborn, Torsten ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:2002.10222. Full description at Econpapers || Download paper |
2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Gintropy: Gini index based generalization of Entropy. (2020). , Zolt'An ; Bir, Tam'As S. In: Papers. RePEc:arx:papers:2007.04829. Full description at Econpapers || Download paper |
2020 | Non-fundamental Home Bias in International Equity Markets. (2020). Kim, Gyu Hyun. In: Papers. RePEc:arx:papers:2012.06716. Full description at Econpapers || Download paper |
2020 | Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior. (2020). Timofeyev, Ilya ; Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2012.14860. Full description at Econpapers || Download paper |
2021 | Black-box model risk in finance. (2021). Snow, Derek ; Szpruch, Lukasz ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2102.04757. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Cross-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. Full description at Econpapers || Download paper |
2020 | Vermögenskonzentration in Österreich. (2020). Kapeller, Jakob ; Heck, Ines ; Wildauer, Rafael. In: Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft. RePEc:clr:mwugar:206. Full description at Econpapers || Download paper |
2020 | The home bias and the local bias: A survey. (2020). Scherer, D ; Schiereck, D ; Gaar, E. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:124801. Full description at Econpapers || Download paper |
2020 | Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333. Full description at Econpapers || Download paper |
2020 | Should 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. Full description at Econpapers || Download paper |
2020 | Re-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. Full description at Econpapers || Download paper |
2020 | COVID-19 pandemic, health risks, and economic consequences: Evidence from China. (2020). Zhao, Bo. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301589. Full description at Econpapers || Download paper |
2020 | Stochastic 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. Full description at Econpapers || Download paper |
2020 | Wealth inequality and financial inclusion: Evidence from South African tax and survey records. (2020). von Fintel, Dieter ; Orthofer, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:568-578. Full description at Econpapers || Download paper |
2020 | Should 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. Full description at Econpapers || Download paper |
2020 | Alternative 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. Full description at Econpapers || Download paper |
2020 | Spanning tests for Markowitz stochastic dominance. (2020). Scaillet, Olivier ; Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:291-311. Full description at Econpapers || Download paper |
2020 | Portfolio 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. Full description at Econpapers || Download paper |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
2020 | Cities and the structure of social interactions: Evidence from mobile phone data. (2020). Ehrlich, Maximilian V ; Buchel, Konstantin. In: Journal of Urban Economics. RePEc:eee:juecon:v:119:y:2020:i:c:s0094119020300474. Full description at Econpapers || Download paper |
2020 | A win-win supply chain solution using project contracts with bargaining games. (2020). Brint, Andrew ; Palit, Niladri. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716019301150. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Emergence 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. Full description at Econpapers || Download paper |
2020 | Multiply 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | The distribution of union size: Canada, 1913–2014. (2020). Campolieti, Michele. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305252. Full description at Econpapers || Download paper |
2021 | The personal wealth importance to the intertemporal choice. (2021). Do, Jose Claudio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308578. Full description at Econpapers || Download paper |
2021 | Discontinuous transitions of social distancing in the SIR model. (2021). Feigel, A ; Arazi, R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309304. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
2020 | Review 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. Full description at Econpapers || Download paper |
2020 | Deep 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Spatial 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. Full description at Econpapers || Download paper |
2020 | Almost 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. Full description at Econpapers || Download paper |
2020 | Comment on “Aging Population, Retirement, and Risk Takingâ€. (2020). Levy, Moshe. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2787-2791. Full description at Econpapers || Download paper |
2020 | What 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. Full description at Econpapers || Download paper |
2020 | Political connections and the super-rich in Poland. (2020). BRZEZINSKI, Michal ; Salach, Katarzyna. In: Working Papers. RePEc:inq:inqwps:ecineq2020-553. Full description at Econpapers || Download paper |
2020 | SABCEMM: 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. Full description at Econpapers || Download paper |
2020 | An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection. (2020). Mazur, Stepan ; Gulliksson, Mrten. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09943-6. Full description at Econpapers || Download paper |
2020 | Diversification 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. Full description at Econpapers || Download paper |
2020 | Becoming Attuned. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:j7f8y. Full description at Econpapers || Download paper |
2020 | The Serendipity Mindset. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:w52y9. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | New 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. Full description at Econpapers || Download paper |
2020 | Estimating 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. Full description at Econpapers || Download paper |
2020 | Unobserved 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. Full description at Econpapers || Download paper |
2020 | Innovation 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. Full description at Econpapers || Download paper |
2020 | Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: Discussion Papers Series. RePEc:qld:uq2004:619. Full description at Econpapers || Download paper |
2020 | THE RELATIONSHIP BETWEEN THE FACTORS OF RISK IN ASSET EVALUATION MODELS AND FUTURE ECONOMIC GROWTH: EVIDENCE FROM THREE REGIONAL MARKETS. (2020). Gama, Ana ; Ferreira, Jose. In: Journal of Spatial and Organizational Dynamics. RePEc:ris:jspord:1023. Full description at Econpapers || Download paper |
2021 | Singularity cities. (2021). Rybski, Diego ; Li, Yunfei ; Kropp, Jrgen P. In: Environment and Planning B. RePEc:sae:envirb:v:48:y:2021:i:1:p:43-59. Full description at Econpapers || Download paper |
2020 | The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation. (2020). Allaj, Erindi. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:3:d:10.1007_s10287-020-00373-6. Full description at Econpapers || Download paper |
2020 | Is Gibrat’s “Economic Inequality†lognormal?. (2020). Toda, Alexis Akira ; Akhundjanov, Sherzod. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01719-z. Full description at Econpapers || Download paper |
2020 | Financial 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. Full description at Econpapers || Download paper |
2020 | Technological 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. Full description at Econpapers || Download paper |
2020 | On discriminating between lognormal and Pareto tail: A mixture-based approach. (2020). Bee, Marco. In: DEM Working Papers. RePEc:trn:utwprg:2020/9. Full description at Econpapers || Download paper |
2020 | Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia. In: TSE Working Papers. RePEc:tse:wpaper:124180. Full description at Econpapers || Download paper |
2020 | Two-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. Full description at Econpapers || Download paper |
2020 | Political connections and the super-rich in Poland. (2020). Sałach, Katarzyna ; Brzeziński, Michał ; Brzeziski, Micha ; Saach, Katarzyna. In: Working Papers. RePEc:war:wpaper:2020-17. Full description at Econpapers || Download paper |
2020 | Identifying 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. Full description at Econpapers || Download paper |
2020 | Wealth 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | How wealthy are the rich?. (2020). Milakovi, Mishael ; Schulz, Jan . In: BERG Working Paper Series. RePEc:zbw:bamber:166. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Gibrats Law for (All) Cities: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 54 |
2000 | Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model In: Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Portfolio Optimization with Many Assets: The Importance of Short-Selling In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 2 |
2010 | Disagreement, Portfolio Optimization, and Excess Volatility In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
2008 | Stock market crashes as social phase transitions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
2012 | Co-monotonicity: Toward a utility function capturing envy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1994 | A microscopic model of the stock market : Cycles, booms, and crashes In: Economics Letters. [Full Text][Citation analysis] | article | 83 |
2001 | Testing for risk aversion: a stochastic dominance approach In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2006 | The Forbes 400 and the Pareto wealth distribution In: Economics Letters. [Full Text][Citation analysis] | article | 74 |
2009 | Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 20 |
2014 | The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 21 |
2015 | Portfolio selection in a two-regime world In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
2019 | Stocks for the log-run and constant relative risk aversion preferences In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2009 | The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2014 | The home bias is here to stay In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
2015 | Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2005 | Social phase transitions In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
2003 | Are rich people smarter? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 26 |
2007 | Conditions for a CAPM equilibrium with positive prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
2012 | The utility of health and wealth In: Journal of Health Economics. [Full Text][Citation analysis] | article | 9 |
2002 | Experimental test of the prospect theory value function: A stochastic dominance approach In: Organizational Behavior and Human Decision Processes. [Full Text][Citation analysis] | article | 6 |
2015 | An evolutionary explanation for risk aversion In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 2 |
2005 | Is risk-aversion hereditary? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
2000 | Microscopic Simulation of Financial Markets In: Elsevier Monographs. [Full Text][Citation analysis] | book | 69 |
1997 | New evidence for the power-law distribution of wealth In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 73 |
2010 | Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2014 | The gravitational law of social interaction In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2002 | Prospect Theory: Much Ado About Nothing? In: Management Science. [Full Text][Citation analysis] | article | 100 |
2002 | Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights. In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 7 |
2015 | No aspiration to win? An experimental test of the aspiration level model In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 6 |
2015 | (Im)Possible Frontiers: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
2010 | The Market Portfolio May Be Mean/Variance Efficient After All In: Review of Financial Studies. [Full Text][Citation analysis] | article | 19 |
2014 | The Pricing of Breakthrough Drugs: Theory and Policy Implications In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2014 | Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 0 |
2007 | The Forbes 400, the Pareto power-law and efficient markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 18 |
2012 | On the Spurious Correlation Between Sample Betas and Mean Returns In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Loss aversion and the price of risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2011 | Mean–variance efficient portfolios with many assets: 50% short In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2003 | Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 21 |
1996 | DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 2 |
1996 | POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 16 |
1996 | SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 1 |
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