Moshe Shiki Levy : Citation Profile

Are you Moshe Shiki Levy?

Hebrew University of Jerusalem

16

H index

20

i10 index

834

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 30
   Journals where Moshe Shiki Levy has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 19 (2.23 %)

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   Permalink: http://citec.repec.org/ple806
   Updated: 2022-05-21    RAS profile: 2021-03-06    
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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 (41)

Anufriev, Mikhail (32)

Bottazzi, Giulio (22)

McAleer, Michael (15)

Lux, Thomas (12)

Guo, Xu (12)

Brzeziński, Michał (11)

Dindo, Pietro (10)

Zhu, Lixing (9)

Benhabib, Jess (9)

Toda, Alexis Akira (9)

Cites to:

Markowitz, Harry (29)

Kahneman, Daniel (27)

merton, robert (16)

Viscusi, W (13)

Sharpe, William (12)

Hanoch, Giora (11)

Thaler, Richard (11)

Rothschild, Michael (9)

Prescott, Edward (9)

Stiglitz, Joseph (9)

Rabin, Matthew (8)

Main data

Where Moshe Shiki Levy has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Economics Letters4
European Journal of Operational Research4
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
Management Science2
The Review of Economics and Statistics2

Recent works citing Moshe Shiki Levy (2021 and 2020)

YearTitle of citing document
2021Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41.

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2022Behavioral Economics and Auto Insurance: The Role of Biases and Heuristics. (2022). Afonso, Luis Eduardo ; Graminha, Pedro Brando. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1516.

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2021Working Paper 350 - Taming Private Leviathans: Regulation versus Taxation. (2021). Islam, Asif ; arezki, rabah ; Rota-Graziosi, Gregoire. In: Working Paper Series. RePEc:adb:adbwps:2476.

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2020Safety 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.

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2020Robust portfolio selection using sparse estimation of comoment tensors. (2020). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020003.

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2022Geometrically 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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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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2021Robust 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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2020Non-fundamental Home Bias in International Equity Markets. (2020). Kim, Gyu Hyun. In: Papers. RePEc:arx:papers:2012.06716.

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2020Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior. (2020). Timofeyev, Ilya ; Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2012.14860.

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2021Black-box model risk in finance. (2021). Snow, Derek ; Szpruch, Lukasz ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2102.04757.

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2021Wealth distribution in modern societies: collected data and a master equation approach. (2021). Neda, Zoltan ; Biro, Tamas ; Toth, Geza ; Kelemen, Szabolcs ; Gere, Istvan. In: Papers. RePEc:arx:papers:2104.04134.

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2021Wealth rheology. (2021). Burda, Zdzislaw ; Snarska, Malgorzata ; Malarz, Krzysztof ; Krawczyk, Malgorzata J. In: Papers. RePEc:arx:papers:2105.08048.

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2022Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong. In: Papers. RePEc:arx:papers:2105.10007.

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2021Psychological dimension of adaptive trading in cryptocurrency markets. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2109.12166.

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2021Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2111.11315.

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2022Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456.

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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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2020Vermögenskonzentration 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.

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2020The home bias and the local bias: A survey. (2020). Gaar, E ; Scherer, D ; Schiereck, D. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:124801.

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2021Wage Risk and Portfolio Choice: The Role of Correlated Returns. (2021). Longmuir, Maximilian ; Konig, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1974.

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2021Investigations to the dynamics of wealth distribution in a kinetic exchange model. (2021). Hu, Chunhua ; Lai, Shaoyong ; Zhong, Yue. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:404:y:2021:i:c:s0096300321003210.

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2020Latent 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.

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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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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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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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2020COVID-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.

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2021Portfolio optimization under safety first expected utility with nonlinear probability distortion. (2021). Mi, Hui ; Li, Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:147:y:2021:i:c:s096007792100271x.

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2022A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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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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2020Wealth 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.

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2021Robust portfolio selection with regime switching and asymmetric dependence. (2021). Bai, Manying ; Su, Xiaoshan ; Han, Yingwei. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000754.

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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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2020Spanning 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.

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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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2021Horses 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.

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2022Reconciling mean-variance portfolio theory with non-Gaussian returns. (2022). Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:729-740.

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2022Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070.

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2022An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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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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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2021Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314.

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2021Emergence and phase transitions in service ecosystems. (2021). Nenonen, Suvi ; Sarno, Debora ; Frow, Pennie ; Payne, Adrian ; Polese, Francesco. In: Journal of Business Research. RePEc:eee:jbrese:v:127:y:2021:i:c:p:25-34.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390.

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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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2020Cities 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.

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2021Identifying urban areas by combining human judgment and machine learning: An application to India. (2021). Rama, Martin ; Li, Yue ; Galdo, Virgilio. In: Journal of Urban Economics. RePEc:eee:juecon:v:125:y:2021:i:c:s0094119019301068.

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2021Local social interaction and urban equilibria. (2021). Picard, Pierre ; Veron, Augeraud E ; Marhuenda, F. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:112:y:2021:i:c:p:72-83.

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2020A 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.

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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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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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2020The 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.

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2021The 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.

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2021Discontinuous 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.

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2021Wealth distribution in modern societies: Collected data and a master equation approach. (2021). Neda, Zoltan ; Biro, Tamas S ; Toth, Geza ; Kelemen, Szabolcs ; Gere, Istvan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004672.

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2021A statistical evidence of power law distribution in the upper tail of world billionaires’ data 2010–20. (2021). Shah, Said Farooq ; Raftab, Mariya ; Hussain, Muhammad Irfan ; Asghar, Zahid ; Asif, Muhammad ; Khan, Akbar Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004714.

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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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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2020.

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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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2021Selection, Patience, and the Interest Rate. (2021). Trew, Alex ; Stefanski, Radoslaw. In: Working Papers. RePEc:gla:glaewp:2020-03.

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2020Vermögenskonzentration in Österreich: Ein Update auf Basis des HFCS 2017. (2020). Wildauer, Rafael ; Kapeller, Jakob ; Heck, Ines. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:30683.

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2021The case for a progressive annual wealth tax in the UK. (2021). Onaran, Ozlem ; Wildauer, Rafael ; Tippet, Benjamin. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:33819.

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2021.

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2021What is the impact of introducing productivity tools for wealth management professionals? A case study for the french market. (2021). Ribes, Edouard. In: Working Papers. RePEc:hal:wpaper:hal-03494465.

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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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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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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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2021Three essays on international economics. (2021). Kim, Gyu Hyun. In: ISU General Staff Papers. RePEc:isu:genstf:202101010800009534.

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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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2020An 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.

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2021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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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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2021Risk Taking with Left- and Right-Skewed Lotteries*. (2021). Bougherara, Douadia ; Nauges, Celine ; Friesen, Lana. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:62:y:2021:i:1:d:10.1007_s11166-021-09345-w.

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2021Mean-variance hedging in the presence of estimation risk. (2021). Chiu, Wan-Yi. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:3:d:10.1007_s11147-021-09176-6.

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2020Becoming Attuned. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:j7f8y.

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2020The Serendipity Mindset. (2020). , Aisdl. In: OSF Preprints. RePEc:osf:osfxxx:w52y9.

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2021.

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2020.

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2021Wealth Inequality and the Financial Accumulation Process. (2021). Isaac, Alan G. In: Eastern Economic Journal. RePEc:pal:easeco:v:47:y:2021:i:3:d:10.1057_s41302-021-00191-x.

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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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2021Prospect theory, constant relative risk aversion, and the investment horizon. (2021). Levy, Moshe. In: PLOS ONE. RePEc:plo:pone00:0248904.

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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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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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2021Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population*. (2021). Nauges, Celine ; Bougherara, Douadia ; Friesen, Lana. In: Discussion Papers Series. RePEc:qld:uq2004:650.

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2020THE 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.

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More than 100 citations found, this list is not complete...

Works by Moshe Shiki Levy:

YearTitleTypeCited
2009Gibrats Law for (All) Cities: Comment In: American Economic Review.
[Full Text][Citation analysis]		article59
2000Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model In: Papers.
[Full Text][Citation analysis]		paper3
2001Portfolio 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]		paper2
2010Disagreement, Portfolio Optimization, and Excess Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article4
2008Stock market crashes as social phase transitions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2012Co-monotonicity: Toward a utility function capturing envy In: Economics Letters.
[Full Text][Citation analysis]		article0
1994A microscopic model of the stock market : Cycles, booms, and crashes In: Economics Letters.
[Full Text][Citation analysis]		article95
2001Testing for risk aversion: a stochastic dominance approach In: Economics Letters.
[Full Text][Citation analysis]		article12
2006The Forbes 400 and the Pareto wealth distribution In: Economics Letters.
[Full Text][Citation analysis]		article84
2009Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research.
[Full Text][Citation analysis]		article21
2014The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article25
2015Portfolio selection in a two-regime world In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
2019Stocks for the log-run and constant relative risk aversion preferences In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2021The cost of diversification over time, and a simple way to improve target-date funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2009The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2014The home bias is here to stay In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2015Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2005Social phase transitions In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article10
2003Are rich people smarter? In: Journal of Economic Theory.
[Full Text][Citation analysis]		article26
2007Conditions for a CAPM equilibrium with positive prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article6
2012The utility of health and wealth In: Journal of Health Economics.
[Full Text][Citation analysis]		article9
2002Experimental test of the prospect theory value function: A stochastic dominance approach In: Organizational Behavior and Human Decision Processes.
[Full Text][Citation analysis]		article6
2015An evolutionary explanation for risk aversion In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article4
2005Is risk-aversion hereditary? In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article7
2000Microscopic Simulation of Financial Markets In: Elsevier Monographs.
[Full Text][Citation analysis]		book71
1997New evidence for the power-law distribution of wealth In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article79
2010Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2014The gravitational law of social interaction In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2002Prospect Theory: Much Ado About Nothing? In: Management Science.
[Full Text][Citation analysis]		article109
2013Prospect Theory: Much Ado About Nothing?.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		chapter
2020Comment on “Aging Population, Retirement, and Risk Taking” In: Management Science.
[Full Text][Citation analysis]		article0
2002Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights. In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article8
2015No aspiration to win? An experimental test of the aspiration level model In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article11
2015(Im)Possible Frontiers: A Comment In: Critical Finance Review.
[Full Text][Citation analysis]		article1
2010The Market Portfolio May Be Mean/Variance Efficient After All In: Review of Financial Studies.
[Full Text][Citation analysis]		article22
2014The Pricing of Breakthrough Drugs: Theory and Policy Implications In: PLOS ONE.
[Full Text][Citation analysis]		article0
2014Market 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]		article0
2007The Forbes 400, the Pareto power-law and efficient markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]		article18
2005Overweighing Recent Observations: Experimental Results and Economic Implications In: Springer Books.
[Citation analysis]		chapter0
2012On the Spurious Correlation Between Sample Betas and Mean Returns In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article0
2010Loss aversion and the price of risk In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2011Mean–variance efficient portfolios with many assets: 50% short In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2020Probability Dominance In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article26
1996DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article3
1996POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article20
1996SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article1
2013Prospect Theory and Mean-Variance Analysis In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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