Moshe Shiki Levy : Citation Profile

Hebrew University of Jerusalem

17

H index

25

i10 index

1165

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 43
   Journals where Moshe Shiki Levy has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 20 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple806
   Updated: 2025-04-19    RAS profile: 2021-03-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (48)

Anufriev, Mikhail (32)

Bottazzi, Giulio (22)

Lux, Thomas (18)

Brzeziński, Michał (16)

Solomon, Sorin (16)

Golo, Natasa (15)

Guo, Xu (13)

Chang, Chia-Lin (12)

Gabaix, Xavier (12)

Benhabib, Jess (11)

Cites to:

Markowitz, Harry (29)

Kahneman, Daniel (27)

merton, robert (17)

Viscusi, W (14)

Sharpe, William (13)

Thaler, Richard (12)

Hanoch, Giora (11)

Finkelstein, Amy (9)

Roll, Richard (9)

Stiglitz, Joseph (9)

Rothschild, Michael (9)

Main data

Production by document typearticlebookchapterpaper199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Moshe Shiki Levy has published?

Journals with more than one article published# docs
Economics Letters4
European Journal of Operational Research4
Journal of Banking & Finance4
International Journal of Modern Physics C (IJMPC)3
Physica A: Statistical Mechanics and its Applications3
The Review of Economics and Statistics2
Journal of Risk and Uncertainty2
Quantitative Finance2
Journal of Economic Theory2

Recent works citing Moshe Shiki Levy (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The Size Distribution of Cities: Evidence from the Lab. (2024). Verma, Priyam ; Trionfetti, Federico ; Rante, Rocco. In: AMSE Working Papers. RePEc:aim:wpaimx:2413.

Full description at Econpapers || Download paper

2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

Full description at Econpapers || Download paper

2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

Full description at Econpapers || Download paper

2025Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404.

Full description at Econpapers || Download paper

2024To Bequeath, or Not to Bequeath? On Labour Income Risk and Top Wealth Concentration. (2024). Sorge, Marco. In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:24:y:2024:i:2:p:759-779:n:1011.

Full description at Econpapers || Download paper

2024Relative size distribution of business firms—A QRSE approach. (2024). Sundal, Douhan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002049.

Full description at Econpapers || Download paper

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

Full description at Econpapers || Download paper

2024An aspirational perspective on the negative risk-return relationship. (2024). Neszveda, Gabor ; Bako, Barna. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000072.

Full description at Econpapers || Download paper

2024Does constant asset allocation dominate buy-and-hold?. (2024). Levy, Moshe. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400237x.

Full description at Econpapers || Download paper

2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

Full description at Econpapers || Download paper

2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

Full description at Econpapers || Download paper

2024Spatial and historical drivers of fake news diffusion: Evidence from anti-Muslim discrimination in India. (2024). Lazzaroni, Sara ; Lanzara, Gianandrea ; Abraham, Samira S ; Squicciarini, Mara P ; Masella, Paolo. In: Journal of Urban Economics. RePEc:eee:juecon:v:141:y:2024:i:c:s0094119023000839.

Full description at Econpapers || Download paper

2024Product network and origin of common equity factor risks. (2024). Zhao, Xuejun ; Zhang, Zili ; Shi, Yan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002622.

Full description at Econpapers || Download paper

2024Scaling in Deep and Shallow Learning Architectures. (2024). Meir, Yuval ; Dror, Tamar ; Halevi, Tal ; Hodassman, Shiri ; Gross, Ronit ; Tevet, Ofek ; Kanter, Ido ; Koresh, Ella ; Dilmoney, Dolev. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124004187.

Full description at Econpapers || Download paper

2024Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks. (2024). Fernndez-Gmez, Manuel ; Salas-Comps, Beln M ; Alaminos, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006496.

Full description at Econpapers || Download paper

2024The Influence of Gender on Individuals’ Ability to Predict Their Own Risk Tolerance: Evidence from a European Country. (2024). Lobo, Julio. In: Administrative Sciences. RePEc:gam:jadmsc:v:14:y:2024:i:3:p:56-:d:1357525.

Full description at Econpapers || Download paper

2024Evidence from the Dead: New Estimates of Wealth Inequality Using the Distribution of Estates. (2024). Morelli, Salvatore ; Berman, Yonatan ; Alvaredo, Facundo. In: IZA Discussion Papers. RePEc:iza:izadps:dp17389.

Full description at Econpapers || Download paper

2024A user’s guide to economic utility functions. (2024). Phelps, Charles E. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:69:y:2024:i:3:d:10.1007_s11166-024-09443-5.

Full description at Econpapers || Download paper

2024Power-law behavior and inequality in the upper tail of wealth, income and consumption: evidence from India. (2024). Kumar, Rishabh. In: OSF Preprints. RePEc:osf:osfxxx:298js_v1.

Full description at Econpapers || Download paper

2025The Development of Risk Attitudes and their Cultural Transmission. (2025). Smaldino, Paul E ; Beheim, Bret ; Velilla, Alejandro Prez. In: SocArXiv. RePEc:osf:socarx:9yjes.

Full description at Econpapers || Download paper

2025The Development of Risk Attitudes and their Cultural Transmission. (2025). Smaldino, Paul E ; Beheim, Bret ; Velilla, Alejandro Prez. In: SocArXiv. RePEc:osf:socarx:9yjes_v1.

Full description at Econpapers || Download paper

2025The Development of Risk Attitudes and their Cultural Transmission. (2025). Velilla, Alejandro Prez ; Beheim, Bret ; Smaldino, Paul E. In: SocArXiv. RePEc:osf:socarx:9yjes_v2.

Full description at Econpapers || Download paper

2024Evidence from the Dead: New Estimates of Wealth Inequality Using the Distribution of Estates. (2024). Morelli, Salvatore ; Berman, Yonatan ; Alvaredo, Facundo. In: SocArXiv. RePEc:osf:socarx:a4frb_v1.

Full description at Econpapers || Download paper

2024Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework. (2024). Geiger, Gebhard. In: Annals of Operations Research. RePEc:spr:annopr:v:343:y:2024:i:1:d:10.1007_s10479-024-06259-z.

Full description at Econpapers || Download paper

2024Nucleation transitions in polycontextural networks toward consensus. (2024). Falk, Johannes ; Windt, Katja ; Eichler, Edwin ; Htt, Marc-Thorsten. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:97:y:2024:i:11:d:10.1140_epjb_s10051-024-00826-w.

Full description at Econpapers || Download paper

2025Aspiration level, probability of success, and stock returns: an empirical test. (2025). Neszveda, Gabor. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00769-w.

Full description at Econpapers || Download paper

Works by Moshe Shiki Levy:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009Gibrats Law for (All) Cities: Comment In: American Economic Review.
[Full Text][Citation analysis]		article67
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]		paper4
2010Disagreement, Portfolio Optimization, and Excess Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2008Stock market crashes as social phase transitions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article23
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]		article99
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]		article97
2009Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research.
[Full Text][Citation analysis]		article24
2014The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article31
2015Portfolio selection in a two-regime world In: European Journal of Operational Research.
[Full Text][Citation analysis]		article11
2019Stocks for the log-run and constant relative risk aversion preferences In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2021The cost of diversification over time, and a simple way to improve target-date funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2009The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article38
2014The home bias is here to stay In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2015Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
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]		article33
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]		article11
2002Experimental test of the prospect theory value function: A stochastic dominance approach In: Organizational Behavior and Human Decision Processes.
[Full Text][Citation analysis]		article8
2015An evolutionary explanation for risk aversion In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article11
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]		book157
1997New evidence for the power-law distribution of wealth In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article103
2010Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2014The gravitational law of social interaction In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
2002Prospect Theory: Much Ado About Nothing? In: Management Science.
[Full Text][Citation analysis]		article135
2013Prospect Theory: Much Ado About Nothing?.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 135		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]		article12
2015No aspiration to win? An experimental test of the aspiration level model In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article19
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: The Review of Financial Studies.
[Full Text][Citation analysis]		article29
2014The Pricing of Breakthrough Drugs: Theory and Policy Implications In: PLOS ONE.
[Full Text][Citation analysis]		article1
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]		article23
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]		article4
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]		article1
2003Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article31
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]		article5
1996POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article59
1996SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article12
2013Prospect Theory and Mean-Variance Analysis In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team