16
H index
20
i10 index
834
Citations
Hebrew University of Jerusalem | 16 H index 20 i10 index 834 Citations RESEARCH PRODUCTION: 42 Articles 2 Papers 1 Books 3 Chapters 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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2021 | Review 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. Full description at Econpapers || Download paper | |
2022 | Behavioral 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. Full description at Econpapers || Download paper | |
2021 | Working Paper 350 - Taming Private Leviathans: Regulation versus Taxation. (2021). Islam, Asif ; arezki, rabah ; Rota-Graziosi, Gregoire. In: Working Paper Series. RePEc:adb:adbwps:2476. Full description at Econpapers || Download paper | |
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 | |
2022 | Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431. 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 | |
2021 | Robust 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. 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 | |
2021 | Wealth 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. Full description at Econpapers || Download paper | |
2021 | Wealth rheology. (2021). Burda, Zdzislaw ; Snarska, Malgorzata ; Malarz, Krzysztof ; Krawczyk, Malgorzata J. In: Papers. RePEc:arx:papers:2105.08048. Full description at Econpapers || Download paper | |
2022 | Tax 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. Full description at Econpapers || Download paper | |
2021 | Psychological dimension of adaptive trading in cryptocurrency markets. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2109.12166. Full description at Econpapers || Download paper | |
2021 | Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2111.11315. Full description at Econpapers || Download paper | |
2022 | Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. (2022). Yi, Shao ; Lu, Jun. In: Papers. RePEc:arx:papers:2203.12456. 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). Gaar, E ; Scherer, D ; Schiereck, D. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:124801. Full description at Econpapers || Download paper | |
2021 | Wage Risk and Portfolio Choice: The Role of Correlated Returns. (2021). Longmuir, Maximilian ; Konig, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1974. Full description at Econpapers || Download paper | |
2021 | Investigations 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. 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 | |
2021 | Hedge 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. 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 | |
2021 | Portfolio 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. Full description at Econpapers || Download paper | |
2022 | A 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. 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 | |
2021 | Robust 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. 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 | |
2022 | Reconciling 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. Full description at Econpapers || Download paper | |
2022 | Copula-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. Full description at Econpapers || Download paper | |
2022 | An 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. 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 | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Stocks 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. Full description at Econpapers || Download paper | |
2021 | Emergence 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2022 | The 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. 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 | |
2021 | Identifying 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. Full description at Econpapers || Download paper | |
2021 | Local 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. 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 | |
2021 | Wealth 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. Full description at Econpapers || Download paper | |
2021 | A 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. 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 | |
2021 | How 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. Full description at Econpapers || Download paper | |
2020 | . 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 | |
2021 | Selection, Patience, and the Interest Rate. (2021). Trew, Alex ; Stefanski, Radoslaw. In: Working Papers. RePEc:gla:glaewp:2020-03. Full description at Econpapers || Download paper | |
2020 | Vermögenskonzentration 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | What 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. 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 | 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 | |
2021 | Three essays on international economics. (2021). Kim, Gyu Hyun. In: ISU General Staff Papers. RePEc:isu:genstf:202101010800009534. 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 | |
2021 | Modelling 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. 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 | |
2021 | Risk 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. Full description at Econpapers || Download paper | |
2021 | Mean-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. 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 | |
2021 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2021 | Wealth 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. 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 | |
2021 | Prospect theory, constant relative risk aversion, and the investment horizon. (2021). Levy, Moshe. In: PLOS ONE. RePEc:plo:pone00:0248904. 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 | |
2021 | Risk 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. 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 | |
More than 100 citations found, this list is not complete... |
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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 | 4 |
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2006 | The Forbes 400 and the Pareto wealth distribution In: Economics Letters. [Full Text][Citation analysis] | article | 84 |
2009 | Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 21 |
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2015 | (Im)Possible Frontiers: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
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