Haim Shalit : Citation Profile


Are you Haim Shalit?

Ben Gurion University of the Negev

9

H index

9

i10 index

341

Citations

RESEARCH PRODUCTION:

26

Articles

14

Papers

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 8
   Journals where Haim Shalit has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 11 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh55
   Updated: 2020-02-16    RAS profile: 2018-09-09    
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Relations with other researchers


Works with:

Hespeler, Frank (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Haim Shalit.

Is cited by:

Clark, Ephraim (17)

Yitzhaki, Shlomo (13)

Gouel, Christophe (12)

Secchi, Silvia (7)

Galbraith, John (6)

Babcock, Bruce (6)

Wong, Wing-Keung (5)

Desquilbet, Marion (5)

Hurley, Terrance (5)

Barrett, Christopher (5)

Gadenne, Lucie (5)

Cites to:

Yitzhaki, Shlomo (24)

Stiglitz, Joseph (6)

Rothschild, Michael (5)

Hanoch, Giora (4)

Bollerslev, Tim (3)

Markowitz, Harry (2)

Artzner, Philippe (2)

Rosen, Sherwin (2)

Trannoy, Alain (2)

Nielsen, Lars (2)

wohlgenant, michael (2)

Main data


Where Haim Shalit has published?


Journals with more than one article published# docs
American Journal of Agricultural Economics3
Review of Quantitative Finance and Accounting3
Journal of Environmental Economics and Management2

Working Papers Series with more than one paper published# docs
Working Papers / Ben-Gurion University of the Negev, Department of Economics10
Working Papers / Hebrew University of Jerusalem, Center for Agricultural Economic Research3

Recent works citing Haim Shalit (2018 and 2017)


YearTitle of citing document
2019Studying the Volatility of Pakistan Stock Exchange and Shanghai Stock Exchange Markets in the Light of CPEC: An Application of GARCH and EGARCH Modelling. (2019). Fatima, Samreen ; Fraz, Tayyab Raza ; Ahsanuddin, Muhammad. In: International Journal of Sciences. RePEc:adm:journl:v:8:y:2019:i:3:p:125-132.

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2017The Feasibility of Area-wide Pest Management under Heterogeneity and Uncertainty: The Case of Citrus Health Management Areas. (2017). Chakravarty, Shourish ; Grogan, Kelly A. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259188.

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2017Forecasting Tax Revenue and its Volatility in Tanzania. (2017). Chimilila, Cyril. In: African Journal of Economic Review. RePEc:ags:afjecr:264561.

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2017Price Volatility Modelling – Wheat: GARCH Model Application. (2017). Ermak, M ; Maitah, M ; Malec, K. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276061.

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2018What is the Value of Terroir? Historical Evidence from Champagne and Bordeaux. (2018). Swinnen, Johan ; Haeck, Catherine ; Meloni, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277221.

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2018Do Ration Shop Systems Increase Welfare? Theory and an Application to India. (2018). Gadenne, Lucie. In: Economic Research Papers. RePEc:ags:uwarer:269083.

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2018Extended Gini-type measures of risk and variability. (2018). Lakhnati, Ghizlane ; Berkhouch, Mohammed. In: Papers. RePEc:arx:papers:1707.07322.

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2017IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS. (2017). Clark, Ephraim ; Deshmukh, Nitin ; Belghitar, Yacine. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:349-367.

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2018Do Ration Shop Systems Increase Welfare? Theory and an Application to India. (2018). Gadenne, Lucie. In: CAGE Online Working Paper Series. RePEc:cge:wacage:358.

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2018Can Rationing Increase Welfare? Theory and An Application to Indias Ration Shop System. (2018). Gadenne, Lucie. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13080.

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2018Asymmetric volatility transmission between the real exchange rate and stock returns in South Africa. (2018). Sikhosana, Ayanda ; Aye, Goodness C. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:1-8.

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2019Screening rules and portfolio performance. (2019). Nieto, Belen ; Navarro, Lluis ; Leon, Angel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

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2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2017Revisiting the evidence for cardinal treatment of ordinal variables. (2017). Yitzhaki, Shlomo ; schröder, carsten ; Schroder, Carsten. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:337-358.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017Higher-degree stochastic dominance optimality and efficiency. (2017). Fang, YI ; Post, Thierry. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:984-993.

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2018Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. (2018). Kallio, Markku ; Hardoroudi, Nasim Dehghan. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:675-685.

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2017Pure martingale and joint normality tests for energy futures contracts. (2017). Shrestha, Keshab ; Rassiah, Puspavathy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184.

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2018From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions. (2018). Fontanari, Andrea ; Oosterlee, Cornelis W ; Cirillo, Pasquale. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:13-29.

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2019Option-Based performance participation. (2019). BERTRAND, Philippe ; Zagst, Rudi ; Kraus, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:44-61.

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2017On food security and the economic valuation of food. (2017). Chavas, Jean-Paul. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:58-67.

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2018Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets. (2018). Phooi, Jacinta Chan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:336-345.

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2019How to enlarge the fiscal space and gain efficiency when adopting automatic fuel pricing mechanisms? The Tunisian case. (2019). Chebbi, Ali. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:34-43.

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2018Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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2017Divest, Disregard, or Double Down?. (2017). Tran, Brigitte Roth. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-42.

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2019Energy Commodities: A Review of Optimal Hedging Strategies. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3979-:d:278200.

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2019New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies. (2019). SADEFO, Jules ; Moumouni, Zoulkiflou. In: Working Papers. RePEc:hal:wpaper:hal-02417459.

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2018Can rationing increase welfare? Theory and an application to Indias ration shop system. (2018). Gadenne, Lucie. In: IFS Working Papers. RePEc:ifs:ifsewp:18/21.

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2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. (2017). Potì, Valerio ; Post, Thierry ; Poti, Valerio. In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:1:p:153-165.

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2019Experts, Reputation and Umbrella Effects: Empirical Evidence from Wine Prices. (2019). Weiss, Christoph ; Pennerstorfer, Dieter ; Huber, Andreas. In: Economics working papers. RePEc:jku:econwp:2019_08.

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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2.

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2018Inequality-minimization with a given public budget. (2018). schröder, carsten ; König, Johannes ; Schroder, Carsten ; Konig, Johannes. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:16:y:2018:i:4:d:10.1007_s10888-018-9380-3.

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2019Post-merger Price Dynamics Matters, So Why Do Merger Retrospectives Ignore It?. (2019). Mariuzzo, Franco ; Ormosi, Peter L. In: Review of Industrial Organization. RePEc:kap:revind:v:55:y:2019:i:3:d:10.1007_s11151-019-09719-0.

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2017EU Policies and Global Food Security. (2017). Bureau, Jean-Christophe ; Rogall, Thorsten . In: LICOS Discussion Papers. RePEc:lic:licosd:39217.

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2018The Value of Terroir. A historical analysis of Bordeaux and Champagne geographical indications. (2018). Swinnen, Johan ; Haeck, Catherine ; Meloni, Giulia. In: LICOS Discussion Papers. RePEc:lic:licosd:40818.

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2017Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina. (2017). de Jesus, Raul ; Salgado, Oswaldo Garcia ; Ortiz, Edgar. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:4:p:1063-1080.

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2017Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America. (2017). de Jesus, Raul ; Salgado, Oswaldo Garcia ; Ortiz, Edgar. In: Contaduría y Administración. RePEc:nax:conyad:v:62:y:2017:i:4:p:1081-1099.

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2017Extended Gini-type measures of risk and variability. (2017). Berkhouch, Mohammed ; Lakhnati, Ghizlane. In: MPRA Paper. RePEc:pra:mprapa:80329.

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2017Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets. (2017). Wong, Wing-Keung ; Clark, Ephraim ; Qiao, Zhuo. In: MPRA Paper. RePEc:pra:mprapa:82888.

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2017Asymmetric Information and Volatility of Stock Returns in Nigeria. (2017). Somoye, Christopher ; Migiro, Stephen Oseko ; Russell, Olukayode ; Abata, Matthew Adeolu ; Omokehinde, Joshua Odutola. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:9:y:2017:i:3:p:220-231.

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2017Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. (2017). Lejeune, Miguel ; Prasad, Srinivas Y ; Ji, Ran. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2230-4.

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2019A measure of total firm performance: new insights for the corporate objective. (2019). Clark, Ephraim ; Kassimatis, Konstantino ; Belghitar, Yacine. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2983-z.

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2017On the impact of conditional expectation estimators in portfolio theory. (2017). Ortobelli, Sergio ; Tich, Toma ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

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2017Time-varying copula models in the shipping derivatives market. (2017). Shi, Wenming ; Wang, Ganggang ; Yang, Zhongzhi ; Li, Kevin X. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1146-9.

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2018Exchange rate exposure revisited in Malaysia: a tale of two measures. (2018). Lily, Jaratin ; Kogid, Mori ; Karia, Abdul Aziz ; Bujang, Imbarine. In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-017-0099-z.

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2019Ranking Investments Using the Lorenz Curve. (2019). Nisani, Doron. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:1:d:10.1007_s40953-018-0121-z.

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2017Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model. (2017). Bosch-Badia, Maria-Teresa ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Review of Managerial Science. RePEc:spr:rvmgts:v:11:y:2017:i:4:d:10.1007_s11846-016-0205-0.

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2017Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio. (2017). Bosch-Badia, Maria-Teresa ; McMillan, David ; Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1270251.

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2019A discussion of the market and policy failures associated with the adoption of herbicide-tolerant crops. (2019). Desquilbet, Marion ; D'Arcangelo, Filippo Maria ; Bullock, David S. In: TSE Working Papers. RePEc:tse:wpaper:32982.

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2018Market power and bargaining in agrifood markets: A review of emerging topics and tools. (2018). Bonanno, Alessandro ; Menapace, Luisa ; Russo, Carlo. In: Agribusiness. RePEc:wly:agribz:v:34:y:2018:i:1:p:6-23.

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2018Do Ration Shop Systems Increase Welfare? Theory and an Application to India. (2018). Gadenne, Lucie. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1149.

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Works by Haim Shalit:


YearTitleTypeCited
2003An Asset Allocation Puzzle: Comment In: American Economic Review.
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article6
1982Mean-Gini, Portfolio Theory and the Pricing of Risky Assets In: Working Papers.
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paper34
1984 Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets..(1984) In: Journal of Finance.
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This paper has another version. Agregated cites: 34
article
1985Evaluating the Mean-Gini Approach to Portfolio Selection In: Working Papers.
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paper1
1985Using Wine Quality Differential in Grapes Pricing In: Working Papers.
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paper0
1982Uncertainty, Instability, and the Competitive Firm In: CUDARE Working Papers.
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paper0
1984FARMLAND PRICE BEHAVIOR AND CREDIT ALLOCATION In: Western Journal of Agricultural Economics.
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article1
2005Capital Market Equilibrium: The Mean-Gini Approach In: Working Papers.
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paper0
2006Estimating Stock Market Volatility Using Asymmetric GARCH Models. In: Working Papers.
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paper33
2008Estimating stock market volatility using asymmetric GARCH models.(2008) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 33
article
2008How Does Beta Explain Stochastic Dominance Efficiency? In: Working Papers.
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paper11
2010How does beta explain stochastic dominance efficiency?.(2010) In: Review of Quantitative Finance and Accounting.
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This paper has another version. Agregated cites: 11
article
2009Hedging with Stock Index Options: A Mean-Extended Gini Approach In: Working Papers.
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paper0
2009USING OLS TO TEST FOR NORMALITY In: Working Papers.
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paper0
2012Using OLS to test for normality.(2012) In: Statistics & Probability Letters.
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This paper has another version. Agregated cites: 0
article
2010PORTFOLIO RISK MANAGEMENT USING THE LORENZ CURVE In: Working Papers.
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paper0
2014MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX In: Working Papers.
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paper0
2014Optimizing MCSD Portfolios In: Working Papers.
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paper0
2016MEAN-EXTENDED GINI PORTFOLIOS: THE ULTIMATE FRONTIER In: Working Papers.
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paper0
2017THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS In: Working Papers.
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1993WINE QUALITY DIFFERENTIALS IN HEDONIC GRAPE PRICING In: Journal of Agricultural Economics.
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article34
2005THE MEAN‐GINI EFFICIENT PORTFOLIO FRONTIER In: Journal of Financial Research.
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article9
1985Calculating the Gini Index of Inequality for Individual Data. In: Oxford Bulletin of Economics and Statistics.
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article8
1980Consumers Surplus, Price Instability, and Consumer Welfare. In: Econometrica.
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article63
1986Inflation, the level of investment, and interest rates In: European Economic Review.
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article0
1983On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil In: Journal of Environmental Economics and Management.
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article44
1980The democratic provision of public and private goods from exhaustible resources In: Journal of Environmental Economics and Management.
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article0
1994Marginal Conditional Stochastic Dominance In: Management Science.
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article40
2018Mean-Extended Gini Portfolios: A 3D Efficient Frontier In: Computational Economics.
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article0
1995Mean-Gini analysis of stochastic externalities: The case of groundwater contamination In: Environmental & Resource Economics.
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article0
1999The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach. In: Review of Quantitative Finance and Accounting.
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article3
2002Estimating Beta. In: Review of Quantitative Finance and Accounting.
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article9
1981Producer Welfare and the Preference for Price Stability In: American Journal of Agricultural Economics.
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article2
1982Farmland Accumulation and Prices In: American Journal of Agricultural Economics.
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article14
1985Estimating the Market for Tomatoes In: American Journal of Agricultural Economics.
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article10
1984Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies. In: European Review of Agricultural Economics.
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article3
2009Orderings and Probability Functionals Consistent with Preferences In: Applied Mathematical Finance.
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article6
2009Capital market equilibrium with heterogeneous investors In: Quantitative Finance.
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article1
1995Mean‐Gini hedging in futures markets In: Journal of Futures Markets.
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article8
2013PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article1

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