17
H index
21
i10 index
1108
Citations
Moshe Shiki Levy : Citation Profile
Hebrew University of Jerusalem | RESEARCH PRODUCTION: 42 Articles 2 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1994 - 2021). 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:
| Cites to:
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Main data
Where Moshe Shiki Levy has published?
Recent works citing Moshe Shiki Levy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Vanhems, Anne ; Szafarz, Ariane ; Simar, Leopold ; Briere, Marie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023017. Full description at Econpapers || Download paper |
| 2023 | Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420. Full description at Econpapers || Download paper |
| 2023 | Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266. Full description at Econpapers || Download paper |
| 2023 | How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123. Full description at Econpapers || Download paper |
| 2023 | On the estimation of distributional household wealth: addressing under-reporting via optimization problems with invariant Gini coefficient. (2023). Ohlwerter, Dennis ; Engel, Janina ; Scherer, Matthias. In: Working Paper Series. RePEc:ecb:ecbwps:20232865. Full description at Econpapers || Download paper |
| 2023 | Why equal opportunities lead to maximum inequality? The wealth condensation paradox generally solved. (2023). Iglesias, Jose Roberto ; Gonalves, Sebastian ; Cardoso, Ben-Hur Francisco. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000826. Full description at Econpapers || Download paper |
| 2023 | Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523. Full description at Econpapers || Download paper |
| 2023 | Rising inequality and declining mobility in the Forbes 400. (2023). Hagler, Kara ; Fernholz, Ricardo T. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002604. Full description at Econpapers || Download paper |
| 2023 | Testing stochastic dominance with many conditioning variables. (2023). Whang, Yoon-Jae ; Seo, Myung Hwan ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:507-527. Full description at Econpapers || Download paper |
| 2023 | Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314. Full description at Econpapers || Download paper |
| 2023 | Fat tails in private equity fund returns: The smooth double Pareto distribution. (2023). Lahr, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004215. Full description at Econpapers || Download paper |
| 2023 | Institutional distance and US-based international mutual funds’ financial performance. (2023). Muoz, Fernando ; Fleta-Asin, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200589x. Full description at Econpapers || Download paper |
| 2023 | Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents. (2023). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000892. Full description at Econpapers || Download paper |
| 2023 | Mutual optimism and risk preferences in litigation. (2023). Hylton, Keith N. In: International Review of Law and Economics. RePEc:eee:irlaec:v:75:y:2023:i:c:s0144818823000352. Full description at Econpapers || Download paper |
| 2023 | Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018. Full description at Econpapers || Download paper |
| 2023 | Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369. Full description at Econpapers || Download paper |
| 2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper |
| 2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
| 2023 | International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Was Pareto right? Is the distribution of wealth thick-tailed?. (2023). Kapeller, Jakob ; Heck, Ines ; Wildauer, Rafael. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:38597. Full description at Econpapers || Download paper |
| 2023 | When are two portfolios better than one? A prospect theory approach. (2023). Ohadi, Sima ; Meunier, Luc. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:3:d:10.1007_s11238-022-09901-z. Full description at Econpapers || Download paper |
| 2023 | Heuristics Unveiled. (2023). Nabil, Nathan ; Georgalos, Konstantinos. In: Working Papers. RePEc:lan:wpaper:400814162. Full description at Econpapers || Download paper |
| 2023 | Testing Models of Complexity Aversion. (2023). Nabil, Nathan ; Georgalos, Konstantinos. In: Working Papers. RePEc:lan:wpaper:400814269. Full description at Econpapers || Download paper |
| 2023 | Discontinuous structure of regional and subregional urban systems: Nouvelle-Aquitaine, France (1800–2015). (2023). Garmestani, Ahjond ; Sundstrom, Shana ; Lalanne, Aurlie. In: Urban Studies. RePEc:sae:urbstu:v:60:y:2023:i:5:p:869-884. Full description at Econpapers || Download paper |
| 2023 | Left and Right: A Tale of Two Tails of the Wealth Distribution. (2023). Sorge, Marco M ; di Pietro, Christian ; D'Amato, Marcello. In: CSEF Working Papers. RePEc:sef:csefwp:691. Full description at Econpapers || Download paper |
| 2023 | Sensitivity to measurement errors of the distance to the efficient frontier. (2023). Szafarz, Ariane ; Vanhems, Anne ; Simar, Leopold ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/358148. Full description at Econpapers || Download paper |
| 2023 | Norm constrained minimum variance portfolios with short selling. (2023). Sharma, Amita ; Gupta, Shiv Kumar ; Dhingra, Vrinda. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00438-2. Full description at Econpapers || Download paper |
| 2023 | Financial price dynamics and phase transitions in the stock markets. (2023). Peng, Hongjuan ; Tang, Pan ; Zhuang, Yangyang ; Zhang, Ditian. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:3:d:10.1140_epjb_s10051-023-00501-6. Full description at Econpapers || Download paper |
| 2023 | Estimation of the Utility Function of Money and Housing Based on the Cumulative Prospect Theory. (2023). Mateusz, Tomal ; Justyna, Brzezicka. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:31:y:2023:i:3:p:83-92:n:4. Full description at Econpapers || Download paper |
| 2023 | Decomposing the Growth of Top Wealth Shares. (2023). Gomez, Matthieu. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:979-1024. Full description at Econpapers || Download paper |
| 2023 | Banks holdings of and trading in government bonds. (2023). Nobili, Stefano ; Manna, Michele. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:257-283. Full description at Econpapers || Download paper |
Works by Moshe Shiki Levy:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Gibrats Law for (All) Cities: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 64 |
| 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 | 3 |
| 2010 | Disagreement, Portfolio Optimization, and Excess Volatility In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
| 2008 | Stock market crashes as social phase transitions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
| 2012 | Co-monotonicity: Toward a utility function capturing envy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1994 | A microscopic model of the stock market : Cycles, booms, and crashes In: Economics Letters. [Full Text][Citation analysis] | article | 97 |
| 2001 | Testing for risk aversion: a stochastic dominance approach In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2006 | The Forbes 400 and the Pareto wealth distribution In: Economics Letters. [Full Text][Citation analysis] | article | 91 |
| 2009 | Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 23 |
| 2014 | The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 29 |
| 2015 | Portfolio selection in a two-regime world In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
| 2019 | Stocks for the log-run and constant relative risk aversion preferences In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
| 2021 | The cost of diversification over time, and a simple way to improve target-date funds In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2009 | The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
| 2014 | The home bias is here to stay In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
| 2015 | Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2005 | Social phase transitions In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 9 |
| 2003 | Are rich people smarter? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 30 |
| 2007 | Conditions for a CAPM equilibrium with positive prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2012 | The utility of health and wealth In: Journal of Health Economics. [Full Text][Citation analysis] | article | 9 |
| 2002 | Experimental test of the prospect theory value function: A stochastic dominance approach In: Organizational Behavior and Human Decision Processes. [Full Text][Citation analysis] | article | 8 |
| 2015 | An evolutionary explanation for risk aversion In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 9 |
| 2005 | Is risk-aversion hereditary? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2000 | Microscopic Simulation of Financial Markets In: Elsevier Monographs. [Full Text][Citation analysis] | book | 157 |
| 1997 | New evidence for the power-law distribution of wealth In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 99 |
| 2010 | Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2014 | The gravitational law of social interaction In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2002 | Prospect Theory: Much Ado About Nothing? In: Management Science. [Full Text][Citation analysis] | article | 131 |
| 2020 | Comment on “Aging Population, Retirement, and Risk Taking†In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2002 | Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights. In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 12 |
| 2015 | No aspiration to win? An experimental test of the aspiration level model In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] | article | 17 |
| 2015 | (Im)Possible Frontiers: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | The Market Portfolio May Be Mean/Variance Efficient After All In: Review of Financial Studies. [Full Text][Citation analysis] | article | 29 |
| 2014 | The Pricing of Breakthrough Drugs: Theory and Policy Implications In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
| 2014 | Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 0 |
| 2007 | The Forbes 400, the Pareto power-law and efficient markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 21 |
| 2005 | Overweighing Recent Observations: Experimental Results and Economic Implications In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | On the Spurious Correlation Between Sample Betas and Mean Returns In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Loss aversion and the price of risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Mean–variance efficient portfolios with many assets: 50% short In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Probability Dominance In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 30 |
| 1996 | DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 4 |
| 1996 | POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 57 |
| 1996 | SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 12 |
| 2013 | Prospect Theory: Much Ado About Nothing? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Prospect Theory and Mean-Variance Analysis In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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