Moshe Shiki Levy : Citation Profile

Are you Moshe Shiki Levy?

Hebrew University of Jerusalem

17

H index

22

i10 index

1137

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 42
   Journals where Moshe Shiki Levy has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 20 (1.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple806
   Updated: 2024-12-03    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 (48)

Anufriev, Mikhail (32)

Bottazzi, Giulio (22)

Lux, Thomas (18)

Solomon, Sorin (16)

Golo, Natasa (15)

Brzeziński, Michał (14)

Guo, Xu (13)

Gabaix, Xavier (12)

Chang, Chia-Lin (12)

Benhabib, Jess (11)

Cites to:

Markowitz, Harry (29)

Kahneman, Daniel (27)

merton, robert (17)

Viscusi, W (14)

Sharpe, William (13)

Hanoch, Giora (11)

Thaler, Richard (11)

Rothschild, Michael (9)

Finkelstein, Amy (9)

Roll, Richard (9)

Stiglitz, Joseph (9)

Main data

Where Moshe Shiki Levy has published?

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

Recent works citing Moshe Shiki Levy (2024 and 2023)

YearTitle 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.

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2023Sensitivity 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.

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2023Integrating multiple sources of ordinal information in portfolio optimization. (2022). Pferschy, Ulrich ; Mestel, Roland ; Hafner, Stephan ; Ccela, Eranda. In: Papers. RePEc:arx:papers:2211.00420.

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

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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.

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2023How 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.

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2023On 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.

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2023Why 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.

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2023Portfolio 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.

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2023Rising 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.

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2023Testing 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.

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2023Portfolio 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.

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2023Fat 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.

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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.

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2023Institutional 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.

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2023Outside 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.

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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.

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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.

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2023Mutual 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.

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2023Hot 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.

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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.

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2023Safety 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.

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2023International 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.

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2023Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Schroder, Henning ; Requejo, Ignacio ; Monkemeyer, Marwin ; Drobetz, Wolfgang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

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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.

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2023Microstructure 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.

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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.

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2023International 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.

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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.

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2023.

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2023Was 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.

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2023When 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.

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2023Heuristics Unveiled. (2023). Nabil, Nathan ; Georgalos, Konstantinos. In: Working Papers. RePEc:lan:wpaper:400814162.

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2023Testing Models of Complexity Aversion. (2023). Nabil, Nathan ; Georgalos, Konstantinos. In: Working Papers. RePEc:lan:wpaper:400814269.

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2023Discontinuous 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.

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2023Left and Right: A Tale of Two Tails of the Wealth Distribution. (2023). di Pietro, Christian ; D'Amato, Marcello ; Sorge, Marco M. In: CSEF Working Papers. RePEc:sef:csefwp:691.

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2023Sensitivity 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.

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2023Norm 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.

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2023Financial 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.

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2023Estimation 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.

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2023Decomposing the Growth of Top Wealth Shares. (2023). Gomez, Matthieu. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:979-1024.

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2023Banks 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.

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Works by Moshe Shiki Levy:

YearTitleTypeCited
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]		article97
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]		article91
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]		article33
2014The home bias is here to stay In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
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]		article9
2003Are rich people smarter? In: Journal of Economic Theory.
[Full Text][Citation analysis]		article30
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]		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]		article100
2010Scale-free human migration and the geography of social networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
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]		article134
2013Prospect Theory: Much Ado About Nothing?.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		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]		article18
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]		article22
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]		article58
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

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