Moshe Shiki Levy : Citation Profile

Hebrew University of Jerusalem

17

H index

25

i10 index

1206

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 44
   Journals where Moshe Shiki Levy has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 20 (1.63 %)

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   Permalink: http://citec.repec.org/ple806
   Updated: 2025-12-20    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)

Solomon, Sorin (24)

Bottazzi, Giulio (22)

Lux, Thomas (18)

Brzeziński, Michał (16)

Golo, Natasa (15)

Guo, Xu (13)

Gabaix, Xavier (12)

Chang, Chia-Lin (12)

Toda, Alexis Akira (11)

Cites to:

Markowitz, Harry (29)

Kahneman, Daniel (27)

merton, robert (17)

Viscusi, W (14)

Solomon, Sorin (14)

Sharpe, William (13)

Thaler, Richard (12)

Hanoch, Giora (11)

Finkelstein, Amy (9)

Rothschild, Michael (9)

Stiglitz, Joseph (9)

Main data

Where Moshe Shiki Levy has published?

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

Recent works citing Moshe Shiki Levy (2025 and 2024)

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

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

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2024Who is in equilibrium?. (2024). Astuti, Valerio. In: Papers. RePEc:arx:papers:2402.05716.

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2024Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803.

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

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2024Can market volumes reveal traders rationality and a new risk premium?. (2024). Wang, Tai-Ho ; Giacalone, Roberto ; Recchioni, Maria Cristina ; Mariani, Francesca. In: Papers. RePEc:arx:papers:2406.05854.

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

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2025Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders. (2025). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2508.17837.

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2025Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective. (2025). Xu, Peng. In: Papers. RePEc:arx:papers:2509.22896.

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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.

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2024Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x.

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2024Brazilian investors susceptibility to interpersonal influence: Impacts on risk tolerance and the disposition effect. (2024). da Costa, Newton ; Vieira, Kelmara Mendes ; Valcanover, Vanessa Martins. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001229.

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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.

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2025Improving minimum-variance portfolio through shrinkage of large covariance matrices. (2025). Shu, Lianjie ; Shi, Fangquan ; Huang, Wenpo ; He, Fangyi. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003389.

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2024Cross validation based transfer learning for cross-sectional non-linear shrinkage: A data-driven approach in portfolio optimization. (2024). Morstedt, Torsten ; Neumann, Dirk ; Lutz, Bernhard. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:670-685.

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2025The cost of uninformed market timing. (2025). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:724-731.

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2025Wage risk and portfolio choice: The role of correlated returns. (2025). Longmuir, Maximilian ; Knig, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000729.

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

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2024An aspirational perspective on the negative risk-return relationship. (2024). Neszveda, Gabor ; Bakó, Barna ; 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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2024Imported intermediate goods and product innovation. (2024). Ulu, Mehmet ; Eker, Murat ; Rodriguez-Delgado, Jose Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000515.

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2025Almost stochastic dominance: Magnitude constraints on risk aversion. (2025). Meyer, Jack ; Liu, Liqun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:82-90.

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

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2025Compass guided: Northbound capital flow and investment clustering in China. (2025). Wang, Chuanjie ; Liu, Qingfu ; Yiu, Clement Man ; Chen, Zhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000403.

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

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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.

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

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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.

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2024Is ESG investment rewarded or just doing good? Evidence from China. (2024). Zheng, Yihe ; Wang, Zhuo ; Shi, Chunpei ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007044.

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2025Testing models of complexity aversion. (2025). Nabil, Nathan ; Georgalos, Konstantinos. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:116:y:2025:i:c:s2214804325000217.

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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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2024Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons. (2024). Levy, Moshe. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:44-:d:1348475.

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2024Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Rzeszutek, Marcin ; Talaga, Szymon ; Szyszka, Adam ; Andersen, Jorgen Vitting. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-04723512.

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2024Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Talaga, Szymon ; Szyszka, Adam ; Andersen, Jorgen Vitting ; Rzeszutek, Marcin. In: Post-Print. RePEc:hal:journl:hal-04723512.

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2025Geography and City Size: From Remains of Bukhara to the Modern US. (2025). Verma, Priyam ; Trionfetti, Federico ; Rante, Rocco. In: Working Papers. RePEc:inf:wpaper:2025.13.

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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.

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2025The Indirect Diversification Benefits of Investing in Japanese Firms: An Alternative Perspective. (2025). Berrill, Jenny ; Chadha, Pearlean. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09448-9.

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2025Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China. (2025). Liu, Wenling ; Xu, Fengmin ; Jing, Kui ; Hua, Ziyue. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10677-3.

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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.

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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.

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

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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.

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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.

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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.

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2025A cross-country analysis of feasible income equality using the sigmoid function and the Boltzmann distribution. (2025). Sitthiyot, Thitithep ; Holasut, Kanyarat. In: PLOS ONE. RePEc:plo:pone00:0329633.

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2025Risk Measures and Portfolio Choices for Gain-Loss Dependent Objectives. (2025). Chow, Nikolai Sheung-Chi. In: MPRA Paper. RePEc:pra:mprapa:124440.

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2024On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach. (2024). Bee, Marco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:18:y:2024:i:2:d:10.1007_s11634-022-00497-4.

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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.

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2025Relative risk aversion must be close to 1. (2025). Levy, Moshe. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06193-0.

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2025To revise or not to revise? This is the question. (2025). Levy, Haim. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06214-y.

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2025The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis. (2025). Levy, Haim. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06250-8.

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2025Integrating multiple sources of ordinal information in portfolio optimization. (2025). Ela, Eranda ; Hafner, Stephan ; Mestel, Roland ; Pferschy, Ulrich. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:3:d:10.1007_s10479-025-06495-x.

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2025Withdrawal success optimization. (2025). Brown, Hayden. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00487-5.

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2024Nucleation transitions in polycontextural networks toward consensus. (2024). Htt, Marc-Thorsten ; Falk, Johannes ; Windt, Katja ; Eichler, Edwin. 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.

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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.

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2025Risk attitudes and private disability insurance holdings. (2025). Suen, Tin Shan ; Kakolyris, Andreas ; Giannikos, Christos I. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09689-4.

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2025An unified framework for modeling credit cycles and systemic risk assessment. (2025). Fortuna, Kamil ; Szwabiski, Janusz. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00439-7.

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2024Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective. (2024). Talaga, Szymon ; Rzeszutek, Marcin ; Andersen, Jorgen Vitting ; Szyszka, Adam. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:25:y:2024:i:7:d:10.1007_s10902-024-00800-4.

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2024Left and right: a tale of two tails of the wealth distribution. (2024). Sorge, Marco ; di Pietro, Christian ; Damato, Marcello. In: Economic Theory. RePEc:spr:joecth:v:78:y:2024:i:4:d:10.1007_s00199-024-01581-w.

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2024New method for assigning cardinal weights in multi-criteria decision-making: the constant weight ratio method. (2024). del Mar, Maria ; Vinolas, Bernat. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:2:d:10.1007_s12351-024-00833-w.

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Works by Moshe Shiki Levy:

YearTitleTypeCited
2009Gibrats Law for (All) Cities: Comment In: American Economic Review.
[Full Text][Citation analysis]		article68
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]		article103
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]		article99
2009Almost Stochastic Dominance and stocks for the long run In: European Journal of Operational Research.
[Full Text][Citation analysis]		article26
2014The benefits of differential variance-based constraints in portfolio optimization In: European Journal of Operational Research.
[Full Text][Citation analysis]		article34
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]		article5
2021The cost of diversification over time, and a simple way to improve target-date funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2009The safety first expected utility model: Experimental evidence and economic implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2014The home bias is here to stay In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2015Keeping up with the Joneses and optimal diversification In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
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]		article34
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]		article14
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]		book164
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]		article138
2013Prospect Theory: Much Ado About Nothing?.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		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]		article20
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]		article30
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]		article6
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]		article6
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

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