10
H index
12
i10 index
420
Citations
Haim Shalit : Citation Profile
Ben Gurion University of the Negev | RESEARCH PRODUCTION: 27 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1980 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Haim Shalit. | Is cited by:
| Cites to:
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Main data
Where Haim Shalit has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Quantitative Finance and Accounting | 3 |
| American Journal of Agricultural Economics | 3 |
| Journal of Environmental Economics and Management | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Ben-Gurion University of the Negev, Department of Economics | 11 |
| Working Papers / Hebrew University of Jerusalem, Center for Agricultural Economic Research | 3 |
Recent works citing Haim Shalit (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034. Full description at Econpapers || Download paper |
| 2024 | The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2024). Hennessy, David ; Stuart, Matthew ; Yu, Cindy. In: Papers. RePEc:arx:papers:2308.11805. Full description at Econpapers || Download paper |
| 2024 | Why Groups Matter: Necessity of Group Structures in Attributions. (2024). Ye, Weicheng ; Chen, Jingfeng. In: Papers. RePEc:arx:papers:2408.05701. Full description at Econpapers || Download paper |
| 2025 | Explaining Risks: Axiomatic Risk Attributions for Financial Models. (2025). Chen, Dangxing. In: Papers. RePEc:arx:papers:2506.06653. Full description at Econpapers || Download paper |
| 2025 | Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225. Full description at Econpapers || Download paper |
| 2025 | Robust distortion risk metrics and portfolio optimization. (2025). Vanduffel, Steven ; Liu, Peng ; Xia, YI. In: Papers. RePEc:arx:papers:2511.08662. Full description at Econpapers || Download paper |
| 2024 | The Nonsense of Bitcoin 1n Portfolio Analysis. (2024). Shalit, Haim. In: Working Papers. RePEc:bgu:wpaper:2401. Full description at Econpapers || Download paper |
| 2024 | Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128. Full description at Econpapers || Download paper |
| 2024 | The hedonic price model for the wine market: A systematic and comparative review of the literature. (2024). Nuez, Jacobo ; Velazquez, Francisco J ; Martinbarroso, David. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:247-264. Full description at Econpapers || Download paper |
| 2024 | Direct and spillover effects of short‐ and long‐term land pricing drivers: Evidence from Italian districts, 1992−2019. (2024). Punzo, Gennaro ; Salvati, Luca ; Castellano, Rosalia ; Bruno, Emma. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:3:p:804-839. Full description at Econpapers || Download paper |
| 2025 | Analysis of attribute importance in multinomial logit models using Shapley values-based methods. (2025). de la Fuente, Rodrigo ; Salas, Patricio ; Astroza, Sebastian ; Carrasco, Juan Antonio. In: Journal of choice modelling. RePEc:eee:eejocm:v:54:y:2025:i:c:s1755534525000016. Full description at Econpapers || Download paper |
| 2024 | Assessing the impact of rice price stabilization policies in Bangladesh: Results from a stochastic spatial equilibrium model. (2024). Rashid, Shahidur ; Kabir, Razin ; Hossain, Shahadat ; Minot, Nicholas ; Dorosh, Paul A. In: IFPRI discussion papers. RePEc:fpr:ifprid:141799. Full description at Econpapers || Download paper |
| 2024 | Welfare impacts of seasonal maize price fluctuations in Malawi. (2024). Gondwe, Anderson ; Goeb, Joseph ; Duchoslav, Jan ; de Weerdt, Joachim ; Chiwaula, Levison ; Jolex, Aubrey. In: MaSSP working papers. RePEc:fpr:masspp:139137. Full description at Econpapers || Download paper |
| 2025 | The Shapley Value in Data Science: Advances in Computation, Extensions, and Applications. (2025). Zhao, Yining ; Qin, Lei ; Zhu, Yingqiu ; Liu, Shaonan ; Zhang, Xingjian. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1581-:d:1653461. Full description at Econpapers || Download paper |
| 2024 | An improved criterion for almost marginal conditional stochastic dominance. (2024). Liu, Wei-Han ; Chang, Jow-Ran ; Yang, Guo-Jun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01235-3. Full description at Econpapers || Download paper |
| 2025 | ON ITERATED LORENZ CURVES WITH APPLICATIONS. (2025). Ignatov, Zvetan ; Yordanov, Vilimir. In: Yearbook of the Faculty of Economics and Business Administration, Sofia University. RePEc:sko:yrbook:v:24:y:2025:i:1:p:71-118. Full description at Econpapers || Download paper |
| 2024 | Responsible investing and portfolio selection: a shapley - CVaR approach. (2024). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05144-x. Full description at Econpapers || Download paper |
| 2025 | How do investor preferences on ESG score influence portfolio management? A Markov model for simulating risk-return expectations. (2025). Vergine, Salvatore. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:3:d:10.1007_s10479-025-06716-3. Full description at Econpapers || Download paper |
| 2024 | Shapley-based risk rankings: some theoretical considerations. (2024). Hiller, Tobias. In: International Review of Economics. RePEc:spr:inrvec:v:71:y:2024:i:1:d:10.1007_s12232-023-00434-7. Full description at Econpapers || Download paper |
Works by Haim Shalit:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | An Asset Allocation Puzzle: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
| 1982 | Mean-Gini, Portfolio Theory and the Pricing of Risky Assets In: Working Papers. [Full Text][Citation analysis] | paper | 57 |
| 1984 | Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets..(1984) In: Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 1985 | Evaluating the Mean-Gini Approach to Portfolio Selection In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1985 | Using Wine Quality Differential in Grapes Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1982 | Uncertainty, Instability, and the Competitive Firm In: CUDARE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1984 | FARMLAND PRICE BEHAVIOR AND CREDIT ALLOCATION In: Western Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 5 |
| 2005 | Capital Market Equilibrium: The Mean-Gini Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Estimating Stock Market Volatility Using Asymmetric GARCH Models. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | How Does Beta Explain Stochastic Dominance Efficiency? In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2010 | How does beta explain stochastic dominance efficiency?.(2010) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2009 | Hedging with Stock Index Options: A Mean-Extended Gini Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | USING OLS TO TEST FOR NORMALITY In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Using OLS to test for normality.(2012) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | PORTFOLIO RISK MANAGEMENT USING THE LORENZ CURVE In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Optimizing MCSD Portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | MEAN-EXTENDED GINI PORTFOLIOS: THE ULTIMATE FRONTIER In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2021 | The Shapley value decomposition of optimal portfolios.(2021) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2022 | WEIGHTED SHAPLEY VALUES OF EFFICIENT PORTFOLIOS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | WINE QUALITY DIFFERENTIALS IN HEDONIC GRAPE PRICING In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 48 |
| 2005 | THE MEAN‐GINI EFFICIENT PORTFOLIO FRONTIER In: Journal of Financial Research. [Full Text][Citation analysis] | article | 19 |
| 1985 | Calculating the Gini Index of Inequality for Individual Data. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 10 |
| 1980 | Consumers Surplus, Price Instability, and Consumer Welfare. In: Econometrica. [Full Text][Citation analysis] | article | 84 |
| 1986 | Inflation, the level of investment, and interest rates In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1983 | On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 50 |
| 1980 | The democratic provision of public and private goods from exhaustible resources In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | Using the Shapley value of stocks as systematic risk In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Mean-Extended Gini Portfolios: A 3D Efficient Frontier In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Mean-Gini analysis of stochastic externalities: The case of groundwater contamination In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 0 |
| 1999 | The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2002 | Estimating Beta. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
| 1981 | Producer Welfare and the Preference for Price Stability In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 10 |
| 1982 | Farmland Accumulation and Prices In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 26 |
| 1985 | Estimating the Market for Tomatoes In: American Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 11 |
| 1984 | Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies. In: European Review of Agricultural Economics. [Citation analysis] | article | 3 |
| 2020 | The Shapley value of regression portfolios In: Journal of Asset Management. [Full Text][Citation analysis] | article | 5 |
| 2009 | Orderings and Probability Functionals Consistent with Preferences In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 9 |
| 2009 | Capital market equilibrium with heterogeneous investors In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 1995 | Mean‐Gini hedging in futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
| 2013 | PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team