10
H index
12
i10 index
395
Citations
Haim Shalit : Citation Profile
Ben Gurion University of the Negev | RESEARCH PRODUCTION: 26 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | 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 of Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression. (2023). Hennessy, David A ; Yu, Cindy ; Stuart, Matthew. In: Papers. RePEc:arx:papers:2308.11805. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | The hedonic price model for the wine market: A systematic and comparative review of the literature. (2024). Velazquez, Francisco J ; Martinbarroso, David ; Nuez, Jacobo. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:247-264. Full description at Econpapers || Download paper |
| 2023 | Fungicide resistance and misinformation: A game theoretic approach. (2023). Espinolaarredondo, Ana ; Pardini, Chelsea A. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:171-201. Full description at Econpapers || Download paper |
| 2023 | On the General Deviation Measure and the Gini coefficient. (2023). Nisani, Doron. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:599-610. Full description at Econpapers || Download paper |
| 2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper |
| 2023 | Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets. (2023). Maturo, Fabrizio ; Angelini, Pierpaolo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:369-:d:1215353. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | An improved criterion for almost marginal conditional stochastic dominance. (2024). Yang, Guo-Jun ; Chang, Jow-Ran ; Liu, Wei-Han. 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 |
| 2023 | Expected return—expected loss approach to optimal portfolio investment. (2023). Blavatskyy, Pavlo. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:1:d:10.1007_s11238-022-09870-3. Full description at Econpapers || Download paper |
| 2023 | Portfolio optimization with asset preselection using data envelopment analysis. (2023). Moriggia, Vittorio ; Lotfi, Farhad Hosseinzadeh ; Lozza, Sergio Ortobelli ; Hosseinzadeh, Mohammad Mehdi. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:1:d:10.1007_s10100-022-00808-2. Full description at Econpapers || Download paper |
| 2024 | Cost gap, Shapley, or nucleolus allocation: Which is the best game?theoretic remedy for the low?risk anomaly?. (2021). Hiller, Tobias ; Auer, Benjamin R. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:876-884. 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 | 54 |
| 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: 54 | 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 | 14 |
| 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: 14 | 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 | 6 |
| 2021 | The Shapley value decomposition of optimal portfolios.(2021) In: Annals of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 18 |
| 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 | 82 |
| 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 | 2 |
| 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 | 25 |
| 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 | 2 |
| 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 |
| 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 November, 3 2024. Contact: CitEc Team