Haim Shalit : Citation Profile


Are you Haim Shalit?

Ben Gurion University of the Negev

10

H index

12

i10 index

395

Citations

RESEARCH PRODUCTION:

26

Articles

15

Papers

RESEARCH ACTIVITY:

   42 years (1980 - 2022). See details.
   Cites by year: 9
   Journals where Haim Shalit has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 14 (3.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh55
   Updated: 2024-11-04    RAS profile: 2023-11-07    
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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 Haim Shalit.

Is cited by:

Gouel, Christophe (12)

Yitzhaki, Shlomo (11)

Secchi, Silvia (8)

Henry, Marc (8)

Babcock, Bruce (7)

Clark, Ephraim (7)

Hurley, Terrance (6)

Lejeune, Miguel (6)

Dupuy, Arnaud (6)

Ambec, Stefan (6)

Desquilbet, Marion (5)

Cites to:

Yitzhaki, Shlomo (27)

Stiglitz, Joseph (6)

Rothschild, Michael (5)

Hanoch, Giora (4)

Scarsini, Marco (4)

Bollerslev, Tim (3)

Harris, Richard (2)

wohlgenant, michael (2)

Artzner, Philippe (2)

Huang, Rachel (2)

Markowitz, Harry (2)

Main data


Where Haim Shalit has published?


Journals with more than one article published# docs
American Journal of Agricultural Economics3
Review of Quantitative Finance and Accounting3
Journal of Environmental Economics and Management2

Working Papers Series with more than one paper published# docs
Working Papers / Ben-Gurion University of the Negev, Department of Economics11
Working Papers / Hebrew University of Jerusalem, Center for Agricultural Economic Research3

Recent works citing Haim Shalit (2024 and 2023)


YearTitle of citing document
2023Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034.

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2024The 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.

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2024The 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.

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2023Fungicide 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.

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2023On 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.

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2023A 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.

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2023Tensors 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.

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2023.

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2024An 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.

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2023Expected 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.

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2023Portfolio 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.

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2024Cost 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.

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Works by Haim Shalit:


YearTitleTypeCited
2003An Asset Allocation Puzzle: Comment In: American Economic Review.
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article14
1982Mean-Gini, Portfolio Theory and the Pricing of Risky Assets In: Working Papers.
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paper54
1984 Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets..(1984) In: Journal of Finance.
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This paper has nother version. Agregated cites: 54
article
1985Evaluating the Mean-Gini Approach to Portfolio Selection In: Working Papers.
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paper1
1985Using Wine Quality Differential in Grapes Pricing In: Working Papers.
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paper0
1982Uncertainty, Instability, and the Competitive Firm In: CUDARE Working Papers.
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paper0
1984FARMLAND PRICE BEHAVIOR AND CREDIT ALLOCATION In: Western Journal of Agricultural Economics.
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article5
2005Capital Market Equilibrium: The Mean-Gini Approach In: Working Papers.
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paper0
2006Estimating Stock Market Volatility Using Asymmetric GARCH Models. In: Working Papers.
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paper1
2008How Does Beta Explain Stochastic Dominance Efficiency? In: Working Papers.
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paper14
2010How does beta explain stochastic dominance efficiency?.(2010) In: Review of Quantitative Finance and Accounting.
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This paper has nother version. Agregated cites: 14
article
2009Hedging with Stock Index Options: A Mean-Extended Gini Approach In: Working Papers.
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paper0
2009USING OLS TO TEST FOR NORMALITY In: Working Papers.
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paper3
2012Using OLS to test for normality.(2012) In: Statistics & Probability Letters.
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This paper has nother version. Agregated cites: 3
article
2010PORTFOLIO RISK MANAGEMENT USING THE LORENZ CURVE In: Working Papers.
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paper0
2014MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX In: Working Papers.
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paper0
2014Optimizing MCSD Portfolios In: Working Papers.
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paper0
2016MEAN-EXTENDED GINI PORTFOLIOS: THE ULTIMATE FRONTIER In: Working Papers.
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paper0
2017THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS In: Working Papers.
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paper6
2021The Shapley value decomposition of optimal portfolios.(2021) In: Annals of Finance.
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This paper has nother version. Agregated cites: 6
article
2022WEIGHTED SHAPLEY VALUES OF EFFICIENT PORTFOLIOS In: Working Papers.
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paper0
1993WINE QUALITY DIFFERENTIALS IN HEDONIC GRAPE PRICING In: Journal of Agricultural Economics.
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article48
2005THE MEAN-GINI EFFICIENT PORTFOLIO FRONTIER In: Journal of Financial Research.
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article18
1985Calculating the Gini Index of Inequality for Individual Data. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article10
1980Consumers Surplus, Price Instability, and Consumer Welfare. In: Econometrica.
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article82
1986Inflation, the level of investment, and interest rates In: European Economic Review.
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article0
1983On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil In: Journal of Environmental Economics and Management.
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article50
1980The democratic provision of public and private goods from exhaustible resources In: Journal of Environmental Economics and Management.
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article0
2020Using the Shapley value of stocks as systematic risk In: Journal of Risk Finance.
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article2
2018Mean-Extended Gini Portfolios: A 3D Efficient Frontier In: Computational Economics.
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article0
1995Mean-Gini analysis of stochastic externalities: The case of groundwater contamination In: Environmental & Resource Economics.
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article0
1999The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach. In: Review of Quantitative Finance and Accounting.
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article4
2002Estimating Beta. In: Review of Quantitative Finance and Accounting.
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article9
1981Producer Welfare and the Preference for Price Stability In: American Journal of Agricultural Economics.
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article10
1982Farmland Accumulation and Prices In: American Journal of Agricultural Economics.
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article25
1985Estimating the Market for Tomatoes In: American Journal of Agricultural Economics.
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article11
1984Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies. In: European Review of Agricultural Economics.
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article3
2020The Shapley value of regression portfolios In: Journal of Asset Management.
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article2
2009Orderings and Probability Functionals Consistent with Preferences In: Applied Mathematical Finance.
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article9
2009Capital market equilibrium with heterogeneous investors In: Quantitative Finance.
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article4
2013PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article10

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team