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Marshall Sarnat, 1929-2006 : orbituary
Levy, Haim - In: Journal of banking & finance 30 (2006) 12, pp. 5
Persistent link: https://www.econbiz.de/10003394424
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The safety first expected utility model : experimental evidence and economic implications
Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506
Persistent link: https://www.econbiz.de/10003855555
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Keeping up with the Joneses and optimal diversification
Levy, Moshe; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
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Trading breaks and asymmetric information : the option markets
Kaplanski, Guy; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 390-404
Persistent link: https://www.econbiz.de/10011544034
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Testing for risk aversion: a stochastic dominance approach
Levy, Moshe; Levy, Haim - In: Economics letters 71 (2001) 2, pp. 233-240
Persistent link: https://www.econbiz.de/10001569112
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A microscopic model of the stock market : cycles, booms, and crashes
Levy, Moshe - In: Economics letters 45 (1994) 1, pp. 103-111
Persistent link: https://www.econbiz.de/10001162381
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Abnormal expected utility and event study abnormal returns
Levy, Haim - In: Economics letters 44 (1994) 1, pp. 175-180
Persistent link: https://www.econbiz.de/10001163998
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A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim - In: Economics letters 40 (1992) 2, pp. 217-221
Persistent link: https://www.econbiz.de/10001138420
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Rational expectation, firm size and sample selection bias
Gunthorpe, Deborah - In: Economics letters 37 (1991) 4, pp. 429-432
Persistent link: https://www.econbiz.de/10001120365
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Stocks versus bonds for the long run when a riskless asset is available
Levy, Haim; Levy, Moshe - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256584