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The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation

Nisani, Doron; Shelef, Amit; Sonenshine, Ralph; David, Or - In: International review of financial analysis 92 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014492401

Putting the Aumann-Serrano Riskiness Index to work

Nisani, Doron; Shelef, Amit; David, Or - In: Review of accounting & finance 22 (2023) 1, pp. 84-122

Persistent link: https://www.econbiz.de/10014245782

Ranking investments using the Lorenz curve

Nisani, Doron - In: Journal of quantitative economics 17 (2019) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10012418625

The Aumann-Serrano riskiness index

Nisani, Doron - In: Risk and decision analysis 7 (2018) 3/4, pp. 119-122

Persistent link: https://www.econbiz.de/10012174437

Efficient indirect regulation under protection for sale

Nisani, Doron - In: Journal of regulatory economics 54 (2018) 1, pp. 41-52

Persistent link: https://www.econbiz.de/10012041791

Portfolio selection using the Riskiness Index

Nisani, Doron - In: Studies in Economics and Finance 35 (2018) 2, pp. 330-339

Purpose: The purpose of this paper is to increase the accuracy of the efficient portfolios frontier and the capital market line using the Riskiness Index. Design/methodology/approach: This paper will develop the mean-riskiness model for portfolio selection using the Riskiness Index. Findings:...

Persistent link: https://www.econbiz.de/10012080034

Irregularities in forward-looking volatility

Qadan, Mahmoud; Nisani, Doron; Eichel, Ron - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 489-501

Persistent link: https://www.econbiz.de/10014249179