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The analysis of risky investment : a statecontingent approach

Kroll, Yoram - In: Journal of banking & finance 8 (1984) 4, pp. 509-524

Persistent link: https://www.econbiz.de/10002261560

Sample vs. population mean-variance efficient portfolios

Levy, Haim; Kroll, Yoram - In: Management science : journal of the Institute for … 26 (1980) 11, pp. 1108-1116

Persistent link: https://www.econbiz.de/10003609713

Sampling errors and portfolio efficient analysis

Kroll, Yoram; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 3, pp. 655-688

Persistent link: https://www.econbiz.de/10002261591

Stochastic dominance : a review and some new evidence

Kroll, Yoram; Levy, Haim - In: Research in finance 2 (1980), pp. 163-227

Persistent link: https://www.econbiz.de/10002261599

Stochastic dominance with a riskless asset : an imperfect market

Kroll, Yoram; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 2, pp. 179-204

Persistent link: https://www.econbiz.de/10002261608

Efficiency analysis with borrowing and lending : criteria and their effectiveness

Levy, Haim; Kroll, Yoram - In: The review of economics and statistics 61 (1979) 1, pp. 125-130

Persistent link: https://www.econbiz.de/10002372638

Investment decision rules, diversification, and the investor's initial wealth

Levy, Haim; Kroll, Yoram - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 5, pp. 1231-1237

Persistent link: https://www.econbiz.de/10002372719

Ordering uncertain options with borrowing and lending

Levy, Haim; Kroll, Yoram - In: The journal of finance : the journal of the American … 33 (1978) 2, pp. 553-574

Persistent link: https://www.econbiz.de/10002372871

Stochastic dominance with riskless assets

Levy, Haim; Kroll, Yoram - In: Journal of financial and quantitative analysis : JFQA 11 (1976) 5, pp. 743-747

Persistent link: https://www.econbiz.de/10002373025

VAR Risk Measures Versus Traditional Risk Measures : An Analysis and Survey

Kaplanski, Guy - 2013

The article presents an analysis and partial survey regarding the validity of VaR risk measures in comparison to traditional risk measures. The assumed individuals are either maximizing their expected utility or possess a lexicographic utility function. The analysis is carried out for generally...

Persistent link: https://www.econbiz.de/10012712219