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First degree stochastic dominance violations : decision weights and bounded rationality
Levy, Haim - In: The economic journal : the journal of the Royal … 118 (2008), pp. 759-774
Persistent link: https://www.econbiz.de/10003691307
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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 CAPM is alive and well : a review and synthesis
Levy, Haim - In: European financial management : the journal of the … 16 (2010) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10003926690
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Absolute and relative risk aversion : an experimental study
Levy, Haim - In: Journal of risk and uncertainty : JRU 8 (1994) 3, pp. 289-307
Persistent link: https://www.econbiz.de/10001168924
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Investment diversification and investment specialization and the assumed holding period
Levy, Haim - In: Applied mathematical finance 3 (1996) 2, pp. 117-134
Persistent link: https://www.econbiz.de/10001219286
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Stochastic dominance and expected utility : survey and analysis
Levy, Haim - In: Management science : journal of the Institute for … 38 (1992) 4, pp. 555-593
Persistent link: https://www.econbiz.de/10001124073
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Option valuation bounds : a comparative analysis
Levy, Haim - In: Essays in financial economics in memory of Irwin Friend, (pp. 199-220). 1988
Persistent link: https://www.econbiz.de/10001273315
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Risk-aversion : mathematical and economic perspectives
Levy, Haim - In: Annals of financial economics 17 (2022) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10013262965
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The investment home bias with peer effect
Levy, Haim - In: Journal of risk and financial management : JRFM 13 (2020) 5/94, pp. 1-19
Observed international diversification implies an investment home bias (IHB). Can bivariate preferences with a local domestic peer group rationalize the IHB? For example, it is argued that wishing to have a large correlation with the Standard and Poor's 500 stock index (S&P 500 stock index) may...
Persistent link: https://www.econbiz.de/10012304869