Narrow search
Showing 1 - 10 of 15
Cover Image
Portfolio risk management using the Lorenz curve
Shalit, Haim - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 152-159
Persistent link: https://www.econbiz.de/10010366359
Cover Image
The Shapley value of regression portfolios
Shalit, Haim - In: The journal of asset management 21 (2020) 6, pp. 506-512
Persistent link: https://www.econbiz.de/10012298719
Cover Image
The Shapley value decomposition of optimal portfolios
Shalit, Haim - In: Annals of finance 17 (2021) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
Cover Image
Weighted Shapley values of efficient portfolios
Shalit, Haim - 2021
Persistent link: https://www.econbiz.de/10014321396
Cover Image
The nonsense of bitcoin 1n portfolio analysis
Shalit, Haim - 2024
Persistent link: https://www.econbiz.de/10014486908
Cover Image
Weighted Shapley values of efficient portfolios
Shalit, Haim - In: Risk and decision analysis 9 (2023) 2/4, pp. 31-38
Persistent link: https://www.econbiz.de/10014473391
Cover Image
How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
Cover Image
Hedging with stock index options : a mean-extended Gini approach
Shalit, Haim; Greenberg, Doron - In: Journal of mathematical finance 3 (2013) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
Cover Image
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Cover Image
An asset allocation puzzle: comment
Shalit, Haim; Yitzhaki, Shlomo - In: The American economic review 93 (2003) 3, pp. 1002-1008
Persistent link: https://www.econbiz.de/10001779626