Similar Search Results

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

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

Financial decision making under uncertainty

Levy, Haim (ed.); Sarnat, Marshall (ed.) - 1977

Persistent link: https://www.econbiz.de/10000048685

A model-independent measure of aggregate idiosyncratic risk

Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896

Persistent link: https://www.econbiz.de/10003776398

Arrow-Pratt measures of risk aversion : the multivariate case

Levy, Haim - In: International economic review 32 (1991) 4, pp. 891-898

Persistent link: https://www.econbiz.de/10001114737

Forward exchange bias, hedging and the gains from international diversification of investment portfolios

Levy, Haim - In: Journal of international money and finance 13 (1994) 2, pp. 159-170

Persistent link: https://www.econbiz.de/10001161596

The management of foreign exchange reserves with balance-of-payments and external debt considerations : the case of Israel

Levy, Haim; Levy, Azriel - 1998

Persistent link: https://www.econbiz.de/10000995679

A comment on Rothschild and Stiglitz's "increasing risk: I. A definition"

Leshno, Moshe - In: Journal of economic theory 77 (1997) 1, pp. 223-228

Persistent link: https://www.econbiz.de/10001231565

Prospect Theory and Utility Theory : Temporary Versus Permanent Attitude towards Risk

Levy, Haim - 2013

Prospect Theory (PT), which relies on subjects' behavior as observed in laboratory experiments, contradicts the behavior predicted by the Expected Utility (EU) paradigm. Having wealth of $100,000 or having wealth of $90,000 and wining $10,000 in a lottery is the same by EU paradigm but not the...

Persistent link: https://www.econbiz.de/10013088902

Prospect Theory, Constant Relevant Risk Aversion, and the Investment Horizon

Levy, Haim - 2019

Prospect Theory (PT) and Constant Relative Risk Aversion (CRRA) have clear-cut implications for the optimal asset allocation between stocks and the risk-free asset as a function of the investment horizon. While CRRA preferences imply that the allocation should be independent of the horizon, we...

Persistent link: https://www.econbiz.de/10012900800