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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

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

Two Paradigms and Nobel Prizes in Economics : A Contradiction or Coexistence?

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

Markowitz and Sharpe won the Nobel Prize in Economics more than a decade ago for the development of Mean-Variance analysis and the Capital Asset Pricing Model (CAPM). In the year 2002, Kahneman won the Nobel Prize in Economics for the development of Prospect Theory. Can these two apparently...

Persistent link: https://www.econbiz.de/10005858578

Nonlinear mean reversion in stock prices

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782

Persistent link: https://www.econbiz.de/10003702750

The safety first expected utility model : experimental evidence and economic implications

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506

Persistent link: https://www.econbiz.de/10003855555

Prospect theory and utility theory : temporary versus permanent attitude toward risk

Levy, Haim; Wiener, Zvi - In: Journal of economics & business 68 (2013), pp. 1-23

Persistent link: https://www.econbiz.de/10009773810

Aging population, retirement, and risk taking

Levy, Haim - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1415-1430

Persistent link: https://www.econbiz.de/10011487528

Risk aversion and skewness preferences

Post, Thierry; Vliet, Willem Nicolaas van; Levy, Haim - In: Journal of banking & finance 32 (2008) 7, pp. 1178-1187

Persistent link: https://www.econbiz.de/10003749158

Arrow-Pratt risk aversion, risk premium and decision weights

Levy, Haim; Levy, Moshe - In: Journal of risk and uncertainty : JRU 25 (2002) 3, pp. 265-290

Persistent link: https://www.econbiz.de/10001742848

Testing for risk aversion: a stochastic dominance approach

Levy, Moshe; Levy, Haim - In: Economics letters 71 (2001) 2, pp. 233-240

Persistent link: https://www.econbiz.de/10001569112