Similar Search Results

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

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

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