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Forward exchange bias, hedging and the gains from international diversification of investment portfolios
Levy, Haim; Lim, Kok Chew - In: Journal of International Money and Finance 13 (1994) 2, pp. 159-170
Persistent link: https://www.econbiz.de/10005402682
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The Economic Significance of the Cross-Sectional Autoregressive Model: Further Analysis.
Levy, Haim; Lim, Kok Chew - In: Review of Quantitative Finance and Accounting 11 (1998) 1, pp. 37-51
We reexamine whether investors can gain abnormal returns using the cross-sectional autoregressive model of stock returns. We find that the pattern of abnormal returns obtained is inconsistent over the time period 1934-94. We adjust for the higher commission costs in the pre-May 1 1975 period, a...
Persistent link: https://www.econbiz.de/10005673857
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Forward exchange bias, hedging and the gains from international diversification of investment portfolios
Levy, Haim; Lim, Kok Chew - In: Journal of international money and finance 13 (1994) 2, pp. 159-170
Persistent link: https://www.econbiz.de/10006947221
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The Economic Significance of the Cross-Sectional Autoregressive Model: Further Analysis
Levy, Haim; Lim, Kok Chew - In: Review of quantitative finance and accounting 11 (1998) 1, pp. 37-52
Persistent link: https://www.econbiz.de/10007192577
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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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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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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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What is the economic cost of the investment home bias?
Levy, Haim - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 897-929
Persistent link: https://www.econbiz.de/10011946471