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Upper and lower bounds of put and call option value : stochastic dominance approach

Levy, Haim - In: The journal of finance : the journal of the American … 40 (1985) 4, pp. 1197-1217

Persistent link: https://www.econbiz.de/10002373049

The yield curve and expected inflation

Levy, Haim - In: Financial analysts' journal : FAJ 38 (1982) 6, pp. 37-42

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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

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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

Stochastic dominance and expected utility : survey and analysis

Levy, Haim - In: Management science : journal of the Institute for … 38 (1992) 4, pp. 555-593

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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

Risk-aversion : mathematical and economic perspectives

Levy, Haim - In: Annals of financial economics 17 (2022) 2, pp. 1-23

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The investment home bias with peer effect

Levy, Haim - In: Journal of risk and financial management : JRFM 13 (2020) 5/94, pp. 1-19

Observed international diversification implies an investment home bias (IHB). Can bivariate preferences with a local domestic peer group rationalize the IHB? For example, it is argued that wishing to have a large correlation with the Standard and Poor's 500 stock index (S&P 500 stock index) may...

Persistent link: https://www.econbiz.de/10012304869

Aging population, retirement, and risk taking : reply

Levy, Haim - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2796-2799

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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