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Consumer's surplus, price instability, and consumer welfare
Turnovsky, Stephen J.; Shalit, Haim; Schmitz, Andrew - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 1, pp. 135-152
Persistent link: https://www.econbiz.de/10002934680
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Mean-Gini, portfolio theory, and the pricing of risky assets
Shalit, Haim; Yitzhaki, Shlomo - In: The journal of finance : the journal of the American … 39 (1984) 5, pp. 1449-1468
Persistent link: https://www.econbiz.de/10002813495
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Consumer's surplus, price instability, and consumer welfare
Turnovsky, Stephen J.; Shalit, Haim; Schmitz, Andrew - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 1, pp. 135-152
Persistent link: https://www.econbiz.de/10003696556
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Farmland accumulation and prices
Shalit, Haim; Schmitz, Andrew - In: American journal of agricultural economics 64 (1982) 4, pp. 710-719
Persistent link: https://www.econbiz.de/10003672939
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Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 13/15, pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
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Consumer's surplus, price instability, and consumer welfare
Turnovsky, Stephen J.; Shalit, Haim; Schmitz, Andrew - 2008
Persistent link: https://www.econbiz.de/10003801574
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Orderings and probability functionals consistent with preferences
Ortobelli, Sergio; Račev, Svetlozar T.; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1/2, pp. 81-102
Persistent link: https://www.econbiz.de/10003847149
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Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
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Using OLS to Test for Normality
Shalit, Haim - 2012
Yitzhaki (1996) showed that the OLS estimator of the slope coefficient in a simple regression is a weighted average of the slopes delineated by adjacent observations. The weights depend only on the distribution of the independent variable. In this paper I demonstrate that equal weights can only...
Persistent link: https://www.econbiz.de/10013103641