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Efficient portfolio selection: application to the Tel Aviv Stock Exchange

Yitzhaki, Shlomo - In: Economic review 58 (1986), pp. 53-67

Persistent link: https://www.econbiz.de/10001017790

An asset allocation puzzle: comment

Shalit, Haim; Yitzhaki, Shlomo - In: The American economic review 93 (2003) 3, pp. 1002-1008

Persistent link: https://www.econbiz.de/10001779626

How does beta explain stochastic dominance efficiency?

Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-445

Persistent link: https://www.econbiz.de/10008710894

Orderings and Probability Functionals Consistent with Preferences

Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1, pp. 81

Persistent link: https://www.econbiz.de/10008211949

Estimating Stock Market Volatility Using Asymmetric GARCH Models.

Alberg, Dima; Shalit, Haim; Yosef, Rami - Economics Department, Ben Gurion University of the Negev - 2006

A comprehensive empirical analysis of the return and conditional variance of Tel Aviv Stock Exchange (TASE) indices is performed using GARCH models. The prediction performance of these conditional changing variance models is compared to newer asymmetric GJR and APARCH models. We also quantify...

Persistent link: https://www.econbiz.de/10011272234

Optimizing MCSD Portfolios

Gersman, Gleb; Shalit, Haim - Economics Department, Ben Gurion University of the Negev - 2014

Persistent link: https://www.econbiz.de/10011273270

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

Persistent link: https://www.econbiz.de/10010155224

Orderings and Probability Functionals Consistent with Preferences

Ortobelli, Sergio; Rachev, Svetlozar; Shalit, Haim; … - In: Applied mathematical finance 16 (2009) 1-2, pp. 81-102

Persistent link: https://www.econbiz.de/10008311800

Estimating stock market volatility using asymmetric GARCH models

Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 15, pp. 1201-1208

Persistent link: https://www.econbiz.de/10008082089

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/10008098202