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Exploitable predictable irrationality : the FIFA World Cup effect on the US stock market

Kaplanski, Guy; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 535-553

Persistent link: https://www.econbiz.de/10003990720

A parametric approach o stochastic dominance : the lognormal case

Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288

Persistent link: https://www.econbiz.de/10003609706

Sample vs. population mean-variance efficient portfolios

Levy, Haim; Kroll, Yoram - In: Management science : journal of the Institute for … 26 (1980) 11, pp. 1108-1116

Persistent link: https://www.econbiz.de/10003609713

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

Economically relevant preferences for all observed epsilon

Levy, Haim; Leshno, Moshe; Leibovitch, Boaz - 2010

Persistent link: https://www.econbiz.de/10003964876

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

Two paradigms and Nobel Prizes in Economics : a contradiction or coexistence?

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten - In: European financial management : the journal of the … 18 (2012) 2, pp. 163-182

Persistent link: https://www.econbiz.de/10009531493

Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis

Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241

Persistent link: https://www.econbiz.de/10010519956

Do happy people make optimistic investors?

Kaplanski, Guy; Levy, Haim; Veld, Chris H.; Veld- … - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 1/2, pp. 145-168

Persistent link: https://www.econbiz.de/10011348003

Does risk seeking drive asset prices?

Post, Thierry; Levy, Haim - 2002

We investigate whether risk seeking or non-concave utility functions can help to explain the cross-sectional pattern0 of stock returns. For this purpose, we analyze the stochastic dominance efficiency classification of the value-weighted market portfolio relative to benchmark portfolios based on...

Persistent link: https://www.econbiz.de/10011326942

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