The following pages link to Haim Levy (Q197622):
Displayed 37 items.
- Multivariate decision-making (Q787829) (← links)
- Stochastic dominance and parameter estimation: The case of symmetric stable distributions (Q796197) (← links)
- Economically relevant preferences for all observed epsilon (Q993717) (← links)
- Optimal multi-period insurance contracts (Q1053405) (← links)
- The definition of risk: An extension (Q1240646) (← links)
- Stochastic dominance and prospect dominance with subjective weighting functions (Q1272932) (← links)
- Abnormal expected utility and event study abnormal returns (Q1327917) (← links)
- A microscopic model of the stock market: cycles, booms, and crashes (Q1328007) (← links)
- Correlation and the time interval over which the variables are measured (Q1362044) (← links)
- A comment on Rothschild and Stiglitz's ``Increasing risk. I: A definition'' (Q1381988) (← links)
- Regret theory: state dominance and expected utility (Q1679027) (← links)
- More possessions, more worry (Q1751286) (← links)
- Arrow-Pratt risk aversion, risk premium and decision weights (Q1872066) (← links)
- Increasing risk, decreasing absolute risk aversion and diversification (Q1906057) (← links)
- The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
- Regression, Correlation, and the Time Interval: Additive-Multiplicative Framework (Q3114723) (← links)
- Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance (Q3114801) (← links)
- Prospect Theory: Much Ado About Nothing? (Q3114813) (← links)
- Note—The Mean-Coefficient-of-Variation Rule: The Lognormal Case (Q3361701) (← links)
- A Parametric Approach to Stochastic Dominance: The Lognormal Case (Q3712073) (← links)
- Optimal Claims in Automobile Insurance (Q3868652) (← links)
- Sample vs. Population Mean-Variance Efficient Portfolios (Q3893604) (← links)
- Stochastic Dominance and the Investment Horizon With Riskless Assets (Q3942701) (← links)
- Arrow-Pratt Measures of Risk Aversion: The Multivariate Case (Q3986367) (← links)
- Stochastic Dominance and Expected Utility: Survey and Analysis (Q4012770) (← links)
- The Capital Asset Pricing Model with Diverse Holding Periods (Q4032485) (← links)
- Multi-Period Stochastic Dominance (Q4062883) (← links)
- Multi-Period Consumption Decision under Conditions of Uncertainty (Q4120208) (← links)
- Investment Decision Rules, Diversification, and the Investors's Initial Wealth (Q4194721) (← links)
- MISUSE AND OPTIMUM INSPECTING STRATEGY IN AGENCY PROBLEMS (Q4208055) (← links)
- Risk and Return: An Experimental Analysis (Q4368650) (← links)
- Investment diversification and investment specialization and the assumed holding period (Q4541524) (← links)
- Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences (Q4683557) (← links)
- Stocks, Bonds, and the Investment Horizon (Q5075582) (← links)
- Stochastic Dominance among Log-Normal Prospects (Q5181499) (← links)
- Stochastic Dominance (Q5472101) (← links)
- Testing for risk aversion: A stochastic dominance approach (Q5941023) (← links)