Haim Shalit

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Shapley value decomposition of optimal portfolios
Annals of Finance
2021-06-28Paper
Portfolio selection problems consistent with given preference orderings
International Journal of Theoretical and Applied Finance
2013-10-21Paper
Using OLS to test for normality
Statistics & Probability Letters
2012-10-17Paper
Capital market equilibrium with heterogeneous investors
Quantitative Finance
2009-10-16Paper
Orderings and Probability Functionals Consistent with Preferences
Applied Mathematical Finance
2009-09-13Paper
Orderings and risk probability functionals in portfolio theory2009-03-17Paper
Marginal Conditional Stochastic Dominance
Management Science
1994-08-21Paper
Consumer's Surplus, Price Instability, and Consumer Welfare
Econometrica
1980-01-01Paper


Research outcomes over time


This page was built for person: Haim Shalit