Moshe Levy

MaRDI QIDQ197621zbMATH OpenFDO

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!

Publication	Date of Publication	Type
The cost of uninformed market timing European Journal of Operational Research	2025-10-06	Paper
Relative risk aversion must be close to 1 Annals of Operations Research	2025-03-21	Paper
An inter-temporal CAPM based on first order stochastic dominance European Journal of Operational Research	2022-02-22	Paper
Agent-based computational economics Complex Social and Behavioral Systems	2021-02-15	Paper
Stocks for the log-run and constant relative risk aversion preferences European Journal of Operational Research	2019-04-30	Paper
The gravitational law of social interaction Physica A	2018-09-20	Paper
On the spurious correlation between sample betas and mean returns Applied Mathematical Finance	2017-10-05	Paper
Portfolio selection in a two-regime world European Journal of Operational Research	2016-07-25	Paper
The benefits of differential variance-based constraints in portfolio optimization European Journal of Operational Research	2015-02-03	Paper
Mean--variance efficient portfolios with many assets: 50\% short Quantitative Finance	2013-03-14	Paper
Co-monotonicity: toward a utility function capturing envy Economics Letters	2012-06-26	Paper
Prospect theory: much ado about nothing? Management Science	2012-02-19	Paper
Loss aversion and the price of risk Quantitative Finance	2011-04-29	Paper
The Forbes 400, the Pareto power-law and efficient markets The European Physical Journal B. Condensed Matter and Complex Systems	2010-06-25	Paper
Stock market crashes as social phase transitions Journal of Economic Dynamics and Control	2010-01-19	Paper
Almost stochastic dominance and stocks for the long run European Journal of Operational Research	2008-11-20	Paper
Conditions for a CAPM equilibrium with positive prices Journal of Economic Theory	2008-02-11	Paper
Is risk-aversion hereditary? Journal of Mathematical Economics	2005-06-13	Paper
Are rich people smarter? Journal of Economic Theory	2003-07-30	Paper
Arrow-Pratt risk aversion, risk premium and decision weights Journal of Risk and Uncertainty	2003-05-04	Paper
Testing for risk aversion: A stochastic dominance approach Economics Letters	2001-08-20	Paper
A microscopic model of the stock market: cycles, booms, and crashes Economics Letters	1994-07-03	Paper

Research outcomes over time

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