The following pages link to Moshe Levy (Q197621):
Displaying 20 items.
- Co-monotonicity: toward a utility function capturing envy (Q429121) (← links)
- Is risk-aversion hereditary? (Q556407) (← links)
- Stock market crashes as social phase transitions (Q844572) (← links)
- Almost stochastic dominance and stocks for the long run (Q953451) (← links)
- The Forbes 400, the Pareto power-law and efficient markets (Q978846) (← links)
- A microscopic model of the stock market: cycles, booms, and crashes (Q1328007) (← links)
- Are rich people smarter? (Q1399542) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
- The gravitational law of social interaction (Q1782480) (← links)
- Arrow-Pratt risk aversion, risk premium and decision weights (Q1872066) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Conditions for a CAPM equilibrium with positive prices (Q2469851) (← links)
- The benefits of differential variance-based constraints in portfolio optimization (Q2514708) (← links)
- Portfolio selection in a two-regime world (Q2630104) (← links)
- Loss aversion and the price of risk (Q2994842) (← links)
- Prospect Theory: Much Ado About Nothing? (Q3114813) (← links)
- Mean–variance efficient portfolios with many assets: 50% short (Q4911223) (← links)
- Agent-Based Computational Economics (Q5150311) (← links)
- On the Spurious Correlation Between Sample Betas and Mean Returns (Q5363205) (← links)
- Testing for risk aversion: A stochastic dominance approach (Q5941023) (← links)
