Levy, Moshe Loss aversion and the price of risk. (English) Zbl 1232.91351 Quant. Finance 10, No. 9, 1009-1022 (2010). MSC: 91B30 91B25 PDFBibTeX XMLCite \textit{M. Levy}, Quant. Finance 10, No. 9, 1009--1022 (2010; Zbl 1232.91351) Full Text: DOI
Levy, Moshe Almost stochastic dominance and stocks for the long run. (English) Zbl 1158.91384 Eur. J. Oper. Res. 194, No. 1, 250-257 (2009). MSC: 91B28 90C15 PDFBibTeX XMLCite \textit{M. Levy}, Eur. J. Oper. Res. 194, No. 1, 250--257 (2009; Zbl 1158.91384) Full Text: DOI