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Levy, Moshe

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Author ID: levy.moshe Recent zbMATH articles by "Levy, Moshe"
Published as: Levy, Moshe; Levy, M.; Lévy, M.
Documents Indexed: 29 Publications since 1934

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 118 times in 115 Documents Cited by Year
Prospect theory: much ado about nothing? Zbl 1232.91222
Levy, Moshe; Levy, Haim
32
2002
A microscopic model of the stock market: cycles, booms, and crashes. Zbl 0800.90163
Levy, Moshe; Levy, Haim; Solomon, Sorin
26
1994
The benefits of differential variance-based constraints in portfolio optimization. Zbl 1304.91201
Levy, Haim; Levy, Moshe
12
2014
Almost stochastic dominance and stocks for the long run. Zbl 1158.91384
Levy, Moshe
10
2009
Arrow-Pratt risk aversion, risk premium and decision weights. Zbl 1036.91032
Levy, Haim; Levy, Moshe
7
2002
Conditions for a CAPM equilibrium with positive prices. Zbl 1132.91543
Levy, Moshe
6
2007
Portfolio selection in a two-regime world. Zbl 1341.91126
Levy, Moshe; Kaplanski, Guy
5
2015
Are rich people smarter? Zbl 1042.91055
Levy, Moshe
4
2003
The Forbes 400, the Pareto power-law and efficient markets. Zbl 1189.91122
Klass, O. S.; Biham, O.; Levy, Moshe; Malcai, O.; Solomon, S.
4
2007
Testing for risk aversion: A stochastic dominance approach. Zbl 0981.91048
Levy, Moshe; Levy, Haim
3
2001
Stock market crashes as social phase transitions. Zbl 1181.91265
Levy, Moshe
3
2008
Loss aversion and the price of risk. Zbl 1232.91351
Levy, Moshe
3
2010
Mean–variance efficient portfolios with many assets: 50% short. Zbl 1258.91201
Levy, Moshe; Ritov, Ya’acov
2
2011
Stocks for the log-run and constant relative risk aversion preferences. Zbl 1431.91363
Levy, Moshe
1
2019
Stocks for the log-run and constant relative risk aversion preferences. Zbl 1431.91363
Levy, Moshe
1
2019
Portfolio selection in a two-regime world. Zbl 1341.91126
Levy, Moshe; Kaplanski, Guy
5
2015
The benefits of differential variance-based constraints in portfolio optimization. Zbl 1304.91201
Levy, Haim; Levy, Moshe
12
2014
Mean–variance efficient portfolios with many assets: 50% short. Zbl 1258.91201
Levy, Moshe; Ritov, Ya’acov
2
2011
Loss aversion and the price of risk. Zbl 1232.91351
Levy, Moshe
3
2010
Almost stochastic dominance and stocks for the long run. Zbl 1158.91384
Levy, Moshe
10
2009
Stock market crashes as social phase transitions. Zbl 1181.91265
Levy, Moshe
3
2008
Conditions for a CAPM equilibrium with positive prices. Zbl 1132.91543
Levy, Moshe
6
2007
The Forbes 400, the Pareto power-law and efficient markets. Zbl 1189.91122
Klass, O. S.; Biham, O.; Levy, Moshe; Malcai, O.; Solomon, S.
4
2007
Are rich people smarter? Zbl 1042.91055
Levy, Moshe
4
2003
Prospect theory: much ado about nothing? Zbl 1232.91222
Levy, Moshe; Levy, Haim
32
2002
Arrow-Pratt risk aversion, risk premium and decision weights. Zbl 1036.91032
Levy, Haim; Levy, Moshe
7
2002
Testing for risk aversion: A stochastic dominance approach. Zbl 0981.91048
Levy, Moshe; Levy, Haim
3
2001
A microscopic model of the stock market: cycles, booms, and crashes. Zbl 0800.90163
Levy, Moshe; Levy, Haim; Solomon, Sorin
26
1994
all top 5

Cited by 208 Authors

9 Wong, Wing-Keung
8 Levy, Moshe
5 Toscani, Giuseppe
4 Levy, Haim
3 Basili, Marcello
3 Bodnar, Taras
2 Alfarano, Simone
2 Arvanitis, Stelios
2 Castiglione, Filippo
2 Chateauneuf, Alain
2 Del Vigna, Matteo
2 Dimarco, Giacomo
2 Egozcue, Martin
2 Fabozzi, Frank J.
2 Gualandi, Stefano
2 Guhr, Thomas
2 Huang, Rachel J.
2 Lizyayev, Andrey
2 Lux, Thomas
2 Nwogugu, Michael C. I.
2 Okhrin, Yarema
2 Platanakis, Emmanouil
2 Schäfer, Rudi
2 Schmitt, Thilo A.
2 Shalit, Haim
2 Simaan, Yusif E.
2 Stanley, H. Eugene
2 Topaloglou, Nikolas
2 Tzeng, Larry Yu-Ren
2 Wenzelburger, Jan
1 Abdellaoui, Mohammed Amin
1 Albuquerque, Pedro Henrique Melo
1 Allaj, Erindi
1 Anufriev, Mikhail
1 Bai, Zhi-Dong
1 Benhabib, Jess
1 Bernaschi, Massimo
1 Bezerra, Pedro Correia S.
1 Birnbaum, Michael H.
1 Bisi, Marzia
1 Bisin, Alberto
1 Bjerring, Thomas Trier
1 Bo, Lijun
1 Bosch-Domènech, Antoni
1 Bottazzi, Giulio
1 Brianzoni, Serena
1 Brooks, Peter S.
1 Brown, Nicholas
1 Brugna, Carlo
1 Butler, John C.
1 Cardoso, Ben-Hur Francisco
1 Carmichael, Benoît
1 Chan, Raymond Hon-Fu
1 Chan, Stephen Chi-fai
1 Chen, Xi
1 Chia, Wai-Mun
1 Chiarella, Carl
1 Chu, Jeffrey
1 Cordier, Stéphane
1 Date, Prasanna
1 Davies, Greg B.
1 Davis-Stober, Clintin P.
1 Demichelis, Stefano
1 Denuit, Michel M.
1 Di Pietro, Christian
1 Diacon, Stephen
1 Dieci, Roberto
1 Dombrovskij, V. V.
1 Dupačová, Jitka
1 Dyer, James S.
1 Fan, Zhiping
1 Fontini, Fulvio
1 Friedman, Avner
1 Fuentes García, Luis
1 Gardini, Laura
1 Gonçalves, Sebastián
1 Gopikrishnan, Parameswaran
1 Greco, Salvatore
1 Guo, Xu
1 Han, Xueliang
1 He, Shuhong
1 He, Xuezhong
1 Hommes, Cars H.
1 Hu, Bei
1 Hu, Jianqiang
1 Hu, Jiaqiao
1 Huang, Weihong
1 Hwang, Inchang
1 Iglesias, José Roberto
1 In, Francis Haeuck
1 Ioannides, Yannis M.
1 Jia, Haochen
1 Jia, Jiammin
1 Jin, Zhuo
1 Kamihigashi, Takashi
1 Kapopoulos, Panayotis
1 Kiseleva, Tatiana
1 Koch Medina, Pablo
1 Konno, Tomohiko
1 Kopa, Miloš
...and 108 more Authors
all top 5

Cited in 44 Serials

18 European Journal of Operational Research
9 Journal of Economic Dynamics & Control
8 Quantitative Finance
7 Economics Letters
5 Journal of Risk and Uncertainty
4 Theory and Decision
3 Journal of Statistical Physics
3 Journal of Econometrics
3 Journal of Mathematical Psychology
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
3 Economic Theory
3 International Journal of Theoretical and Applied Finance
3 International Journal of Modern Physics C
3 Computational Management Science
2 Physica A
2 Applied Mathematics and Computation
2 Journal of Mathematical Economics
2 International Journal of Approximate Reasoning
2 Annals of Operations Research
2 Discrete Dynamics in Nature and Society
2 Mathematics and Financial Economics
2 Annals of Finance
1 Archive for Rational Mechanics and Analysis
1 Chaos, Solitons and Fractals
1 Journal of Economic Theory
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Mathematical Social Sciences
1 Operations Research Letters
1 Journal of Economics
1 Automation and Remote Control
1 Communications in Statistics. Theory and Methods
1 Applied Mathematical Finance
1 Mathematical Finance
1 Journal of Combinatorial Optimization
1 Journal of Applied Mathematics and Decision Sciences
1 The Econometrics Journal
1 Macroeconomic Dynamics
1 Communications in Nonlinear Science and Numerical Simulation
1 Decisions in Economics and Finance
1 SIAM Journal on Financial Mathematics
1 Advances in Decision Sciences
1 Decision Analysis
1 Bollettino dell’Unione Matematica Italiana

Citations by Year