フォロー
Haim Levy
タイトル
引用先
引用先
International diversification of investment portfolios
H Levy, M Sarnat
The American Economic Review 60 (4), 668-675, 1970
21561970
The efficiency analysis of choices involving risk
G Hanoch, H Levy
The Review of Economic Studies 36 (3), 335-346, 1969
19701969
Stochastic dominance: Investment decision making under uncertainty
H Levy
Springer, 2015
13492015
Approximating expected utility by a function of mean and variance
H Levy, HM Markowitz
The American Economic Review 69 (3), 308-317, 1979
13041979
Capital investment and financial decisions
H Levy, M Sarnat
Pearson Education, 1994
1265*1994
Stochastic dominance and expected utility: Survey and analysis
H Levy
Management science 38 (4), 555-593, 1992
11671992
Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio
H Levy
The American Economic Review 68 (4), 643-658, 1978
8411978
Mean‐variance versus direct utility maximization
Y Kroll, H Levy, HM Markowitz
The Journal of Finance 39 (1), 47-61, 1984
7901984
Sentiment and stock prices: The case of aviation disasters
G Kaplanski, H Levy
Journal of financial economics 95 (2), 174-201, 2010
7332010
Microscopic simulation of financial markets: from investor behavior to market phenomena
H Levy, M Levy, S Solomon
Elsevier, 2000
5912000
Diversification, portfolio analysis and the uneasy case for conglomerate mergers
H Levy, M Sarnat
The journal of finance 25 (4), 795-802, 1970
5841970
Portfolio and investment selection: Theory and practice
H Levy, M Sarnat
Prentice Hall, 1984
4681984
Prospect theory: much ado about nothing?
M Levy, H Levy
Management Science 48 (10), 1334-1349, 2002
4042002
Preferred by “all” and preferred by “most” decision makers: Almost stochastic dominance
M Leshno, H Levy
Management Science 48 (8), 1074-1085, 2002
3742002
Economic evaluation of voting power of common stock
H Levy
The Journal of Finance 38 (1), 79-93, 1983
3561983
A microscopic model of the stock market: cycles, booms, and crashes
M Levy, H Levy, S Solomon
Economics Letters 45 (1), 103-111, 1994
3431994
Is there an intertemporal relation between downside risk and expected returns?
TG Bali, KO Demirtas, H Levy
Journal of financial and quantitative analysis 44 (4), 883-909, 2009
3382009
The capital asset pricing model and the investment horizon
D Levhari, H Levy
The Review of Economics and Statistics, 92-104, 1977
3351977
Prospect theory and mean-variance analysis
H Levy, M Levy
Review of financial studies 17 (4), 1015-1041, 2004
3132004
Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case
FD Arditti, H Levy
The Journal of Finance 30 (3), 797-809, 1975
2951975
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