Access Statistics for Moshe Shiki Levy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model 0 0 0 21 2 4 8 94
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 0 1 42 2 3 10 233
Total Working Papers 0 0 1 63 4 7 18 327

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Im)Possible Frontiers: A Comment 0 0 5 81 3 3 14 212
A Negative Equilibrium Interest Rate 0 0 0 0 2 2 6 8
A microscopic model of the stock market: Cycles, booms, and crashes 1 2 6 535 3 9 24 1,121
Almost Stochastic Dominance and stocks for the long run 0 0 1 30 1 3 9 113
An evolutionary explanation for risk aversion 0 0 1 27 2 8 26 143
An evolutionary explanation of the Allais paradox 0 0 0 11 2 5 25 77
An inter-temporal CAPM based on First order Stochastic Dominance 0 0 1 2 1 1 6 21
Are rich people smarter? 0 0 1 187 2 2 19 557
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 0 0 604 1 8 13 2,859
Co-monotonicity: Toward a utility function capturing envy 0 0 0 13 4 5 11 76
Conditions for a CAPM equilibrium with positive prices 0 0 1 43 1 2 7 170
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 0 10 3 3 10 23
Disagreement, Portfolio Optimization, and Excess Volatility 0 0 0 40 2 2 9 108
Does constant asset allocation dominate buy-and-hold? 0 0 0 2 1 5 7 12
Experimental test of the prospect theory value function: A stochastic dominance approach 0 1 1 84 0 6 19 307
Gibrat's Law for (All) Cities: Comment 0 0 0 69 3 8 19 235
Hamilton’s rule in economic decision-making 0 0 0 11 3 5 15 38
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 1 1 107 4 6 12 403
Is risk-aversion hereditary? 0 0 0 31 0 3 14 139
Keeping up with the Joneses and optimal diversification 0 0 0 11 3 3 6 158
Loss aversion and the price of risk 0 0 4 73 5 6 24 194
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons 0 0 0 0 1 2 14 15
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 0 14 0 2 12 119
Mean–variance efficient portfolios with many assets: 50% short 0 0 0 1 2 2 6 13
New evidence for the power-law distribution of wealth 0 0 2 61 3 8 18 186
No aspiration to win? An experimental test of the aspiration level model 0 0 1 13 2 3 11 80
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 1 2 7 79
Option Pricing with the Logistic Return Distribution 0 0 1 2 2 4 9 10
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 0 1 14 6 8 14 49
Portfolio selection in a two-regime world 0 0 0 16 1 1 5 61
Probability Dominance 0 0 0 9 1 4 11 61
Projects with no cost of capital 0 1 1 1 1 2 12 12
Prospect Theory: Much Ado About Nothing? 0 0 0 103 3 5 22 352
Prospect theory, constant relative risk aversion, and the investment horizon 0 0 0 2 1 1 8 26
Relative risk aversion must be close to 1 0 0 0 0 2 5 13 13
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 1 2 1 3 6 10
Scale-free human migration and the geography of social networks 0 0 0 11 7 8 15 67
Social phase transitions 0 0 0 104 3 4 10 272
Stock market crashes as social phase transitions 0 0 1 143 2 3 14 401
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 9 2 3 8 51
Stocks versus bonds for the long run when a riskless asset is available 1 1 4 21 3 7 25 70
Testing for risk aversion: a stochastic dominance approach 0 0 0 47 1 1 5 117
The Danger of Assuming Homogeneous Expectations 0 0 0 0 1 4 12 13
The Forbes 400 and the Pareto wealth distribution 0 0 1 144 4 6 11 445
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 14 0 1 7 74
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 0 54 3 10 16 199
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 0 1 5 16
The benefits of differential variance-based constraints in portfolio optimization 0 0 0 36 2 3 22 149
The cost of diversification over time, and a simple way to improve target-date funds 1 1 1 10 7 8 20 65
The cost of uninformed market timing 0 0 1 1 0 6 16 16
The gravitational law of social interaction 0 0 0 9 3 6 10 84
The home bias is here to stay 0 0 1 95 2 7 20 264
The safety first expected utility model: Experimental evidence and economic implications 0 0 3 181 4 9 26 689
The utility of health and wealth 0 0 1 59 1 1 8 221
Total Journal Articles 3 7 42 3,157 118 235 713 11,273
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Microscopic Simulation of Financial Markets 0 0 1 26 2 4 15 86
Mutual Fund Selection 0 0 0 0 3 4 6 10
Total Books 0 0 1 26 5 8 21 96

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Active Versus Passive Investment 0 0 0 0 0 0 9 14
Criteria for Mutual Fund Selection 0 0 0 0 3 5 7 9
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio 0 0 0 0 6 8 15 22
Introduction 0 0 0 0 2 3 4 4
Investment for Intermediate and Long Horizons 0 0 0 0 1 1 5 6
Overweighing Recent Observations: Experimental Results and Economic Implications 0 0 0 0 1 1 6 7
Prospect Theory and Mean-Variance Analysis 0 1 4 12 6 7 14 40
Prospect Theory: Much Ado About Nothing? 1 1 1 11 6 7 14 40
Target Date Funds, and How to Improve Them 0 0 0 0 4 6 9 13
The Role of Luck 0 0 0 1 2 5 7 8
Total Chapters 1 2 5 24 31 43 90 163

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Statistics updated 2026-05-06