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 1 1 2 21 3 3 5 83
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 0 1 39 1 3 15 209
Total Working Papers 1 1 3 60 4 6 20 292


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 0 76 1 2 4 186
A microscopic model of the stock market: Cycles, booms, and crashes 2 2 9 516 4 7 19 1,059
Almost Stochastic Dominance and stocks for the long run 0 0 0 27 0 0 5 97
An evolutionary explanation for risk aversion 1 2 6 22 1 4 15 95
Are rich people smarter? 1 1 5 177 1 3 8 508
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 1 3 604 2 5 10 2,832
Co-monotonicity: Toward a utility function capturing envy 0 0 0 12 0 0 0 63
Comment on “Aging Population, Retirement, and Risk Taking” 0 0 1 1 0 1 4 15
Conditions for a CAPM equilibrium with positive prices 0 0 0 42 0 1 1 162
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 2 3 0 0 4 6
Disagreement, Portfolio Optimization, and Excess Volatility 0 1 1 40 1 2 2 98
Experimental test of the prospect theory value function: A stochastic dominance approach 1 1 3 83 1 1 7 278
Gibrat's Law for (All) Cities: Comment 0 0 0 67 0 0 4 207
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 0 3 105 0 3 10 384
Is risk-aversion hereditary? 0 0 0 30 0 0 1 121
Keeping up with the Joneses and optimal diversification 0 0 0 11 0 0 1 148
Loss aversion and the price of risk 1 2 5 62 3 4 13 150
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 5 12 1 2 14 89
Mean–variance efficient portfolios with many assets: 50% short 0 0 0 0 1 2 2 5
New evidence for the power-law distribution of wealth 0 0 7 49 0 3 19 144
No aspiration to win? An experimental test of the aspiration level model 0 0 2 11 0 0 7 66
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 0 0 1 72
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 0 0 9 0 1 4 25
Portfolio selection in a two-regime world 0 0 0 13 0 0 1 52
Probability Dominance 1 1 1 7 1 1 9 42
Prospect Theory: Much Ado About Nothing? 0 1 6 98 1 6 26 317
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 0 1 0 0 0 3
Scale-free human migration and the geography of social networks 0 0 2 9 0 0 2 47
Social phase transitions 1 1 4 100 1 1 5 252
Stock market crashes as social phase transitions 0 0 3 140 0 1 6 374
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 6 0 0 6 36
Testing for risk aversion: a stochastic dominance approach 0 0 0 46 0 0 1 108
The Forbes 400 and the Pareto wealth distribution 1 2 5 127 1 3 10 404
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 12 0 1 1 58
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 2 51 0 0 3 170
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 0 0 2 10
The benefits of differential variance-based constraints in portfolio optimization 0 1 2 28 1 2 8 97
The cost of diversification over time, and a simple way to improve target-date funds 0 0 2 4 0 0 13 28
The gravitational law of social interaction 0 0 0 8 0 1 5 64
The home bias is here to stay 0 0 10 82 1 4 22 219
The safety first expected utility model: Experimental evidence and economic implications 2 3 8 166 7 11 28 616
The utility of health and wealth 0 0 0 53 1 1 3 199
Total Journal Articles 11 19 97 2,920 30 73 306 9,906


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 2 4 18 0 5 10 51
Total Books 0 2 4 18 0 5 10 51


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Overweighing Recent Observations: Experimental Results and Economic Implications 0 0 0 0 0 0 0 0
Prospect Theory and Mean-Variance Analysis 0 1 2 4 1 3 6 12
Prospect Theory: Much Ado About Nothing? 0 0 3 6 0 2 5 13
Total Chapters 0 1 5 10 1 5 11 25


Statistics updated 2022-11-05