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 0 2 5 90
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 0 1 42 1 4 8 231
Total Working Papers 0 0 1 63 1 6 13 321

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 0 6 12 209
A Negative Equilibrium Interest Rate 0 0 0 0 0 4 5 6
A microscopic model of the stock market: Cycles, booms, and crashes 1 3 5 534 3 12 21 1,115
Almost Stochastic Dominance and stocks for the long run 0 1 1 30 1 5 7 111
An evolutionary explanation for risk aversion 0 1 1 27 2 18 21 137
An evolutionary explanation of the Allais paradox 0 0 0 11 1 13 21 73
An inter-temporal CAPM based on First order Stochastic Dominance 0 0 1 2 0 3 5 20
Are rich people smarter? 0 0 3 187 0 8 20 555
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 0 0 604 2 4 10 2,853
Co-monotonicity: Toward a utility function capturing envy 0 0 0 13 0 5 6 71
Conditions for a CAPM equilibrium with positive prices 0 0 1 43 1 3 6 169
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 0 10 0 4 7 20
Disagreement, Portfolio Optimization, and Excess Volatility 0 0 0 40 0 4 7 106
Does constant asset allocation dominate buy-and-hold? 0 0 0 2 2 2 4 9
Experimental test of the prospect theory value function: A stochastic dominance approach 0 0 0 83 5 12 18 306
Gibrat's Law for (All) Cities: Comment 0 0 0 69 1 7 12 228
Hamilton’s rule in economic decision-making 0 0 0 11 1 8 11 34
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 1 1 1 107 1 4 7 398
Is risk-aversion hereditary? 0 0 0 31 3 10 14 139
Keeping up with the Joneses and optimal diversification 0 0 0 11 0 3 3 155
Loss aversion and the price of risk 0 0 4 73 1 13 20 189
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons 0 0 0 0 0 9 12 13
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 0 14 0 5 12 117
Mean–variance efficient portfolios with many assets: 50% short 0 0 0 1 0 3 4 11
New evidence for the power-law distribution of wealth 0 0 2 61 0 5 10 178
No aspiration to win? An experimental test of the aspiration level model 0 0 1 13 0 6 8 77
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 0 4 5 77
Option Pricing with the Logistic Return Distribution 0 0 1 2 0 2 5 6
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 1 1 14 1 5 8 42
Portfolio selection in a two-regime world 0 0 0 16 0 2 4 60
Probability Dominance 0 0 0 9 2 5 10 59
Projects with no cost of capital 1 1 1 1 1 2 11 11
Prospect Theory: Much Ado About Nothing? 0 0 1 103 2 12 20 349
Prospect theory, constant relative risk aversion, and the investment horizon 0 0 0 2 0 6 7 25
Relative risk aversion must be close to 1 0 0 0 0 2 9 10 10
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 1 2 1 3 4 8
Scale-free human migration and the geography of social networks 0 0 0 11 0 3 7 59
Social phase transitions 0 0 0 104 1 5 7 269
Stock market crashes as social phase transitions 0 0 1 143 0 8 12 398
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 9 0 4 5 48
Stocks versus bonds for the long run when a riskless asset is available 0 0 3 20 4 9 23 67
Testing for risk aversion: a stochastic dominance approach 0 0 0 47 0 4 4 116
The Danger of Assuming Homogeneous Expectations 0 0 0 0 0 5 9 9
The Forbes 400 and the Pareto wealth distribution 0 0 1 144 1 2 6 440
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 14 1 3 7 74
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 0 54 1 5 9 190
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 1 5 6 16
The benefits of differential variance-based constraints in portfolio optimization 0 0 0 36 0 14 20 146
The cost of diversification over time, and a simple way to improve target-date funds 0 0 0 9 0 7 13 57
The cost of uninformed market timing 0 0 1 1 3 10 13 13
The gravitational law of social interaction 0 0 0 9 1 3 6 79
The home bias is here to stay 0 1 1 95 4 9 17 261
The safety first expected utility model: Experimental evidence and economic implications 0 1 3 181 3 13 22 683
The utility of health and wealth 0 0 1 59 0 1 8 220
Total Journal Articles 3 10 41 3,153 53 336 561 11,091
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 1 9 14 83
Mutual Fund Selection 0 0 0 0 0 2 4 6
Total Books 0 0 1 26 1 11 18 89

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 2 10 14
Criteria for Mutual Fund Selection 0 0 0 0 2 4 6 6
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio 0 0 0 0 1 3 9 15
Introduction 0 0 0 0 0 0 1 1
Investment for Intermediate and Long Horizons 0 0 0 0 0 2 4 5
Overweighing Recent Observations: Experimental Results and Economic Implications 0 0 0 0 0 1 5 6
Prospect Theory and Mean-Variance Analysis 1 1 4 12 1 2 9 34
Prospect Theory: Much Ado About Nothing? 0 0 0 10 1 6 9 34
Target Date Funds, and How to Improve Them 0 0 0 0 0 3 3 7
The Role of Luck 0 0 0 1 1 3 3 4
Total Chapters 1 1 4 23 6 26 59 126

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Statistics updated 2026-03-04