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 4 8 94
Portfolio Optimization with Many Assets: The Importance of Short-Selling 1 1 2 43 2 4 12 235
Total Working Papers 1 1 2 64 2 8 20 329

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 1 4 15 213
A Negative Equilibrium Interest Rate 0 0 0 0 2 4 8 10
A microscopic model of the stock market: Cycles, booms, and crashes 0 1 6 535 0 6 24 1,121
Almost Stochastic Dominance and stocks for the long run 0 0 1 30 3 5 12 116
An evolutionary explanation for risk aversion 0 0 1 27 2 8 28 145
An evolutionary explanation of the Allais paradox 1 1 1 12 1 5 26 78
An inter-temporal CAPM based on First order Stochastic Dominance 0 0 1 2 1 2 7 22
Are rich people smarter? 0 0 1 187 0 2 14 557
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 0 0 604 1 7 14 2,860
Co-monotonicity: Toward a utility function capturing envy 0 0 0 13 0 5 11 76
Conditions for a CAPM equilibrium with positive prices 0 0 1 43 0 1 7 170
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 0 10 0 3 10 23
Disagreement, Portfolio Optimization, and Excess Volatility 0 0 0 40 0 2 9 108
Does constant asset allocation dominate buy-and-hold? 0 0 0 2 0 3 7 12
Experimental test of the prospect theory value function: A stochastic dominance approach 0 1 1 84 0 1 19 307
Gibrat's Law for (All) Cities: Comment 0 0 0 69 2 9 21 237
Hamilton’s rule in economic decision-making 0 0 0 11 0 4 15 38
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 0 1 107 1 6 13 404
Is risk-aversion hereditary? 0 0 0 31 0 0 14 139
Keeping up with the Joneses and optimal diversification 0 0 0 11 0 3 6 158
Loss aversion and the price of risk 0 0 4 73 0 5 24 194
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons 0 0 0 0 0 2 13 15
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 0 14 0 2 9 119
Mean–variance efficient portfolios with many assets: 50% short 0 0 0 1 0 2 6 13
New evidence for the power-law distribution of wealth 0 0 1 61 2 10 19 188
No aspiration to win? An experimental test of the aspiration level model 0 0 1 13 0 3 11 80
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 0 2 7 79
Option Pricing with the Logistic Return Distribution 0 0 1 2 1 5 10 11
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 1 1 2 15 3 10 17 52
Portfolio selection in a two-regime world 0 0 0 16 1 2 6 62
Probability Dominance 0 0 0 9 1 3 12 62
Projects with no cost of capital 0 0 1 1 1 2 12 13
Prospect Theory: Much Ado About Nothing? 0 0 0 103 1 4 23 353
Prospect theory, constant relative risk aversion, and the investment horizon 0 0 0 2 0 1 8 26
Relative risk aversion must be close to 1 0 0 0 0 0 3 13 13
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 1 2 1 3 7 11
Scale-free human migration and the geography of social networks 0 0 0 11 5 13 20 72
Social phase transitions 0 0 0 104 1 4 11 273
Stock market crashes as social phase transitions 1 1 2 144 2 5 16 403
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 9 1 4 9 52
Stocks versus bonds for the long run when a riskless asset is available 0 1 4 21 3 6 27 73
Testing for risk aversion: a stochastic dominance approach 0 0 0 47 0 1 5 117
The Danger of Assuming Homogeneous Expectations 0 0 0 0 1 5 12 14
The Forbes 400 and the Pareto wealth distribution 0 0 1 144 1 6 12 446
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 14 0 0 7 74
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 0 54 0 9 16 199
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 0 0 5 16
The benefits of differential variance-based constraints in portfolio optimization 0 0 0 36 1 4 22 150
The cost of diversification over time, and a simple way to improve target-date funds 0 1 1 10 0 8 20 65
The cost of uninformed market timing 0 0 1 1 2 5 18 18
The gravitational law of social interaction 0 0 0 9 1 6 11 85
The home bias is here to stay 1 1 2 96 1 4 20 265
The safety first expected utility model: Experimental evidence and economic implications 1 1 4 182 2 8 27 691
The utility of health and wealth 0 0 0 59 1 2 8 222
Total Journal Articles 5 9 45 3,162 47 229 743 11,320
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 0 3 15 86
Mutual Fund Selection 0 0 0 0 1 5 7 11
Total Books 0 0 1 26 1 8 22 97

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 3 3 12 17
Criteria for Mutual Fund Selection 0 0 0 0 0 3 7 9
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio 0 0 0 0 0 7 13 22
Introduction 0 0 0 0 0 3 4 4
Investment for Intermediate and Long Horizons 0 0 0 0 0 1 5 6
Overweighing Recent Observations: Experimental Results and Economic Implications 0 0 0 0 0 1 6 7
Prospect Theory and Mean-Variance Analysis 1 1 5 13 1 7 15 41
Prospect Theory: Much Ado About Nothing? 0 1 1 11 0 6 14 40
Target Date Funds, and How to Improve Them 0 0 0 0 1 7 10 14
The Role of Luck 0 0 0 1 0 4 7 8
Total Chapters 1 2 6 25 5 42 93 168

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Statistics updated 2026-06-04