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 1 22 1 2 10 96
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 1 1 43 0 2 10 235
Total Working Papers 1 2 2 65 1 4 20 331

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 1 15 213
A Negative Equilibrium Interest Rate 0 0 0 0 2 4 10 12
A microscopic model of the stock market: Cycles, booms, and crashes 1 2 8 537 3 4 27 1,125
Almost Stochastic Dominance and stocks for the long run 0 0 1 30 0 3 12 116
An evolutionary explanation for risk aversion 0 0 1 27 2 4 30 147
An evolutionary explanation of the Allais paradox 0 1 1 12 0 2 27 79
An inter-temporal CAPM based on First order Stochastic Dominance 0 0 0 2 0 1 6 22
Are rich people smarter? 0 0 1 187 1 1 15 558
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 0 0 604 1 2 14 2,861
Co-monotonicity: Toward a utility function capturing envy 0 0 0 13 1 2 13 78
Conditions for a CAPM equilibrium with positive prices 0 0 0 43 0 0 5 170
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 0 10 0 0 10 23
Disagreement, Portfolio Optimization, and Excess Volatility 0 1 1 41 0 2 9 110
Does constant asset allocation dominate buy-and-hold? 0 0 0 2 0 0 7 12
Experimental test of the prospect theory value function: A stochastic dominance approach 0 0 1 84 3 3 22 310
Gibrat's Law for (All) Cities: Comment 0 0 0 69 0 3 21 238
Hamilton’s rule in economic decision-making 0 0 0 11 1 1 16 39
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 0 1 107 3 8 20 411
Is risk-aversion hereditary? 0 0 0 31 1 1 14 140
Keeping up with the Joneses and optimal diversification 0 0 0 11 2 3 9 161
Loss aversion and the price of risk 0 0 3 73 3 3 26 197
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons 0 0 0 0 0 0 13 15
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 0 14 0 0 9 119
Mean–variance efficient portfolios with many assets: 50% short 1 1 1 2 1 1 7 14
New evidence for the power-law distribution of wealth 0 0 0 61 1 6 22 192
No aspiration to win? An experimental test of the aspiration level model 0 0 1 13 0 0 10 80
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 0 0 6 79
Option Pricing with the Logistic Return Distribution 0 0 1 2 1 2 11 12
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 1 2 15 0 4 18 53
Portfolio selection in a two-regime world 0 0 0 16 0 1 4 62
Probability Dominance 0 0 0 9 0 1 9 62
Projects with no cost of capital 0 1 2 2 0 2 12 14
Prospect Theory: Much Ado About Nothing? 0 0 0 103 0 3 25 355
Prospect theory, constant relative risk aversion, and the investment horizon 0 0 0 2 0 1 9 27
Relative risk aversion must be close to 1 0 0 0 0 1 1 14 14
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 1 2 0 2 8 12
Scale-free human migration and the geography of social networks 0 0 0 11 1 6 21 73
Social phase transitions 0 0 0 104 0 1 11 273
Stock market crashes as social phase transitions 0 1 2 144 0 3 16 404
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 9 0 1 9 52
Stocks versus bonds for the long run when a riskless asset is available 0 0 4 21 1 4 27 74
Testing for risk aversion: a stochastic dominance approach 0 0 0 47 0 0 5 117
The Danger of Assuming Homogeneous Expectations 0 0 0 0 2 3 13 16
The Forbes 400 and the Pareto wealth distribution 0 0 0 144 1 4 14 449
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 14 2 3 10 77
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 0 54 0 0 15 199
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 1 1 6 17
The benefits of differential variance-based constraints in portfolio optimization 0 0 0 36 1 3 23 152
The cost of diversification over time, and a simple way to improve target-date funds 0 0 1 10 0 4 24 69
The cost of uninformed market timing 0 0 1 1 0 2 18 18
The gravitational law of social interaction 0 0 0 9 0 1 10 85
The home bias is here to stay 0 3 4 98 2 6 23 270
The safety first expected utility model: Experimental evidence and economic implications 0 1 4 182 1 4 26 693
The utility of health and wealth 0 0 0 59 0 1 7 222
Total Journal Articles 2 12 47 3,169 39 119 783 11,392
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 0 15 86
Mutual Fund Selection 0 0 0 0 0 1 7 11
Total Books 0 0 1 26 0 1 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 0 3 8 17
Criteria for Mutual Fund Selection 0 0 0 0 0 0 7 9
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio 0 0 0 0 0 0 12 22
Introduction 0 0 0 0 0 0 3 4
Investment for Intermediate and Long Horizons 0 0 0 0 0 0 4 6
Overweighing Recent Observations: Experimental Results and Economic Implications 0 0 0 0 0 0 4 7
Prospect Theory and Mean-Variance Analysis 0 1 5 13 1 2 14 42
Prospect Theory: Much Ado About Nothing? 0 0 1 11 0 0 13 40
Target Date Funds, and How to Improve Them 0 0 0 0 0 1 10 14
The Role of Luck 0 0 0 1 1 2 9 10
Total Chapters 0 1 6 25 2 8 84 171

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Statistics updated 2026-08-07