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 1 19 0 0 3 74
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 3 8 35 6 24 43 172
Total Working Papers 0 3 9 54 6 24 46 246


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 2 2 4 67 2 3 17 166
A microscopic model of the stock market: Cycles, booms, and crashes 0 2 17 489 2 6 37 1,009
Almost Stochastic Dominance and stocks for the long run 0 0 0 27 0 0 1 89
An evolutionary explanation for risk aversion 0 0 2 14 0 1 11 71
Are rich people smarter? 0 1 5 167 0 6 18 490
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 3 6 7 600 5 12 17 2,774
Co-monotonicity: Toward a utility function capturing envy 0 0 1 11 0 1 4 60
Conditions for a CAPM equilibrium with positive prices 0 0 0 41 0 0 1 157
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL 0 0 1 1 0 0 2 2
Disagreement, Portfolio Optimization, and Excess Volatility 0 0 0 39 0 0 0 93
Experimental test of the prospect theory value function: A stochastic dominance approach 1 1 4 78 2 4 9 257
Gibrat's Law for (All) Cities: Comment 0 0 2 66 0 2 9 197
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 0 3 100 0 3 12 364
Is risk-aversion hereditary? 0 0 0 29 1 2 3 118
Keeping up with the Joneses and optimal diversification 0 0 3 11 2 3 18 142
Loss aversion and the price of risk 0 0 0 56 0 1 6 130
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 1 7 0 4 14 67
Mean–variance efficient portfolios with many assets: 50% short 0 0 0 0 0 0 0 2
New evidence for the power-law distribution of wealth 0 1 8 34 1 7 24 107
No aspiration to win? An experimental test of the aspiration level model 0 0 1 9 1 2 7 56
On the Spurious Correlation Between Sample Betas and Mean Returns 0 0 0 8 0 0 1 69
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 0 1 6 0 0 4 13
Portfolio selection in a two-regime world 0 0 0 13 0 1 4 46
Prospect Theory: Much Ado About Nothing? 1 3 10 74 6 17 43 229
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 1 1 1 0 1 2 3
Scale-free human migration and the geography of social networks 0 0 0 5 1 2 6 41
Social phase transitions 0 0 2 96 0 0 4 244
Stock market crashes as social phase transitions 1 1 3 134 1 2 9 361
Stocks for the log-run and constant relative risk aversion preferences 0 0 2 4 0 2 9 18
Testing for risk aversion: a stochastic dominance approach 0 0 0 46 1 1 2 106
The Forbes 400 and the Pareto wealth distribution 5 7 20 110 7 11 37 368
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 11 2 5 9 53
The Market Portfolio May Be Mean/Variance Efficient After All 0 0 3 47 0 2 10 144
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 2 2 1 1 6 6
The benefits of differential variance-based constraints in portfolio optimization 0 4 9 24 2 9 19 81
The gravitational law of social interaction 0 0 3 7 0 0 6 56
The home bias is here to stay 3 4 11 67 4 8 29 186
The safety first expected utility model: Experimental evidence and economic implications 1 3 10 155 2 9 31 578
The utility of health and wealth 1 2 5 52 2 6 15 191
Total Journal Articles 18 38 141 2,708 45 134 456 9,144


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 1 3 8 0 1 8 30
Total Books 0 1 3 8 0 1 8 30


Statistics updated 2021-01-03