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 2 2 23 2 4 12 98
Portfolio Optimization with Many Assets: The Importance of Short-Selling 0 0 1 43 0 0 8 235
Total Working Papers 1 2 3 66 2 4 20 333

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 4 81 0 0 14 213
A Negative Equilibrium Interest Rate 0 0 0 0 1 3 11 13
A microscopic model of the stock market: Cycles, booms, and crashes 1 3 9 538 1 5 27 1,126
Almost Stochastic Dominance and stocks for the long run 0 0 1 30 0 0 12 116
An evolutionary explanation for risk aversion 0 0 1 27 1 3 31 148
An evolutionary explanation of the Allais paradox 0 0 1 12 0 1 24 79
An inter-temporal CAPM based on First order Stochastic Dominance 0 0 0 2 0 0 6 22
Are rich people smarter? 0 0 1 187 0 1 15 558
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights 0 0 0 604 0 1 14 2,861
Co-monotonicity: Toward a utility function capturing envy 0 0 0 13 1 3 14 79
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 1 1 10 24
Disagreement, Portfolio Optimization, and Excess Volatility 0 1 1 41 1 3 10 111
Does constant asset allocation dominate buy-and-hold? 0 0 0 2 1 1 8 13
Experimental test of the prospect theory value function: A stochastic dominance approach 0 0 1 84 4 7 26 314
Gibrat's Law for (All) Cities: Comment 1 1 1 70 3 4 24 241
Hamilton’s rule in economic decision-making 0 0 0 11 0 1 16 39
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis 0 0 1 107 1 8 21 412
Is risk-aversion hereditary? 0 0 0 31 0 1 14 140
Keeping up with the Joneses and optimal diversification 0 0 0 11 0 3 9 161
Loss aversion and the price of risk 0 0 1 73 0 3 24 197
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons 0 0 0 0 1 1 14 16
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism 0 0 0 14 0 0 8 119
Mean–variance efficient portfolios with many assets: 50% short 0 1 1 2 0 1 7 14
New evidence for the power-law distribution of wealth 0 0 0 61 0 4 22 192
No aspiration to win? An experimental test of the aspiration level model 0 0 0 13 0 0 9 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 0 2 1 2 11 13
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS 0 0 2 15 0 1 18 53
Portfolio selection in a two-regime world 1 1 1 17 1 1 5 63
Probability Dominance 0 0 0 9 0 0 9 62
Projects with no cost of capital 0 1 2 2 0 1 12 14
Prospect Theory: Much Ado About Nothing? 1 1 1 104 1 3 25 356
Prospect theory, constant relative risk aversion, and the investment horizon 0 0 0 2 5 6 14 32
Relative risk aversion must be close to 1 0 0 0 0 0 1 14 14
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS 0 0 1 2 0 1 8 12
Scale-free human migration and the geography of social networks 0 0 0 11 0 1 21 73
Social phase transitions 0 0 0 104 0 0 11 273
Stock market crashes as social phase transitions 0 0 2 144 0 1 16 404
Stocks for the log-run and constant relative risk aversion preferences 0 0 0 9 1 1 10 53
Stocks versus bonds for the long run when a riskless asset is available 0 0 3 21 2 3 27 76
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 0 2 13 16
The Forbes 400 and the Pareto wealth distribution 0 0 0 144 0 3 13 449
The Forbes 400, the Pareto power-law and efficient markets 0 0 0 14 0 3 10 77
The Market Portfolio May Be Mean/Variance Efficient After All 1 1 1 55 1 1 15 200
The Pricing of Breakthrough Drugs: Theory and Policy Implications 0 0 0 2 0 1 6 17
The benefits of differential variance-based constraints in portfolio optimization 0 0 0 36 0 2 22 152
The cost of diversification over time, and a simple way to improve target-date funds 0 0 1 10 0 4 23 69
The cost of uninformed market timing 0 0 1 1 22 22 39 40
The gravitational law of social interaction 0 0 0 9 0 0 10 85
The home bias is here to stay 0 2 4 98 0 5 23 270
The safety first expected utility model: Experimental evidence and economic implications 0 0 4 182 2 4 28 695
The utility of health and wealth 0 0 0 59 0 0 7 222
Total Journal Articles 5 12 46 3,174 52 124 816 11,444
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 1 1 8 12
Total Books 0 0 1 26 1 1 23 98

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 0 6 17
Criteria for Mutual Fund Selection 0 0 0 0 1 1 8 10
Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio 0 0 0 0 1 1 13 23
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 0 4 13 0 1 13 42
Prospect Theory: Much Ado About Nothing? 0 0 1 11 2 2 14 42
Target Date Funds, and How to Improve Them 0 0 0 0 1 1 11 15
The Role of Luck 0 0 0 1 0 2 9 10
Total Chapters 0 0 5 25 5 8 85 176

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Statistics updated 2026-09-10