Moshe Levy
Hebrew University of Jerusalem
H-index: 33
Asia-Israel
Top articles of Moshe Levy
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Does constant asset allocation dominate buy-and-hold? | Finance Research Letters | Moshe Levy | 2024/4/1 |
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons | Risks | Moshe Levy Haim Levy | 2024/2/29 |
Option Pricing with the Logistic Return Distribution | Journal of Risk and Financial Management | Haim Levy Moshe Levy | 2024/2 |
Relative Risk Aversion Must be Close to 1 | Available at SSRN 4685205 | Moshe Levy | 2024 |
A unique optimal stock–bond mix for all long-run investors | Annals of Operations Research | Moshe Levy | 2023/12/10 |
Practical Applications of The Shrinkage-Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection | Practical Applications | Moshe Levy Richard Roll | 2023/11/3 |
The Cost of Investment Hubris | Available at SSRN 4342020 | Moshe Levy | 2023/9/8 |
The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection | The Journal of Investing | Moshe Levy Richard Roll | 2023/2/1 |
Hamilton’s rule in economic decision-making | Proceedings of the National Academy of Sciences | Moshe Levy Andrew W Lo | 2022/4/19 |
An inter-temporal CAPM based on First order Stochastic Dominance | European Journal of Operational Research | Moshe Levy | 2022/4/16 |
An evolutionary explanation of the Allais paradox | Journal of Evolutionary Economics | Moshe Levy | 2022/11 |
Mutual Fund Selection and the Investment Horizon | Available at SSRN 4092004 | Moshe Levy | 2022/4/24 |
The cost of diversification over time, and a simple way to improve target-date funds | Journal of Banking & Finance | Haim Levy Moshe Levy | 2021/1/1 |
Stocks versus bonds for the long run when a riskless asset is available | Journal of Banking & Finance | Haim Levy Moshe Levy | 2021/12/1 |
The deadweight loss of active management | Available at SSRN 3947150 | Moshe Levy | 2021/10/21 |
Prospect theory, constant relative risk aversion, and the investment horizon | PloS one | Haim Levy Moshe Levy | 2021/4/1 |
Probability dominance | Review of Economics and Statistics | Enrico Diecidue Haim Levy Moshe Levy | 2020/12/1 |
Comment on “aging population, retirement, and risk taking” | Management Science | Rachel J Huang Larry Y Tzeng Jr-Yan Wang Lin Zhao | 2020/6 |
Does Our World “weigh” Less Right Now? The Gravitational Pull in a Scientific Collaboration Network is Getting Weaker with Time | Guy Kelman Moshe Levy Eran Manes | 2020 | |
Agent-based computational economics | Complex Social and Behavioral Systems: Game Theory and Agent-Based Models | Moshe Levy | 2020 |
Co-Authors
