Moshe Levy
Hebrew University of Jerusalem
H-index: 33
Asia-Israel
Top articles of Moshe Levy
Does constant asset allocation dominate buy-and-hold?
Finance Research Letters
2024/4/1
Moshe Levy
H-Index: 20
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons
Risks
2024/2/29
Moshe Levy
H-Index: 20
Haim Levy
H-Index: 33
Option Pricing with the Logistic Return Distribution
Journal of Risk and Financial Management
2024/2
Haim Levy
H-Index: 33
Moshe Levy
H-Index: 20
Relative Risk Aversion Must be Close to 1
Available at SSRN 4685205
2024
Moshe Levy
H-Index: 20
A unique optimal stock–bond mix for all long-run investors
Annals of Operations Research
2023/12/10
Moshe Levy
H-Index: 20
Practical Applications of The Shrinkage-Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
Practical Applications
2023/11/3
Moshe Levy
H-Index: 20
The Cost of Investment Hubris
Available at SSRN 4342020
2023/9/8
Moshe Levy
H-Index: 20
The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
The Journal of Investing
2023/2/1
Moshe Levy
H-Index: 20
An evolutionary explanation of the Allais paradox
Journal of Evolutionary Economics
2022/11
Moshe Levy
H-Index: 20
Mutual Fund Selection and the Investment Horizon
Available at SSRN 4092004
2022/4/24
Moshe Levy
H-Index: 20
Hamilton’s rule in economic decision-making
Proceedings of the National Academy of Sciences
2022/4/19
Moshe Levy
H-Index: 20
An inter-temporal CAPM based on First order Stochastic Dominance
European Journal of Operational Research
2022/4/16
Moshe Levy
H-Index: 20
Stocks versus bonds for the long run when a riskless asset is available
Journal of Banking & Finance
2021/12/1
Haim Levy
H-Index: 33
Moshe Levy
H-Index: 20
The deadweight loss of active management
Available at SSRN 3947150
2021/10/21
Moshe Levy
H-Index: 20
Prospect theory, constant relative risk aversion, and the investment horizon
PloS one
2021/4/1
Haim Levy
H-Index: 33
Moshe Levy
H-Index: 20
The cost of diversification over time, and a simple way to improve target-date funds
Journal of Banking & Finance
2021/1/1
Haim Levy
H-Index: 33
Moshe Levy
H-Index: 20
Probability dominance
Review of Economics and Statistics
2020/12/1
Haim Levy
H-Index: 33
Moshe Levy
H-Index: 20
Comment on “aging population, retirement, and risk taking”
Management Science
2020/6
Does Our World “weigh” Less Right Now? The Gravitational Pull in a Scientific Collaboration Network is Getting Weaker with Time
2020
Moshe Levy
H-Index: 20
Agent-based computational economics
Complex Social and Behavioral Systems: Game Theory and Agent-Based Models
2020
Moshe Levy
H-Index: 20
Co-Authors
