Haim Levy

52 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8623-3507

School of Business, The Hebrew University of Jerusalem, Jerusalem 91905, Israel

Publications

• Aging Population, Retirement, and Risk Taking: Reply — Management Science 2020
• Aging Population, Retirement, and Risk Taking — Management Science 2016
• Do Happy People Make Optimistic Investors? — Journal of Financial and Quantitative Analysis 2015
• Sentiment and stock prices: The case of aviation disasters — Journal of Financial Economics 2010
• Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market — Journal of Financial and Quantitative Analysis 2010
• Is There an Intertemporal Relation between Downside Risk and Expected Returns? — Journal of Financial and Quantitative Analysis 2009
• Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs — The Review of Financial Studies 2005
• Prospect Theory and Mean-Variance Analysis — The Review of Financial Studies 2004
• Prospect Theory: Much Ado About Nothing? — Management Science 2002
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance — Management Science 2002
• Experimental test of the prospect theory value function: A stochastic dominance approach — Organizational Behavior and Human Decision Processes 2002
• Regression, Correlation, and the Time Interval: Additive-Multiplicative Framework — Management Science 2001
• Stochastic Dominance and Expected Utility: Survey and Analysis — Management Science 1992
• The Capital Asset Pricing Model with Diverse Holding Periods — Management Science 1992
• Note—The Mean-Coefficient-of-Variation Rule: The Lognormal Case — Management Science 1991
• Market Reaction to Quarterly Earnings' Announcements: A Stochastic Dominance Based Test of Market Efficiency — Management Science 1989
• Experimental tests of the mean-variance model for portfolio selection — Organizational Behavior and Human Decision Processes 1988
• Equilibrium under Uncertain Inflation: A Discrete Time Approach — Journal of Financial and Quantitative Analysis 1987
• Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach—Erratum — The Journal of Finance 1986
• A Parametric Approach to Stochastic Dominance: The Lognormal Case — Management Science 1986
• Mean-Variance Versus Direct Utility Maximization — The Journal of Finance 1984
• Ordering Uncertain Options under Inflation: A Note — The Journal of Finance 1984
• Economic Evaluation of Voting Power of Common Stock — The Journal of Finance 1983
• Stochastic Dominance Rules for Truncated Normal Distributions: A Note — The Journal of Finance 1982
• Stochastic Dominance: A Note — The Journal of Finance 1982
• Optimal Claims in Automobile Insurance — The Review of Economic Studies 1980
• Total Risk, Diversifiable Risk and Nondiversifiable Risk: A Pedagogic Note — Journal of Financial and Quantitative Analysis 1980
• Sampling Errors and Portfolio Efficient Analysis — Journal of Financial and Quantitative Analysis 1980
• The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Israeli Experience — Journal of Financial and Quantitative Analysis 1980
• Sample vs. Population Mean-Variance Efficient Portfolios — Management Science 1980
• Stochastic Dominance With a Riskless Asset: An Imperfect Market — Journal of Financial and Quantitative Analysis 1979
• ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING — The Journal of Finance 1978
• THE DEMAND FOR ASSETS UNDER CONDITIONS OF RISK: REPLY — The Journal of Finance 1977
• Stochastic Dominance with Riskless Assets — Journal of Financial and Quantitative Analysis 1976
• Multi-Period Consumption Decision under Conditions of Uncertainty — Management Science 1976
• PORTFOLIO EFFICIENCY ANALYSIS IN THREE MOMENTS: THE MULTIPERIOD CASE† — The Journal of Finance 1975
• VALUATION, LEVERAGE AND THE COST OF CAPITAL IN THE CASE OF DEPRECIABLE ASSETS: A REPLY — The Journal of Finance 1975
• Reply: “Safety First – An Expected Utility Principle” — Journal of Financial and Quantitative Analysis 1974
• Multi-Period Stochastic Dominance — Management Science 1974
• THE DEMAND FOR ASSETS UNDER CONDITIONS OF RISK — The Journal of Finance 1973
• VALUATION, LEVERAGE, AND THE COST OF CAPITAL IN THE CASE OF DEPRECIABLE ASSETS — The Journal of Finance 1973
• The Investment-Consumption Decision under Capital Rationing: An Efficient Set Analysis — The Review of Economic Studies 1973
• Distribution Moments and Equilibrium: A Comment — Journal of Financial and Quantitative Analysis 1972
• Safety First — An Expected Utility Principle — Journal of Financial and Quantitative Analysis 1972
• Portfolio Performance and the Investment Horizon — Management Science 1972
• TWO-PERIOD PORTFOLIO SELECTION AND INVESTORS' DISCOUNT RATES — The Journal of Finance 1971
• A Note on Portfolio Selection and Investors' Wealth — Journal of Financial and Quantitative Analysis 1971
• Relative Effectiveness of Efficiency Criteria for Portfolio Selection — Journal of Financial and Quantitative Analysis 1970
• ALTERNATIVE EFFICIENCY CRITERIA: AN EMPIRICAL ANALYSIS — The Journal of Finance 1970
• THE RELATIONSHIP OF RULES OF THUMB TO THE INTERNAL RATE OF RETURN: A RESTATEMENT AND GENERALIZATION — The Journal of Finance 1969
• The Efficiency Analysis of Choices Involving Risk — The Review of Economic Studies 1969
• A UTILITY FUNCTION DEPENDING ON THE FIRST THREE MOMENTS — The Journal of Finance 1969