Levy Haim

Haim Levy

Information about the author Haim Levy will soon be added to the site.
Found 10 papers in total
The coupon effect on term premiums
The coupon effect on term premiums
1989
Monthly holding period returns for U.S. Treasury bills and notes of identical maturity...
Testing the predictive power of ex-post efficient portfolios
Testing the predictive power of ex-post efficient portfolios
1988
Tested here is the hypothesis that portfolios selected from among ex‐post...
Economically relevant preferences for all observed epsilon
Economically relevant preferences for all observed epsilon
2010
The common investment decision rules, Markowitz's Mean-Variance (MV) rule and the...
Stochastic dominance and medical decision making
Stochastic dominance and medical decision making
2004
Stochastic Dominance (SD) criteria are decision making tools which allow us to choose...
Regression, correlation, and the time interval: Additive–multiplicative framework
Regression, correlation, and the time interval: Additive–multiplicative framework
2001
When two random variables are both additive or multiplicative, the effect of the way...
Prospect theory: Much ado about nothing?
Prospect theory: Much ado about nothing?
2002
Prospect theory is a paradigm challenging the expected utility paradigm. One of the...
Preferred by ‘all’ and preferred by ‘most’ decision makers: Almost stochastic dominance
Preferred by ‘all’ and preferred by ‘most’ decision makers: Almost stochastic dominance
2002
While ‘most’ decision makers may prefer one uncertain prospect over...
The capital asset pricing model with diverse holding periods
The capital asset pricing model with diverse holding periods
1992
Assuming that assets are traded in discrete time and that risk averse investors differ...
The mean-coefficient-of-variation rule: The lognormal case
The mean-coefficient-of-variation rule: The lognormal case
1991
The mean-variance (M-V) rule may lead to paradoxical results which may be resolved by...
Market reaction to quarterly earnings’ announcements: A Stochastic Dominance based test of market efficiency
Market reaction to quarterly earnings’ announcements: A Stochastic Dominance based test of market efficiency
1989
The use of the CAPM in empirical research is subject to some criticism. In light of...
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