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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of investment management : JOIM"
~person:"Levy, Moshe"
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Portfolio selection
8
Portfolio-Management
8
CAPM
3
Investment Fund
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3
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2
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2
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Levy, Moshe
Liesiö, Juuso
11
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11
Salo, Ahti A.
9
Lo, Andrew W.
7
Steuer, Ralph E.
7
Li, Duan
6
Menchero, Jose
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4
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4
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4
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4
Lioui, Abraham
4
Markowitz, Harry
4
Muralidhar, Arun S.
4
Palczewski, Jan
4
Schmid, Wolfgang
4
Tone, Kaoru
4
Ventura, José A.
4
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4
Zopounidis, Constantin
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3
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3
Das, Sanjiv R.
3
Fukuyama, Hirofumi
3
Gao, Jianjun
3
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3
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3
Ilmanen, Antti
3
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3
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European journal of operational research : EJOR
Journal of investment management : JOIM
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of portfolio management : a publication of Institutional Investor
2
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
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1
Measuring portfolio
performance
: Sharpe, alpha, or the geometric mean?
Levy, Moshe
- In:
Journal of investment management : JOIM
15
(
2017
)
3
,
pp. 6-22
Persistent link: https://www.econbiz.de/10011914779
Saved in:
2
Exponential glide paths
Levy, Moshe
;
Levy, Haim
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10013173469
Saved in:
3
An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
Saved in:
4
It's easy to beat the market
Levy, Moshe
- In:
Journal of investment management : JOIM
14
(
2016
)
3
,
pp. 38-50
Persistent link: https://www.econbiz.de/10011691083
Saved in:
5
Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
Saved in:
6
Portfolio selection in a two-regime world
Levy, Moshe
;
Kaplanski, Guy
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 514-524
Persistent link: https://www.econbiz.de/10010491664
Saved in:
7
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim
;
Levy, Moshe
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Saved in:
8
For better
performance
: constrain portfolio weights differentially and globally
Levy, Haim
;
Levy, Moshe
- In:
Journal of investment management : JOIM
12
(
2014
)
4
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011634687
Saved in:
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