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Further Tests of the Separation Theorem and the Capital Asset Pricing Model.

Kroll, Yoram; Levy, Haim - In: American Economic Review 82 (1992) 3, pp. 664-70

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005573249

A Model of the Parallel Team Strategy in Product Development.

Arditti, Fred D; Levy, Haim - In: American Economic Review 70 (1980) 5, pp. 1089-97

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005820324

International Diversification of Investment Portfolios.

Levy, Haim; Sarnat, Marshall - In: American Economic Review 60 (1970) 4, pp. 668-75

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005758915

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio.

Levy, Haim - In: American Economic Review 68 (1978) 4, pp. 643-58

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005820631

The Rationale of the Mean-Standard Deviation Analysis: Comment.

Levy, Haim - In: American Economic Review 64 (1974) 3, pp. 434-41

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005821229

Two-Moment Decision Models and Expected Utility Maximization: Comment.

Levy, Haim - In: American Economic Review 79 (1989) 3, pp. 597-600

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005563820

Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case.

Levy, Haim - In: American Economic Review 63 (1973) 5, pp. 986-94

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005241067

Experimental Tests of the Separation Theorem and the Capital Asset Pricing Model.

Kroll, Yoram; Levy, Haim; Rapoport, Amnon - In: American Economic Review 78 (1988) 3, pp. 500-519

A computer-controlled portfolio selection task with three risky assets and either with or without a riskless asset was devised to test experimentally assumptions underlying the separation theorem and the capital asset pricing model. Two differently paid groups of subjects completed individually...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005571128