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Value-at-risk capital requirement regulation, risk taking and asset allocation : a mean–variance analysis

Kaplanski, Guy; Levy, Haim - In: The European journal of finance 21 (2015) 1/3, pp. 215-241

Persistent link: https://www.econbiz.de/10010519956

Capital investment and financial decisions

Levy, Haim - 1986 - 3. ed.

Persistent link: https://www.econbiz.de/10013474668

Stochastic dominance : investment decision making under uncertainity

Levy, Haim - 1998

Persistent link: https://www.econbiz.de/10000666592

Experimental tests of the separation theorem and the capital asset pricing model

Kroll, Yoram - In: The American economic review 78 (1988) 3, pp. 500-519

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The safety first expected utility model : experimental evidence and economic implications

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506

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Does risk seeking drive asset prices?

Post, Thierry; Levy, Haim - 2002

We investigate whether risk seeking or non-concave utility functions can help to explain the cross-sectional pattern0 of stock returns. For this purpose, we analyze the stochastic dominance efficiency classification of the value-weighted market portfolio relative to benchmark portfolios based on...

Persistent link: https://www.econbiz.de/10011326942