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Stochastic dominance and expected utility : survey and analysis

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Absolute and relative risk aversion : an experimental study

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Option valuation bounds : a comparative analysis

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Investment diversification and investment specialization and the assumed holding period

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Project evaluation, government intervention and the price of foreign exchange

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Stochastic dominance : investment decision making under uncertainty

Levy, Haim - 2016 - Third Edition

This updated 3rd edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality...

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Risk-aversion : mathematical and economic perspectives

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The CAPM is alive and well : a review and synthesis

Levy, Haim - In: European financial management : the journal of the … 16 (2010) 1, pp. 43-71

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Marshall Sarnat, 1929-2006 : orbituary

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