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Modified degree of operating leverage risk measure

Aharon, David Y.; Kroll, Yoram; Riff, Sivan - In: Finance research letters 51 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014291622

Time diversification and stochastic dominance

Hodges, Charles W.; Levy, Haim; Yoder, James A. - In: Research in finance 21 (2004), pp. 1-15

Persistent link: https://www.econbiz.de/10002976179

A model-independent measure of aggregate idiosyncratic risk

Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896

Persistent link: https://www.econbiz.de/10003776398

Nonlinear mean reversion in stock prices

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782

Persistent link: https://www.econbiz.de/10003702750

TIME DIVERSIFICATION AND STOCHASTIC DOMINANCE

Hodges, Charles W.; Levy, Haim; Yoder, James A. - In: Research in finance : Vol. 21, (pp. 1-15). 2005

We use stochastic dominance to test whether investors should prefer riskier securities as the investment horizon lengthens. Simulated return distributions for stocks, bonds, and U.S. Treasury bills are generated for holding periods of one to 20 years and stochastic dominance tests are run to...

Persistent link: https://www.econbiz.de/10015387350

Is there an intertemporal relation between downside risk and expected returns?

Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909

Persistent link: https://www.econbiz.de/10003901202

Sentiment, irrationality and market efficiency : the case of the 2010 FIFA World Cup

Kaplanski, Guy; Levy, Haim - In: Journal of behavioral and experimental economics 49 (2014), pp. 35-43

Persistent link: https://www.econbiz.de/10010443037

Seasonality in perceived risk : a sentiment effect

Kaplanski, Guy; Levy, Haim - In: The quarterly journal of finance 7 (2017) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011646576

Past returns and the perceived Sharpe ratio

Kaplanski, Guy; Levy, Haim; Veld, Chris H.; Veld- … - In: Journal of economic behavior & organization : JEBO 123 (2016), pp. 149-167

Persistent link: https://www.econbiz.de/10011584254

The cost of diversification over time, and a simple way to improve target-date funds

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 122 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012659656