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Hedging with stock index options : a mean-extended Gini approach
Shalit, Haim; Greenberg, Doron - In: Journal of mathematical finance 3 (2013) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
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Portfolio risk management using the Lorenz curve
Shalit, Haim - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 152-159
Persistent link: https://www.econbiz.de/10010366359
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Finding better securities while holding portfolios : is stochastic dominance the answer?
Shalit, Haim - In: The journal of portfolio management : a publication of … 37 (2010/11) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10008737072
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The Shapley value of regression portfolios
Shalit, Haim - In: The journal of asset management 21 (2020) 6, pp. 506-512
Persistent link: https://www.econbiz.de/10012298719
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The Shapley value decomposition of optimal portfolios
Shalit, Haim - In: Annals of finance 17 (2021) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
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Weighted Shapley values of efficient portfolios
Shalit, Haim - In: Risk and decision analysis 9 (2023) 2/4, pp. 31-38
Persistent link: https://www.econbiz.de/10014473391
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Weighted Shapley values of efficient portfolios
Shalit, Haim - 2021
Persistent link: https://www.econbiz.de/10014321396
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The nonsense of bitcoin 1n portfolio analysis
Shalit, Haim - 2024
Persistent link: https://www.econbiz.de/10014486908
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Efficient portfolio selection: application to the Tel Aviv Stock Exchange
Yitzhaki, Shlomo - In: Economic review 58 (1986), pp. 53-67
Persistent link: https://www.econbiz.de/10001017790
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An asset allocation puzzle: comment
Shalit, Haim; Yitzhaki, Shlomo - In: The American economic review 93 (2003) 3, pp. 1002-1008
Persistent link: https://www.econbiz.de/10001779626