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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

The Shapley value of regression portfolios

Shalit, Haim - In: The journal of asset management 21 (2020) 6, pp. 506-512

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The Shapley value decomposition of optimal portfolios

Shalit, Haim - In: Annals of finance 17 (2021) 1, pp. 1-25

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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

Weighted Shapley values of efficient portfolios

Shalit, Haim - 2021

Persistent link: https://www.econbiz.de/10014321396

The nonsense of bitcoin 1n portfolio analysis

Shalit, Haim - 2024

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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

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

Optimizing Marginal Conditional Stochastic Dominance Portfolios

Gertsman, Gleb - 2018

Marginal Conditional Stochastic Dominance (MCSD) states the probabilistic conditions under which, given a specific portfolio, one risky asset is marginally preferred to another by all risk-averse investors. Furthermore, by increasing the share of dominating assets and reducing the share of...

Persistent link: https://www.econbiz.de/10012927858

How does beta explain stochastic dominance efficiency?

Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444

Persistent link: https://www.econbiz.de/10009260269