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On the spurious correlation between sample betas and mean returns

Levy, Moshe - In: Applied mathematical finance 19 (2012) 3/4, pp. 341-360

Persistent link: https://www.econbiz.de/10009710969

Measuring portfolio performance : Sharpe, alpha, or the geometric mean?

Levy, Moshe - In: Journal of investment management : JOIM 15 (2017) 3, pp. 6-22

Persistent link: https://www.econbiz.de/10011914779

It's easy to beat the market

Levy, Moshe - In: Journal of investment management : JOIM 14 (2016) 3, pp. 38-50

Persistent link: https://www.econbiz.de/10011691083

Stocks for the log-run and constant relative risk aversion preferences

Levy, Moshe - In: European journal of operational research : EJOR 277 (2019) 3, pp. 1163-1168

Persistent link: https://www.econbiz.de/10012102249

Comment on "aging population, retirement, and risk taking"

Levy, Moshe - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2787-2791

Persistent link: https://www.econbiz.de/10012254485

Does constant asset allocation dominate buy-and-hold?

Levy, Moshe - In: Finance research letters 62 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014531113

An inter-temporal CAPM based on first order stochastic dominance

Levy, Moshe - In: European journal of operational research : EJOR 298 (2022) 2, pp. 734-739

Persistent link: https://www.econbiz.de/10013206894

Prospect theory and mean-variance analysis

Levy, Haim; Levy, Moshe - In: The review of financial studies 17 (2004) 4, pp. 1015-1041

Persistent link: https://www.econbiz.de/10002396431

The Marginal Cost of Capital : A Portfolio Theory Perspective

Levy, Haim - 2016

Modigliani and Miller's Proposition III asserts that if a firm's projects are all similar, they should all be discounted at the same marginal cost of capital (MCC), which is also the firm's average cost of capital (ACC). However, when a firm expands by accepting a new project, its weight in...

Persistent link: https://www.econbiz.de/10012998225

The Continuous-Time CAPM with Non-Risk-Averse Investors

Levy, Moshe - 2018

The continuous-time CAPM assumes that investors are risk-averse. However, these is a very large body of empirical and experimental evidence documenting that many investors are not globally risk-averse: Prospect Theory and aspiration-level models are two well-known examples of this literature....

Persistent link: https://www.econbiz.de/10012912723