Haim Shalit

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Affiliations

• Ben Gurion University of the Negev / Economics Department
  • EDIRC entry
  • location:

Research profile

author of:

• An Asset Allocation Puzzle: Comment (RePEc:aea:aecrev:v:93:y:2003:i:3:p:1002-1008)
  by Haim Shalit & Shlomo Yitzhaki
• Mean-Gini, Portfolio Theory and the Pricing of Risky Assets (RePEc:ags:huaewp:232569)
  by Shalit, Haim & Yitzhaki, Shlomo
• Evaluating the Mean-Gini Approach to Portfolio Selection (RePEc:ags:huaewp:232632)
  by Shalit, Haim & Yitzhaki, Shlomo
• Using Wine Quality Differential in Grapes Pricing (RePEc:ags:huaewp:232640)
  by Golan, Amos & Shalit, Haim
• Uncertainty, Instability, and the Competitive Firm (RePEc:ags:ucbecw:198260)
  by Shalit, Haim & Schmitz, Andrew & Zilberman, David
• Farmland Price Behavior And Credit Allocation (RePEc:ags:wjagec:32131)
  by Shalit, Haim & Schmitz, Andrew
• Capital Market Equilibrium: The Mean-Gini Approach (RePEc:bgu:wpaper:0522)
  by Haim Shalit & Shlomo Yitzhaki
• Estimating Stock Market Volatility Using Asymmetric GARCH Models (RePEc:bgu:wpaper:0610)
  by Dima Alberg & Haim Shalit & Rami Yosef
• How Does Beta Explain Stochastic Dominance Efficiency? (RePEc:bgu:wpaper:0813)
  by Haim Shalit & Shlomo Yitzhaki
• Hedging with Stock Index Options: A Mean-Extended Gini Approach (RePEc:bgu:wpaper:0911)
  by Haim Shalit & Doron Greenberg
• Using Ols To Test For Normality (RePEc:bgu:wpaper:0912)
  by Haim Shalit
• Portfolio Risk Management Using The Lorenz Curve (RePEc:bgu:wpaper:1011)
  by Haim Shalit
• Measuring Risk In Israeli Mutual Funds: Conditional Value-At-Risk Vs. Aumann-Serrano Riskiness Index (RePEc:bgu:wpaper:1409)
  by Haim Shalit
• Optimizing MCSD Portfolios (RePEc:bgu:wpaper:1410)
  by Gleb Gersman & Haim Shalit
• Mean-Extended Gini Portfolios: The Ultimate Frontier (RePEc:bgu:wpaper:1603)
  by Haim Shalit & Frank Hespeler
• The Shapley Value Decomposition Of Optimal Portfolios (RePEc:bgu:wpaper:1701)
  by Haim Shalit
• Weighted Shapley Values Of Efficient Portfolios (RePEc:bgu:wpaper:2201)
  by Haim Shalit
• Wine Quality Differentials In Hedonic Grape Pricing (RePEc:bla:jageco:v:44:y:1993:i:2:p:311-321)
  by A. Golan & H. Shalit
• Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets (RePEc:bla:jfinan:v:39:y:1984:i:5:p:1449-68)
  by Shalit, Haim & Yitzhaki, Shlomo
• The Mean‐Gini Efficient Portfolio Frontier (RePEc:bla:jfnres:v:28:y:2005:i:1:p:59-75)
  by Haim Shalit & Shlomo Yitzhaki
• Calculating the Gini Index of Inequality for Individual Data (RePEc:bla:obuest:v:47:y:1985:i:2:p:185-89)
  by Shalit, Haim
• Consumer's Surplus, Price Instability, and Consumer Welfare (RePEc:ecm:emetrp:v:48:y:1980:i:1:p:135-52)
  by Turnovsky, Stephen J & Shalit, Haim & Schmitz, Andrew
• Inflation, the level of investment, and interest rates (RePEc:eee:eecrev:v:30:y:1986:i:6:p:1169-1187)
  by Plessner, Yakir & Shalit, Haim
• On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil (RePEc:eee:jeeman:v:10:y:1983:i:1:p:86-100)
  by Regev, Uri & Shalit, Haim & Gutierrez, A. P.
• The democratic provision of public and private goods from exhaustible resources (RePEc:eee:jeeman:v:7:y:1980:i:2:p:81-89)
  by Shalit, Haim
• Using OLS to test for normality (RePEc:eee:stapro:v:82:y:2012:i:11:p:2050-2058)
  by Shalit, Haim
• Using the Shapley value of stocks as systematic risk (RePEc:eme:jrfpps:jrf-08-2019-0149)
  by Haim Shalit
• The Shapley value decomposition of optimal portfolios (RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00380-2)
  by Haim Shalit
• Mean-Extended Gini Portfolios: A 3D Efficient Frontier (RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9636-6)
  by Frank Hespeler & Haim Shalit
• Mean-Gini analysis of stochastic externalities: The case of groundwater contamination (RePEc:kap:enreec:v:6:y:1995:i:1:p:37-52)
  by Haim Shalit
• The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach (RePEc:kap:rqfnac:v:12:y:1999:i:2:p:135-57)
  by Gregory-Allen, Russell B & Shalit, Haim
• Estimating Beta (RePEc:kap:rqfnac:v:18:y:2002:i:2:p:95-118)
  by Shalit, Haim & Yitzhaki, Shlomo
• How does beta explain stochastic dominance efficiency? (RePEc:kap:rqfnac:v:35:y:2010:i:4:p:431-444)
  by Haim Shalit & Shlomo Yitzhaki
• Producer Welfare and the Preference for Price Stability (RePEc:oup:ajagec:v:63:y:1981:i:1:p:157-160.)
  by Andrew Schmitz & Haim Shalit & Stephen J. Turnovsky
• Farmland Accumulation and Prices (RePEc:oup:ajagec:v:64:y:1982:i:4:p:710-719.)
  by Haim Shalit & Andrew Schmitz
• Estimating the Market for Tomatoes (RePEc:oup:ajagec:v:67:y:1985:i:3:p:573-582.)
  by Rafi Melnick & Haim Shalit
• Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies (RePEc:oup:erevae:v:11:y:1984:i:1:p:1-16)
  by Shalit, Haim
• The Shapley value of regression portfolios (RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00175-0)
  by Haim Shalit
• Orderings and Probability Functionals Consistent with Preferences (RePEc:taf:apmtfi:v:16:y:2009:i:1:p:81-102)
  by Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi
• Capital market equilibrium with heterogeneous investors (RePEc:taf:quantf:v:9:y:2009:i:6:p:757-766)
  by Haim Shalit & Shlomo Yitzhaki
• Mean‐Gini hedging in futures markets (RePEc:wly:jfutmk:v:15:y:1995:i:6:p:617-635)
  by Haim Shalit
• Portfolio Selection Problems Consistent With Given Preference Orderings (RePEc:wsi:ijtafx:v:16:y:2013:i:05:n:s0219024913500295)
  by Sergio Ortobelli Lozza & Haim Shalit & Frank J. Fabozzi