Guy Kaplanski

Names

Contact

Affiliations

• Bar Ilan University → Graduate School of Business
  • website
  • location: Ramat-Gan, Israel

Research profile

author of:

• Value-at-risk capital requirement regulation, risk taking and asset allocation: a mean-variance analysis
  by Guy Kaplanski & Haim Levy
• Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup
  by Kaplanski, Guy & Levy, Haim
• The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE)
  by Guy Kaplanski & Haim Levy
• Sentiment and stock prices: The case of aviation disasters
  by Kaplanski, Guy & Levy, Haim
• Basel's value-at-risk capital requirement regulation: An efficiency analysis
  by Kaplanski, Guy & Levy, Haim
• The Two-Parameter Long-Horizon Value-at-Risk
  by Guy Kaplanski, Haim Levy
• Traditional beta, downside risk beta and market risk premiums
  by Kaplanski, Guy
• Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
  by Kaplanski, Guy & Levy, Haim
• Real estate prices: An international study of seasonality's sentiment effect
  by Kaplanski, Guy & Levy, Haim
• Do Happy People Make Optimistic Investors?
  by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
• Portfolio selection in a two-regime world
  by Levy, Moshe & Kaplanski, Guy
• Past returns and the perceived Sharpe ratio
  by Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia
• Trading breaks and asymmetric information: The option markets
  by Kaplanski, Guy & Levy, Haim
• Analysts and sentiment: A causality study
  by Kaplanski, Guy & Levy, Haim
• EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME
  by GUY KAPLANSKI & HAIM LEVY
• VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey
  by Kaplanski, Guy & Kroll, Yoram
• Analytical Portfolio Value-at-Risk
  by Kaplanski, Guy
• Envy and Altruism: Contrasting Bivariate and Univariate Prospect Preferences
  by Guy Kaplanski & Haim Levy
• Seasonality in Perceived Risk: A Sentiment Effect
  by Guy Kaplanski & Haim Levy
• Talking Numbers: Technical versus fundamental investment recommendations
  by Avramov, Doron & Kaplanski, Guy & Levy, Haim
• Investment performance and emotions: an international study
  by Guy Kaplanski & Haim Levy