Moshe Shiki Levy

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Affiliations

• Hebrew University of Jerusalem / Jerusalem School of Business Administration
  • EDIRC entry
  • location:

Research profile

author of:

• Gibrat's Law for (All) Cities: Comment (repec:aea:aecrev:v:99:y:2009:i:4:p:1672-75)
  by Moshe Levy
• Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model (repec:arx:papers:cond-mat/0005416)
  by Sorin Solomon & Moshe Levy
• Projects with no cost of capital (repec:bla:finmgt:v:54:y:2025:i:1:p:177-191)
  by Moshe Levy
• Portfolio Optimization with Many Assets: The Importance of Short-Selling (repec:cdl:anderf:qt41x4t67m)
  by Levy, Moshe & Ritov, Yaacov
• Disagreement, Portfolio Optimization, and Excess Volatility (repec:cup:jfinqa:v:45:y:2010:i:03:p:623-640_00)
  by Duchin, Ran & Levy, Moshe
• Stock market crashes as social phase transitions (repec:eee:dyncon:v:32:y:2008:i:1:p:137-155)
  by Levy, Moshe
• Co-monotonicity: Toward a utility function capturing envy (repec:eee:ecolet:v:114:y:2012:i:1:p:16-19)
  by Levy, Moshe
• A microscopic model of the stock market : Cycles, booms, and crashes (repec:eee:ecolet:v:45:y:1994:i:1:p:103-111)
  by Levy, Moshe & Levy, Haim & Solomon, Sorin
• Testing for risk aversion: a stochastic dominance approach (repec:eee:ecolet:v:71:y:2001:i:2:p:233-240)
  by Levy, Moshe & Levy, Haim
• The Forbes 400 and the Pareto wealth distribution (repec:eee:ecolet:v:90:y:2006:i:2:p:290-295)
  by Klass, Oren S. & Biham, Ofer & Levy, Moshe & Malcai, Ofer & Solomon, Sorin
• Almost Stochastic Dominance and stocks for the long run (repec:eee:ejores:v:194:y:2009:i:1:p:250-257)
  by Levy, Moshe
• The benefits of differential variance-based constraints in portfolio optimization (repec:eee:ejores:v:234:y:2014:i:2:p:372-381)
  by Levy, Haim & Levy, Moshe
• Portfolio selection in a two-regime world (repec:eee:ejores:v:242:y:2015:i:2:p:514-524)
  by Levy, Moshe & Kaplanski, Guy
• Stocks for the log-run and constant relative risk aversion preferences (repec:eee:ejores:v:277:y:2019:i:3:p:1163-1168)
  by Levy, Moshe
• An inter-temporal CAPM based on First order Stochastic Dominance (repec:eee:ejores:v:298:y:2022:i:2:p:734-739)
  by Levy, Moshe
• The cost of uninformed market timing (repec:eee:ejores:v:326:y:2025:i:3:p:724-731)
  by Levy, Moshe
• Does constant asset allocation dominate buy-and-hold? (repec:eee:finlet:v:62:y:2024:i:pb:s154461232400237x)
  by Levy, Moshe
• The cost of diversification over time, and a simple way to improve target-date funds (repec:eee:jbfina:v:122:y:2021:i:c:s0378426620302570)
  by Levy, Haim & Levy, Moshe
• Stocks versus bonds for the long run when a riskless asset is available (repec:eee:jbfina:v:133:y:2021:i:c:s0378426621002314)
  by Levy, Haim & Levy, Moshe
• The safety first expected utility model: Experimental evidence and economic implications (repec:eee:jbfina:v:33:y:2009:i:8:p:1494-1506)
  by Levy, Haim & Levy, Moshe
• The home bias is here to stay (repec:eee:jbfina:v:47:y:2014:i:c:p:29-40)
  by Levy, Haim & Levy, Moshe
• Keeping up with the Joneses and optimal diversification (repec:eee:jbfina:v:58:y:2015:i:c:p:29-38)
  by Levy, Moshe & Levy, Haim
• Social phase transitions (repec:eee:jeborg:v:57:y:2005:i:1:p:71-87)
  by Levy, Moshe
• Are rich people smarter? (repec:eee:jetheo:v:110:y:2003:i:1:p:42-64)
  by Levy, Moshe
• Conditions for a CAPM equilibrium with positive prices (repec:eee:jetheo:v:137:y:2007:i:1:p:404-415)
  by Levy, Moshe
• The utility of health and wealth (repec:eee:jhecon:v:31:y:2012:i:2:p:379-392)
  by Levy, Moshe & Nir, Adi Rizansky
• Experimental test of the prospect theory value function: A stochastic dominance approach (repec:eee:jobhdp:v:89:y:2002:i:2:p:1058-1081)
  by Levy, Haim & Levy, Moshe
• An evolutionary explanation for risk aversion (repec:eee:joepsy:v:46:y:2015:i:c:p:51-61)
  by Levy, Moshe
• Is risk-aversion hereditary? (repec:eee:mateco:v:41:y:2005:i:1-2:p:157-168)
  by Levy, Moshe
• Microscopic Simulation of Financial Markets (repec:eee:monogr:9780124458901)
  by Levy, Haim & Levy, Moshe & Solomon, Sorin
• New evidence for the power-law distribution of wealth (repec:eee:phsmap:v:242:y:1997:i:1:p:90-94)
  by Levy, Moshe & Solomon, Sorin
• Scale-free human migration and the geography of social networks (repec:eee:phsmap:v:389:y:2010:i:21:p:4913-4917)
  by Levy, Moshe
• The gravitational law of social interaction (repec:eee:phsmap:v:393:y:2014:i:c:p:418-426)
  by Levy, Moshe & Goldenberg, Jacob
• Option Pricing with the Logistic Return Distribution (repec:gam:jjrfmx:v:17:y:2024:i:2:p:67-:d:1337024)
  by Haim Levy & Moshe Levy
• Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons (repec:gam:jrisks:v:12:y:2024:i:3:p:44-:d:1348475)
  by Moshe Levy & Haim Levy
• Prospect Theory: Much Ado About Nothing? (repec:inm:ormnsc:v:48:y:2002:i:10:p:1334-1349)
  by Moshe Levy & Haim Levy
• Unknown
• Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights (repec:kap:jrisku:v:25:y:2002:i:3:p:265-90)
  by Levy, Haim & Levy, Moshe
• No aspiration to win? An experimental test of the aspiration level model (repec:kap:jrisku:v:51:y:2015:i:3:p:245-266)
  by Enrico Diecidue & Moshe Levy & Jeroen Ven
• Hamilton’s rule in economic decision-making (repec:nas:journl:v:119:y:2022:p:e2108590119)
  by Moshe Levy & Andrew W. Lo
• (Im)Possible Frontiers: A Comment (repec:now:jnlcfr:104.00000015)
  by Levy, Moshe & Roll, Richard
• The Market Portfolio May Be Mean/Variance Efficient After All (repec:oup:rfinst:v:23:y:2010:i:6:p:2464-2491)
  by Moshe Levy & Richard Roll
• The Pricing of Breakthrough Drugs: Theory and Policy Implications (repec:plo:pone00:0113894)
  by Moshe Levy & Adi Rizansky Nir
• Prospect theory, constant relative risk aversion, and the investment horizon (repec:plo:pone00:0248904)
  by Haim Levy & Moshe Levy
• Relative risk aversion must be close to 1 (repec:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06193-0)
  by Moshe Levy
• Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism (repec:spr:eujhec:v:15:y:2014:i:2:p:143-156)
  by Moshe Levy & Adi Rizansky
• The Forbes 400, the Pareto power-law and efficient markets (repec:spr:eurphb:v:55:y:2007:i:2:p:143-147)
  by O. S. Klass & O. Biham & M. Levy & O. Malcai & S. Solomon
• An evolutionary explanation of the Allais paradox (repec:spr:joevec:v:32:y:2022:i:5:d:10.1007_s00191-022-00783-6)
  by Moshe Levy
• Mutual Fund Selection (repec:spr:sprbok:978-3-031-69758-6)
  by Moshe Levy & Richard Roll
• Overweighing Recent Observations: Experimental Results and Economic Implications (repec:spr:sprchp:978-0-387-24244-6_7)
  by Haim Levy & Moshe Levy
• Introduction (repec:spr:sprchp:978-3-031-69758-6_1)
  by Moshe Levy & Richard Roll
• Criteria for Mutual Fund Selection (repec:spr:sprchp:978-3-031-69758-6_2)
  by Moshe Levy & Richard Roll
• Investment for Intermediate and Long Horizons (repec:spr:sprchp:978-3-031-69758-6_3)
  by Moshe Levy & Richard Roll
• Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio (repec:spr:sprchp:978-3-031-69758-6_4)
  by Moshe Levy & Richard Roll
• Active Versus Passive Investment (repec:spr:sprchp:978-3-031-69758-6_5)
  by Moshe Levy & Richard Roll
• Target Date Funds, and How to Improve Them (repec:spr:sprchp:978-3-031-69758-6_6)
  by Moshe Levy & Richard Roll
• The Role of Luck (repec:spr:sprchp:978-3-031-69758-6_7)
  by Moshe Levy & Richard Roll
• On the Spurious Correlation Between Sample Betas and Mean Returns (repec:taf:apmtfi:v:19:y:2012:i:4:p:341-360)
  by Moshe Levy
• Loss aversion and the price of risk (repec:taf:quantf:v:10:y:2010:i:9:p:1009-1022)
  by M. Levy
• Mean–variance efficient portfolios with many assets: 50% short (repec:taf:quantf:v:11:y:2011:i:10:p:1461-1471)
  by Moshe Levy & Ya'acov Ritov
• The Danger of Assuming Homogeneous Expectations (repec:taf:ufajxx:v:52:y:1996:i:3:p:65-70)
  by Moshe Levy & Haim Levy
• A Negative Equilibrium Interest Rate (repec:taf:ufajxx:v:59:y:2003:i:2:p:97-109)
  by Moshe Levy & Haim Levy & Avi Edry
• Probability Dominance (repec:tpr:restat:v:102:y:2020:i:5:p:1006-1020)
  by Enrico Diecidue & Haim Levy & Moshe Levy
• Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis (repec:tpr:restat:v:85:y:2003:i:3:p:709-725)
  by Moshe Levy & Haim Levy
• Dynamical Explanation For The Emergence Of Power Law In A Stock Market Model (repec:wsi:ijmpcx:v:07:y:1996:i:01:n:s0129183196000077)
  by Moshe Levy & Sorin Solomon & Givat Ram
• Power Laws Are Logarithmic Boltzmann Laws (repec:wsi:ijmpcx:v:07:y:1996:i:04:n:s0129183196000491)
  by Moshe Levy & Sorin Solomon
• Spontaneous Scaling Emergence In Generic Stochastic Systems (repec:wsi:ijmpcx:v:07:y:1996:i:05:n:s0129183196000624)
  by Sorin Solomon & Moshe Levy
• Prospect Theory: Much Ado About Nothing? (repec:wsi:wschap:9789814417358_0007)
  by Moshe Levy & Haim Levy
• Prospect Theory and Mean-Variance Analysis (repec:wsi:wschap:9789814417358_0009)
  by Haim Levy & Moshe Levy