Researcher interests: Microscopic simulation of financial markets. Wealth inequality: talent or luck? Wealth distribution and the distribution of stock returns. Social phase transitions. Multiple equilibria in the capital asset pricing model (CAPM). The evolutionary basis of decision-making.
Contact Business Development: Anna Pellivert

Selected Publications

stocks for the log run and constant relative risk aversion preferences (2019)| European Journal of Operational Research| Read more
comment on aging population retirement and risk taking (2018)| Management Science| Read more
Moshe Levy, Richard Roll
generalized performance measures optimal overweighing of fees relative to sample returns (2018)| The Journal of Portfolio Management| Read more
haim levy, Moshe Levy
prospect theory and the investment horizon (2017)| Social Science Research Network| Read more
Moshe Levy, Richard Roll
generalized portfolio performance measures optimal overweighting of fees relative to sample returns (2017)| | Read more
90 cents of every pay for performance dollar are paid for luck (2016)| | Read more
Moshe Levy, Richard Roll
seeking alpha it s a bad guideline for portfolio optimization (2016)| The Journal of Portfolio Management| Read more
it s easy to beat the market (2016)| | Read more
haim levy, Moshe Levy
the marginal cost of capital a portfolio theory perspective (2016)| | Read more
haim levy, Moshe Levy
keeping up with the joneses and optimal diversification ()| Journal of Banking and Finance| Read more

Contact for more information:

Anna Pellivert
Manager BD
+972-2-6586697
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