International diversification of investment portfolios H Levy, M Sarnat The American Economic Review 60 (4), 668-675, 1970 | 2164 | 1970 |
The efficiency analysis of choices involving risk G Hanoch, H Levy The Review of Economic Studies 36 (3), 335-346, 1969 | 1986 | 1969 |
Stochastic dominance: Investment decision making under uncertainty H Levy Springer, 2015 | 1365 | 2015 |
Approximating expected utility by a function of mean and variance H Levy, HM Markowitz The American Economic Review 69 (3), 308-317, 1979 | 1322 | 1979 |
Capital investment and financial decisions H Levy, M Sarnat Pearson Education, 1994 | 1287* | 1994 |
Stochastic dominance and expected utility: Survey and analysis H Levy Management science 38 (4), 555-593, 1992 | 1175 | 1992 |
Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio H Levy The American Economic Review 68 (4), 643-658, 1978 | 853 | 1978 |
Mean‐variance versus direct utility maximization Y Kroll, H Levy, HM Markowitz The Journal of Finance 39 (1), 47-61, 1984 | 801 | 1984 |
Sentiment and stock prices: The case of aviation disasters G Kaplanski, H Levy Journal of financial economics 95 (2), 174-201, 2010 | 745 | 2010 |
Microscopic simulation of financial markets: from investor behavior to market phenomena H Levy, M Levy, S Solomon Elsevier, 2000 | 594 | 2000 |
Diversification, portfolio analysis and the uneasy case for conglomerate mergers H Levy, M Sarnat The journal of finance 25 (4), 795-802, 1970 | 586 | 1970 |
Portfolio and investment selection: Theory and practice H Levy, M Sarnat Prentice Hall, 1984 | 461 | 1984 |
Prospect theory: much ado about nothing? M Levy, H Levy Management Science 48 (10), 1334-1349, 2002 | 409 | 2002 |
Preferred by “all” and preferred by “most” decision makers: Almost stochastic dominance M Leshno, H Levy Management Science 48 (8), 1074-1085, 2002 | 375 | 2002 |
Economic evaluation of voting power of common stock H Levy The Journal of Finance 38 (1), 79-93, 1983 | 351 | 1983 |
A microscopic model of the stock market: cycles, booms, and crashes M Levy, H Levy, S Solomon Economics Letters 45 (1), 103-111, 1994 | 347 | 1994 |
Is there an intertemporal relation between downside risk and expected returns? TG Bali, KO Demirtas, H Levy Journal of financial and quantitative analysis 44 (4), 883-909, 2009 | 340 | 2009 |
The capital asset pricing model and the investment horizon D Levhari, H Levy The Review of Economics and Statistics, 92-104, 1977 | 335 | 1977 |
Prospect theory and mean-variance analysis H Levy, M Levy Review of financial studies 17 (4), 1015-1041, 2004 | 323 | 2004 |
Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case FD Arditti, H Levy The Journal of Finance 30 (3), 797-809, 1975 | 294 | 1975 |