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Details about Haim Shalit

E-mail:
Homepage:http://www.bgu.ac.il/~shalit
Phone:+972-8-647-2299
Postal address:Department of Economics Ben Gurion University of the Negev Beer Sheva, Israel
Workplace:Economics Department, Ben Gurion University of the Negev, (more information at EDIRC)

Access statistics for papers by Haim Shalit.

Last updated 2021-03-30. Update your information in the RePEc Author Service.

Short-id: psh55


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Working Papers

2017

  1. THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads View citations (2)
    See also Journal Article in Annals of Finance (2021)

2016

  1. MEAN-EXTENDED GINI PORTFOLIOS: THE ULTIMATE FRONTIER
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads

2014

  1. MEASURING RISK IN ISRAELI MUTUAL FUNDS: CONDITIONAL VALUE-AT-RISK VS. AUMANN-SERRANO RISKINESS INDEX
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads
  2. Optimizing MCSD Portfolios
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads

2010

  1. PORTFOLIO RISK MANAGEMENT USING THE LORENZ CURVE
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads View citations (1)

2009

  1. Hedging with Stock Index Options: A Mean-Extended Gini Approach
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads
  2. USING OLS TO TEST FOR NORMALITY
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads View citations (1)
    See also Journal Article in Statistics & Probability Letters (2012)

2008

  1. How Does Beta Explain Stochastic Dominance Efficiency?
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads
    See also Journal Article in Review of Quantitative Finance and Accounting (2010)

2006

  1. Estimating Stock Market Volatility Using Asymmetric GARCH Models
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads
    See also Journal Article in Applied Financial Economics (2008)

2005

  1. Capital Market Equilibrium: The Mean-Gini Approach
    Working Papers, Ben-Gurion University of the Negev, Department of Economics Downloads

1985

  1. Evaluating the Mean-Gini Approach to Portfolio Selection
    Working Papers, Hebrew University of Jerusalem, Center for Agricultural Economic Research Downloads View citations (1)
  2. Using Wine Quality Differential in Grapes Pricing
    Working Papers, Hebrew University of Jerusalem, Center for Agricultural Economic Research Downloads

1982

  1. Mean-Gini, Portfolio Theory and the Pricing of Risky Assets
    Working Papers, Hebrew University of Jerusalem, Center for Agricultural Economic Research Downloads View citations (1)
    See also Journal Article in Journal of Finance (1984)
  2. Uncertainty, Instability, and the Competitive Firm
    CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics Downloads

Journal Articles

2021

  1. The Shapley value decomposition of optimal portfolios
    Annals of Finance, 2021, 17, (1), 1-25 Downloads
    See also Working Paper (2017)

2020

  1. The Shapley value of regression portfolios
    Journal of Asset Management, 2020, 21, (6), 506-512 Downloads
  2. Using the Shapley value of stocks as systematic risk
    Journal of Risk Finance, 2020, 21, (4), 459-468 Downloads

2018

  1. Mean-Extended Gini Portfolios: A 3D Efficient Frontier
    Computational Economics, 2018, 51, (3), 731-740 Downloads

2013

  1. PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
    International Journal of Theoretical and Applied Finance (IJTAF), 2013, 16, (05), 1-38 Downloads View citations (3)

2012

  1. Using OLS to test for normality
    Statistics & Probability Letters, 2012, 82, (11), 2050-2058 Downloads View citations (4)
    See also Working Paper (2009)

2010

  1. How does beta explain stochastic dominance efficiency?
    Review of Quantitative Finance and Accounting, 2010, 35, (4), 431-444 Downloads View citations (12)
    See also Working Paper (2008)

2009

  1. Capital market equilibrium with heterogeneous investors
    Quantitative Finance, 2009, 9, (6), 757-766 Downloads View citations (4)
  2. Orderings and Probability Functionals Consistent with Preferences
    Applied Mathematical Finance, 2009, 16, (1), 81-102 Downloads View citations (8)

2008

  1. Estimating stock market volatility using asymmetric GARCH models
    Applied Financial Economics, 2008, 18, (15), 1201-1208 Downloads View citations (43)
    See also Working Paper (2006)

2005

  1. THE MEAN‐GINI EFFICIENT PORTFOLIO FRONTIER
    Journal of Financial Research, 2005, 28, (1), 59-75 Downloads View citations (15)

2003

  1. An Asset Allocation Puzzle: Comment
    American Economic Review, 2003, 93, (3), 1002-1008 Downloads View citations (12)

2002

  1. Estimating Beta
    Review of Quantitative Finance and Accounting, 2002, 18, (2), 95-118 Downloads View citations (12)

1999

  1. The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach
    Review of Quantitative Finance and Accounting, 1999, 12, (2), 135-57 Downloads View citations (3)

1995

  1. Mean-Gini analysis of stochastic externalities: The case of groundwater contamination
    Environmental & Resource Economics, 1995, 6, (1), 37-52 Downloads
  2. Mean‐Gini hedging in futures markets
    Journal of Futures Markets, 1995, 15, (6), 617-635 Downloads View citations (11)

1994

  1. Marginal Conditional Stochastic Dominance
    Management Science, 1994, 40, (5), 670-684 Downloads View citations (46)

1993

  1. WINE QUALITY DIFFERENTIALS IN HEDONIC GRAPE PRICING
    Journal of Agricultural Economics, 1993, 44, (2), 311-321 Downloads View citations (37)

1986

  1. Inflation, the level of investment, and interest rates
    European Economic Review, 1986, 30, (6), 1169-1187 Downloads

1985

  1. Calculating the Gini Index of Inequality for Individual Data
    Oxford Bulletin of Economics and Statistics, 1985, 47, (2), 185-89 View citations (10)
  2. Estimating the Market for Tomatoes
    American Journal of Agricultural Economics, 1985, 67, (3), 573-582 Downloads View citations (10)

1984

  1. Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies
    European Review of Agricultural Economics, 1984, 11, (1), 1-16 View citations (3)
  2. FARMLAND PRICE BEHAVIOR AND CREDIT ALLOCATION
    Western Journal of Agricultural Economics, 1984, 09, (2), 11 Downloads View citations (3)
  3. Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets
    Journal of Finance, 1984, 39, (5), 1449-68 Downloads View citations (44)
    See also Working Paper (1982)

1983

  1. On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil
    Journal of Environmental Economics and Management, 1983, 10, (1), 86-100 Downloads View citations (45)

1982

  1. Farmland Accumulation and Prices
    American Journal of Agricultural Economics, 1982, 64, (4), 710-719 Downloads View citations (16)

1981

  1. Producer Welfare and the Preference for Price Stability
    American Journal of Agricultural Economics, 1981, 63, (1), 157-160 Downloads View citations (3)

1980

  1. Consumer's Surplus, Price Instability, and Consumer Welfare
    Econometrica, 1980, 48, (1), 135-52 Downloads View citations (73)
  2. The democratic provision of public and private goods from exhaustible resources
    Journal of Environmental Economics and Management, 1980, 7, (2), 81-89 Downloads
 
Page updated 2021-05-12