Details about Haim Shalit

Access statistics for papers by Haim Shalit.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: psh55

Working Papers

2022

1. WEIGHTED SHAPLEY VALUES OF EFFICIENT PORTFOLIOS
   Working Papers, Ben-Gurion University of the Negev, Department of Economics

2017

2. THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (3)
   See also Journal Article The Shapley value decomposition of optimal portfolios, Annals of Finance, Springer (2021) View citations (5) (2021)

2016

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

2014

4. 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
5. Optimizing MCSD Portfolios
   Working Papers, Ben-Gurion University of the Negev, Department of Economics

2010

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

2009

7. Hedging with Stock Index Options: A Mean-Extended Gini Approach
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
8. USING OLS TO TEST FOR NORMALITY
   Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (1)
   See also Journal Article Using OLS to test for normality, Statistics & Probability Letters, Elsevier (2012) View citations (6) (2012)

2008

9. How Does Beta Explain Stochastic Dominance Efficiency?
   Working Papers, Ben-Gurion University of the Negev, Department of Economics
   See also Journal Article How does beta explain stochastic dominance efficiency?, Review of Quantitative Finance and Accounting, Springer (2010) View citations (15) (2010)

2006

10. Estimating Stock Market Volatility Using Asymmetric GARCH Models
    Working Papers, Ben-Gurion University of the Negev, Department of Economics View citations (1)

2005

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

1985

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

1982

14. Mean-Gini, Portfolio Theory and the Pricing of Risky Assets
    Working Papers, Hebrew University of Jerusalem, Center for Agricultural Economic Research View citations (1)
    See also Journal Article Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets, Journal of Finance, American Finance Association (1984) View citations (60) (1984)
15. Uncertainty, Instability, and the Competitive Firm
    CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics

Journal Articles

2021

1. The Shapley value decomposition of optimal portfolios
   Annals of Finance, 2021, 17, (1), 1-25 View citations (5)
   See also Working Paper THE SHAPLEY VALUE DECOMPOSITION OF OPTIMAL PORTFOLIOS, Working Papers (2017) View citations (3) (2017)

2020

2. The Shapley value of regression portfolios
   Journal of Asset Management, 2020, 21, (6), 506-512 View citations (2)
3. Using the Shapley value of stocks as systematic risk
   Journal of Risk Finance, 2020, 21, (4), 459-468 View citations (3)

2018

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

2013

5. PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
   International Journal of Theoretical and Applied Finance (IJTAF), 2013, 16, (05), 1-38 View citations (10)

2012

6. Using OLS to test for normality
   Statistics & Probability Letters, 2012, 82, (11), 2050-2058 View citations (6)
   See also Working Paper USING OLS TO TEST FOR NORMALITY, Working Papers (2009) View citations (1) (2009)

2010

7. How does beta explain stochastic dominance efficiency?
   Review of Quantitative Finance and Accounting, 2010, 35, (4), 431-444 View citations (15)
   See also Working Paper How Does Beta Explain Stochastic Dominance Efficiency?, Working Papers (2008) (2008)

2009

8. Capital market equilibrium with heterogeneous investors
   Quantitative Finance, 2009, 9, (6), 757-766 View citations (7)
9. Orderings and Probability Functionals Consistent with Preferences
   Applied Mathematical Finance, 2009, 16, (1), 81-102 View citations (9)

2005

10. THE MEAN‐GINI EFFICIENT PORTFOLIO FRONTIER
    Journal of Financial Research, 2005, 28, (1), 59-75 View citations (22)

2003

11. An Asset Allocation Puzzle: Comment
    American Economic Review, 2003, 93, (3), 1002-1008 View citations (20)

2002

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

1999

13. 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 View citations (5)

1995

14. Mean-Gini analysis of stochastic externalities: The case of groundwater contamination
    Environmental & Resource Economics, 1995, 6, (1), 37-52
15. Mean‐Gini hedging in futures markets
    Journal of Futures Markets, 1995, 15, (6), 617-635 View citations (10)

1993

16. WINE QUALITY DIFFERENTIALS IN HEDONIC GRAPE PRICING
    Journal of Agricultural Economics, 1993, 44, (2), 311-321 View citations (48)

1986

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

1985

18. Calculating the Gini Index of Inequality for Individual Data
    Oxford Bulletin of Economics and Statistics, 1985, 47, (2), 185-89 View citations (10)
19. Estimating the Market for Tomatoes
    American Journal of Agricultural Economics, 1985, 67, (3), 573-582 View citations (11)

1984

20. 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)
21. FARMLAND PRICE BEHAVIOR AND CREDIT ALLOCATION
    Western Journal of Agricultural Economics, 1984, 09, (2), 11 View citations (5)
22. Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets
    Journal of Finance, 1984, 39, (5), 1449-68 View citations (60)
    See also Working Paper Mean-Gini, Portfolio Theory and the Pricing of Risky Assets, Working Papers (1982) View citations (1) (1982)

1983

23. 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 View citations (50)

1982

24. Farmland Accumulation and Prices
    American Journal of Agricultural Economics, 1982, 64, (4), 710-719 View citations (27)

1981

25. Producer Welfare and the Preference for Price Stability
    American Journal of Agricultural Economics, 1981, 63, (1), 157-160 View citations (10)

1980

26. Consumer's Surplus, Price Instability, and Consumer Welfare
    Econometrica, 1980, 48, (1), 135-52 View citations (82)
27. The democratic provision of public and private goods from exhaustible resources
    Journal of Environmental Economics and Management, 1980, 7, (2), 81-89