Yoram Kroll

Ono Academic College — Israel

Economics, Econometrics and Finance · Social Sciences

15h-index1.8kcitations55works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(22), Risk and Portfolio Optimization(12), Insurance and Financial Risk Management(10), Housing Market and Economics(9), Capital Investment and Risk Analysis(9)

Publications55 total

Sortino(γ): A Modified Sortino Ratio With Adjusted Threshold
Journal of Accounting and Finance·2024Open Access
Sortino(γ): A Modified Sortino Ratio with Adjusted Threshold
SSRN Electronic Journal·2024Open Access
Coherent Portfolio Performance Ratios
SSRN Electronic Journal·2024Open Access
Modified degree of operating leverage risk measure
Finance research letters·2022· 2 cited
Coherent portfolio performance ratios
Quantitative Finance·2021· 9 cited
Degree of free cash flow leverage
Review of Accounting and Finance·2019· 6 cited
A simple intuitive NPV-IRR consistent ranking
The Quarterly Review of Economics and Finance·2017· 19 cited
Factors Affecting The Impact of Investors’ Horizon on Asset Allocation Decisions: An Experimental Exploration
WORLD SCIENTIFIC eBooks·2016
Experimental Tests of the Separation Theorem and the Capital Asset Pricing Model
American Economic Review·2016· 219 cited
Motives, expectations and results of the 2000–2009 M&A privatization processes of the industrial activity of Israeli kibbutzim
Journal of Co-operative Organization and Management·2015· 10 cited
Analytical redefinition of DOL and managerial investment decisions
Managerial Finance·2014· 4 cited
Valuation, Downside Risk Measures and Asymmetric Information: A Portfolio Optimization Approach
International Journal of Economics Finance and Management Sciences·2014Open Access
Financial Markets and Terrorism: The Perspective of the Two Sides of the Conflict
Journal of Business Administration Research·2012· 7 citedOpen Access
Optimum pricing of mutual guarantees for credit
Small Business Economics·2012· 6 cited
The Limited Relevance of the Multiple<i>IRR</i>s
The Engineering Economist·2012· 23 cited
Valuation, Downside Risk Measures and Asymmetric Information: A Portfolio Optimization Approach
SSRN Electronic Journal·2012Open Access
Valuation, Downside Risk Measures and Asymmetrical Information: A Portfolio Optimization Approach
SSRN Electronic Journal·2010Open Access
ON THE ATTITUDE TOWARDS INEQUALITY
Research on economic inequality·2004· 10 cited
Inequality Aversion versus Risk Aversion
Economica·2003
VAR risk measures vs traditional risk measures: an analysis and survey
The Journal of Risk·2002· 43 cited
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Frequent Co-authors

Haim Levy(16), Guy Kaplanski(4), Moshe Ben-Horin(4), David Y. Aharon(3), Harry M. Markowitz(2), Amnon Rapoport(2), Yehuda Kahane(2), Leima Davidovitz(2), Andrea Marchioni(2), Sivan Riff(2), Assaf Cohen(2), Haim Kedar‐Levy(2), Éric Briys(1), Moshe Leshno(1), Yishay Spector(1), Liema Davidovitz(1), E Sara(1), Edur Ram(1), Rafi Eldor(1), Shmuel Hauser(1)