Haim Levy

Fordham University — United States

Economics, Econometrics and Finance · Social Sciences

58h-index15.2kcitations351works0.72yr avg
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Research Topics

Financial Markets and Investment Strategies(179), Economic theories and models(82), Decision-Making and Behavioral Economics(61), Risk and Portfolio Optimization(53), Monetary Policy and Economic Impact(48)

Publications351 total

Choices under uncertainty and the investment horizon
Annals of Operations Research·2024· 1 citedOpen Access
The maximum geometric mean criterion: revisiting the Markowitz–Samuelson debate: survey and analysis
Annals of Operations Research·2024· 2 citedOpen Access
The marginal cost of capital: a portfolio theory perspective
European Journal of Finance·2024· 1 cited
To revise or not to revise? This is the question
Annals of Operations Research·2024· 1 citedOpen Access
In a memory of the late Harry Markowitz
Annals of Operations Research·2024Open Access
Mean–Variance Analysis, the Geometric Mean, and Horizon Mismatch
The Journal of Portfolio Management·2024
Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons
Risks·2024· 1 citedOpen Access
Option Pricing with the Logistic Return Distribution
Journal of risk and financial management·2024Open Access
Option Pricing with the Logistic Return Distribution
SSRN Electronic Journal·2024Open Access
Experimental Economics and the Theory of Finance
2022· 1 cited
Stocks, Bonds, and the Investment Horizon
WORLD SCIENTIFIC eBooks·2021· 5 cited
Stocks versus bonds for the long run when a riskless asset is available
Journal of Banking & Finance·2021· 1 cited
Prospect theory, constant relative risk aversion, and the investment horizon
PLoS ONE·2021· 12 citedOpen Access
The cost of diversification over time, and a simple way to improve target-date funds
Journal of Banking & Finance·2020· 13 cited
The Investment Home Bias with Peer Effect
Journal of risk and financial management·2020· 3 citedOpen Access
Aging Population, Retirement, and Risk Taking: Reply
Management Science·2020· 2 cited
The Investment Home Bias with Peer Effect
SSRN Electronic Journal·2020· 1 citedOpen Access
Probability Dominance
The Review of Economics and Statistics·2019· 6 cited
Investment performance and emotions: an international study
Studies in Economics and Finance·2019· 2 citedOpen Access
Stocks versus Bonds and the Investment Horizon
SSRN Electronic Journal·2019· 3 citedOpen Access
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Frequent Co-authors

Yoram Kroll(7), Moshe Levy(5), Giora Hanoch(4), Marshall Sarnat(4), Harry M. Markowitz(2), Moshe Leshno(2), Sorin Solomon(2), Amnon Rapoport(2), Thierry Post(2), Ran Duchin(2), Fred D. Arditti(2), Guy Kaplanski(2), H M Markowtiz(1), David Levhari(1), Michael Keenan(1), Pim van Vliet(1), Zvi Wiener(1), Chris Veld(1), Yulia V. Veld‐Merkoulova(1), Zvi Lerman(1)