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Moshe Levy
Moshe Levy
Verified email at mail.huji.ac.il
Title
Cited by
Cited by
Year
Microscopic simulation of financial markets: from investor behavior to market phenomena
H Levy, M Levy, S Solomon
Elsevier, 2000
5892000
New evidence for the power-law distribution of wealth
M Levy, S Solomon
Physica A: Statistical Mechanics and its Applications 242 (1-2), 90-94, 1997
4211997
Prospect theory: much ado about nothing?
M Levy, H Levy
Management Science 48 (10), 1334-1349, 2002
4022002
Power laws are logarithmic Boltzmann laws
M Levy, S Solomon
International Journal of Modern Physics C 7 (04), 595-601, 1996
3851996
A microscopic model of the stock market: cycles, booms, and crashes
M Levy, H Levy, S Solomon
Economics Letters 45 (1), 103-111, 1994
3431994
Prospect theory and mean-variance analysis
H Levy, M Levy
Review of financial studies 17 (4), 1015-1041, 2004
3122004
The Forbes 400 and the Pareto wealth distribution
OS Klass, O Biham, M Levy, O Malcai, S Solomon
Economics Letters 90 (2), 290-295, 2006
2432006
The gravitational law of social interaction
M Levy, J Goldenberg
Physica A: Statistical Mechanics and its Applications 393, 418-426, 2014
227*2014
Gibrat's law for (all) cities: Comment
M Levy
American Economic Review 99 (4), 1672-1675, 2009
2212009
Microscopic simulation of the stock market: the effect of microscopic diversity
M Levy, H Levy, S Solomon
Journal de Physique I 5 (8), 1087-1107, 1995
1951995
The market portfolio may be mean/variance efficient after all: The market portfolio
M Levy, R Roll
The Review of Financial Studies 23 (6), 2464-2491, 2010
1762010
Spontaneous scaling emergence in generic stochastic systems
S Solomon, M Levy
International Journal of Modern Physics C 7 (05), 745-751, 1996
1241996
Dynamical explanation for the emergence of power law in a stock market model
M Levy, S Solomon, G Ram
International Journal of Modern Physics C 7, 65-72, 1996
1231996
Are rich people smarter?
M Levy
Journal of Economic theory 110 (1), 42-64, 2003
1042003
Experimental test of the prospect theory value function: A stochastic dominance approach
H Levy, M Levy
Organizational Behavior and Human Decision Processes 89 (2), 1058-1081, 2002
912002
Generic emergence of power law distributions and Levy-Stable intermittent fluctuations in discrete logistic systems
O Biham, O Malcai, M Levy, S Solomon
Physical Review E 58 (2), 1352, 1998
841998
The benefits of differential variance-based constraints in portfolio optimization
H Levy, M Levy
European Journal of Operational Research 234 (2), 372-381, 2014
832014
The Forbes 400, the Pareto power-law and efficient markets
OS Klass, O Biham, M Levy, O Malcai, S Solomon
The European Physical Journal B 55, 143-147, 2007
822007
Testing for risk aversion: a stochastic dominance approach
M Levy, H Levy
Economics Letters 71 (2), 233-240, 2001
802001
The home bias is here to stay
H Levy, M Levy
Journal of Banking & Finance 47, 29-40, 2014
792014
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