The Hebrew University of Jerusalem, Israel

Email: [email protected]

Qualifications

1969 Ph.D., Hebrew University, Israel

1966 M.Sc., Hebrew University, Israel

1963 B.Sc., Hebrew University, Israel

Publications (Selected)

1. Levy, H. (2024). Choices under uncertainty and the investment horizon. Annals of Operations Research, 1-37.
2. Levy, H. (2024). To revise or not to revise? This is the question. Annals of Operations Research, 1-23.
3. Levy, M., & Levy, H. (2024). Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons. Risks, 12(3), 44.
4. Levy, H. (2022). Experimental economics and the theory of finance. In Encyclopedia of Finance (pp. 849-876). Cham: Springer International Publishing.
5. Levy, H., & Levy, M. (2021). Stocks versus bonds for the long run when a riskless asset is available. Journal of Banking & Finance, 133, 106275.
6. Levy, H., & Levy, M. (2021). Prospect theory, constant relative risk aversion, and the investment horizon. PloS one, 16(4), e0248904.
7. Levy, H., & Levy, M. (2021). The cost of diversification over time, and a simple way to improve target-date funds. Journal of Banking & Finance, 122, 105995.
8. Levy, H. (2020). The investment home bias with peer effect. Journal of Risk and Financial Management, 13(5), 94.
9. Avramov, D., Kaplanski, G., & Levy, H. (2018). Talking Numbers: Technical versus fundamental investment recommendations. Journal of Banking & Finance, 92, 100-114.
10. Guo, X., Levy, H., Lu, R., & Wong, W. K. (2018). Could Omega Ratio Perform Better than Sharpe Ratio?. Available at SSRN 3198033.
11. Levy, H. (2017). Regret theory: State dominance and expected utility. Journal of Mathematical Psychology, 79, 1-12.
12. Levy, H. (2017). What is the economic cost of the investment home bias?. Journal of Money, Credit and Banking, 49(5), 897-929.
13. Levy, H. (2017). Regret theory: State dominance and expected utility. Journal of Mathematical Psychology, 79, 1-12.
14. Levy, H. (2017). Regret theory: State dominance and expected utility. Journal of Mathematical Psychology, 79, 1-12.
15. Levy, H. (2016). Aging population, retirement, and risk taking. Management Science, 62(5), 1415-1430.
16. Kaplanski, G., Levy, H., Veld, C., & Veld-Merkoulova, Y. (2016). Past returns and the perceived Sharpe ratio. Journal of Economic Behavior & Organization, 123, 149-167.
17. Avramov, D., Kaplanski, G., & Levy, H. (2016). Talking numbers: Technical versus fundamental recommendations. Working Paper, The Hebrew University of Jerusalem, Bar-Ilan University, and Fordham University.

Profile Details

https://bschool-en.huji.ac.il/haim-levy

https://scholar.google.com.hk/citations?user=CZck7vcAAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Haim-Levy-3