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The Demand for Assets Under Conditions of Risk

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  • Levy, Haim

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  • Levy, Haim, 1973. "The Demand for Assets Under Conditions of Risk," Journal of Finance, American Finance Association, vol. 28(1), pages 79-96, March.
    • Handle: RePEc:bla:jfinan:v:28:y:1973:i:1:p:79-96
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    Cited by:

    1. Samson Edo, 2018. "Private capital inflows and stock market interface in sub-Saharan Africa," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 65(4), pages 507-538, December.
    2. Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021. "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, vol. 299(1), pages 81-99, April.
    3. Levy, Haim & Schwarz, Gideon, 1997. "Correlation and the time interval over which the variables are measured," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 341-350.
    4. Marco Taboga, 2022. "Cross-country differences in the size of venture capital financing rounds: a machine learning approach," Empirical Economics, Springer, vol. 62(3), pages 991-1012, March.
    5. Jean-Michel Courtault, 1992. "Les effets de substitution et de richesse de la théorie du portefeuille : une mise au point," Revue Économique, Programme National Persée, vol. 43(6), pages 983-1006.
    6. Haim Levy, 1996. "Investment diversification and investment specialization and the assumed holding period," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(2), pages 117-134.
    7. Levy, Moshe & Ritov, Yaacov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management qt41x4t67m, Anderson Graduate School of Management, UCLA.
    8. Wagener, Andreas, 2003. "Comparative statics under uncertainty: The case of mean-variance preferences," European Journal of Operational Research, Elsevier, vol. 151(1), pages 224-232, November.
    9. Manuel Tarrazo, 2022. "Roy’s (1952) Revisited in Today’s Investing Contexts," Accounting and Finance Research, Sciedu Press, vol. 11(3), pages 1-14, August.
    10. Eichner, Thomas, 2011. "Portfolio selection and duality under mean variance preferences," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 146-152, January.

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