Citations of
Haim Shalit

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Articles

1. Dima Alberg & Haim Shalit & Rami Yosef, 2008. "Estimating stock market volatility using asymmetric GARCH models," Applied Financial Economics, Taylor and Francis Journals, vol. 18(15), pages 1201-1208. [Downloadable!] (restricted)

   Cited by:

   1. Dongming Zhu & John Galbraith, 2009. "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers 2009s-24, CIRANO. [Downloadable!]
      Other versions:
      • John Galbraith & Dongming Zhu, 2009. "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers 2009-01, McGill University, Department of Economics. [Downloadable!]
   2. Dongming Zhu & John Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO. [Downloadable!]
      Other versions:
      • John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics. [Downloadable!]

2. Haim Shalit & Shlomo Yitzhaki, 2005. "The Mean-Gini Efficient Portfolio Frontier," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 28(1), pages 59-75. [Downloadable!] (restricted)

   Cited by:

   1. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316. [Downloadable!]

3. Haim Shalit & Shlomo Yitzhaki, 2003. "An Asset Allocation Puzzle: Comment," American Economic Review, American Economic Association, vol. 93(3), pages 1002-1008, June. [Downloadable!]

   Cited by:

   1. Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE. [Downloadable!]
   2. K. Victor Chow, Bih-Shuang Huang, Ou Hu, 2007. "Marginal Conditional Stochastic Dominance Between Value and Growth," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 4(1), pages 1-34, June. [Downloadable!]

4. Shalit, Haim & Yitzhaki, Shlomo, 2002. " Estimating Beta," Review of Quantitative Finance and Accounting, Springer, vol. 18(2), pages 95-118, March. [Downloadable!] (restricted)

   Cited by:

   1. Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School. [Downloadable!]
   2. E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," Journal of Economic Inequality, Springer, vol. 1(2), pages 129-146, August. [Downloadable!] (restricted)

5. Gregory-Allen, Russell B & Shalit, Haim, 1999. " The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach," Review of Quantitative Finance and Accounting, Springer, vol. 12(2), pages 135-57, March. [Downloadable!] (restricted)

   Cited by:

   1. Shlomo Yitzhaki & Edna Schechtman, 2005. "The properties of the extended Gini measures of variability and inequality," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 401-433. [Downloadable!]
   2. E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," Journal of Economic Inequality, Springer, vol. 1(2), pages 129-146, August. [Downloadable!] (restricted)

6. A. Golan & H. Shalit, 1993. "Wine Quality Differentials In Hedonic Grape Pricing," Journal of Agricultural Economics, Blackwell Publishing, vol. 44(2), pages 311-321. [Downloadable!] (restricted)

   Cited by:

   1. James J. Fogarty, 2002. "Why is Expert Opinion on Wine Valueless?," Economics Discussion / Working Papers 02-17, The University of Western Australia, Department of Economics. [Downloadable!]
   2. Anderson, Kym & Wood, Danielle, 2005. "What Determines the Future Value of an Icon Wine? New Evidence from Australia," CEPR Discussion Papers 5044, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   3. Fleischer, Aliza & Tchetchik, Anat, 2002. "Is agriculture an important componenet of rural tourism?," ERSA conference papers ersa02p065, European Regional Science Association. [Downloadable!]
   4. Steiner, Bodo, 2002. "The Valuation Of Labelling Attributes In A Wine Market," 2002 Annual meeting, July 28-31, Long Beach, CA 19718, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   5. Oczkowski, Edward, 1994. "A Hedonic Price Function For Australian Premium Table Wine," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 38(01), April. [Downloadable!]
   6. Karipidis, Philippos I. & Galanopoulos, Konstantinos, 2000. "Food Market Value Analysis: Product Quality Improvement, Product Origin Protection and Timing Decisions in Apple Market," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 1(1), January. [Downloadable!]
   7. Schamel, Guenter, 2002. "California Wine Winners: A Hedonic Analysis Of Regional And Winery Reputation Indicators," 2002 Annual meeting, July 28-31, Long Beach, CA 19864, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   8. Angelo Zago, 2005. "Tecnhnology estimation for quality pricing in supply-chain relationships," Working Papers 27, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
   9. Sanja Lutzeyer, 2008. "Estimating Hedonic Prices for Stellenbosch wine," Working Papers 15/2008, Stellenbosch University, Department of Economics. [Downloadable!]

7. Shalit, Haim, 1985. "Calculating the Gini Index of Inequality for Individual Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(2), pages 185-89, May.

   Cited by:

   1. David E. A. Giles, 2002. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Econometrics Working Papers 0202, Department of Economics, University of Victoria. [Downloadable!]
      Other versions:
      • David E. A. Giles, 2004. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 425-433, 07. [Downloadable!] (restricted)
   2. Kwang Soo Cheong, 1999. "Economic Crisis and Income Inequality in Korea," Working Papers 199906, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
   3. Kuan Xu, 2003. "How Has the Literature on Gini's Index Evolved in the Past 80 Years?," Department of Economics at Dalhousie University working papers archive howgini, Dalhousie, Department of Economics. [Downloadable!]
   4. Kevin Sylwester, 2003. "Changes in income inequality and the black market premium," Applied Economics, Taylor and Francis Journals, vol. 35(4), pages 403-413, January. [Downloadable!] (restricted)

8. Shalit, Haim & Yitzhaki, Shlomo, 1984. " Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets," Journal of Finance, American Finance Association, vol. 39(5), pages 1449-68, December. [Downloadable!] (restricted)

   Cited by:

   1. Haim Shalit, 1995. "Mean-Gini analysis of stochastic externalities: The case of groundwater contamination," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 6(1), pages 37-52, July. [Downloadable!] (restricted)
   2. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316. [Downloadable!]
   3. Bokusheva, Raushan & Breustedt, Gunnar & Heidelbach, Olaf, 2006. "Measurement and Comparison of Risk Reduction by Means of Farm Yield, Area Yield, and Weather Index Crop Insurance Schemes - The Case of Kazakhstani Wheat Farms," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25523, International Association of Agricultural Economists. [Downloadable!]
   4. Kuan Xu, 2003. "How Has the Literature on Gini's Index Evolved in the Past 80 Years?," Department of Economics at Dalhousie University working papers archive howgini, Dalhousie, Department of Economics. [Downloadable!]
   5. Manuel Trajtenberg & Shlomo Yitzhaki, 1982. "The Diffusion of Innovations: A Methodological Reappraisal," NBER Working Papers 1008, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Trajtenberg, Manuel & Yitzhaki, Shlomo, 1989. "The Diffusion of Innovations: A Methodological Reappraisal," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 35-47, January.
   6. Sergio Ortobelli Lozza, 2001. "The classification of parametric choices under uncertainty: analysis of the portfolio choice problem," Theory and Decision, Springer, vol. 51(2), pages 297-328, December. [Downloadable!] (restricted)

9. Regev, Uri & Shalit, Haim & Gutierrez, A. P., 1983. "On the optimal allocation of pesticides with increasing resistance: The case of alfalfa weevil," Journal of Environmental Economics and Management, Elsevier, vol. 10(1), pages 86-100, March. [Downloadable!] (restricted)

   Cited by:

   1. Livingston, Michael J. & Carlson, Gerald A. & Fackler, Paul L., 2000. "Bt Cotton Refuge Policy," 2000 Annual meeting, July 30-August 2, Tampa, FL 21850, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   2. Frisvold, George & Agnew, G.Ken & Baker, Paul, 2002. "Biorational Insecticide Adoption And Conventional Insecticide Use: A Simultaneous, Limited Dependent Variable Model," 2002 Annual meeting, July 28-31, Long Beach, CA 19779, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   3. Silvia Secchi & Terrance M. Hurley & Richard L. Hellmich, 2001. "Managing European Corn Borer Resistance to Bt Corn with Dynamic Refuges," Center for Agricultural and Rural Development (CARD) Publications 01-wp287, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
      Other versions:
      • Secchi, Silvia & Hurley, Terrance M. & Hellmich, Richard L., 2001. "Managing European Corn Borer Resistance To Bt Corn With Dynamic Refuges," 2001 Annual meeting, August 5-8, Chicago, IL 20543, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      • Secchi, Silvia & Hurley, Terrance M. & Hellmich, Richard L., 2001. "Managing European Corn Borer Resistance to Bt Corn with Dynamic Refuges," Staff General Research Papers 2010, Iowa State University, Department of Economics. [Downloadable!]
   4. Hurley, Terrance M. & Secchi, Silvia & Hellmich, Richard, 1999. "Managing The Risk Of European Corn Borer Resistance To Transgenic Corn: An Assessment Of Controversial Refuge Recommendations," 1999 Annual meeting, August 8-11, Nashville, TN 21606, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   5. Alistair Munro, 1997. "Economics and biological evolution," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 9(4), pages 429-449, June. [Downloadable!] (restricted)
   6. Joëlle Noailly, 2008. "Coevolution of economic and ecological systems," Journal of Evolutionary Economics, Springer, vol. 18(1), pages 1-29, February. [Downloadable!] (restricted)
   7. Terrance M. Hurley & Silvia Secchi & Bruce A. Babcock, 1999. "Managing the Risk of European Corn Borer Resistance to Transgenic Corn: An Assessment of Refuge Recommendations," Center for Agricultural and Rural Development (CARD) Publications 99-sr88, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
      Other versions:
      • Hurley, Terrance M. & Secchi, Silvia & Babcock, Bruce A. & Hellmich, Rick, 1999. "Managing the Risk of European Corn Borer Resistance to Transgenic Corn: An Assessment of Refuge Recommendations," Staff General Research Papers 1361, Iowa State University, Department of Economics.
   8. Ambec, Stefan & Desquilbet, Marion, 2006. "Pest Resistance Regulation and Pest Mobility," 2006 Annual meeting, July 23-26, Long Beach, CA 21134, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
      • AMBEC Stefan & DESQUILBET Marion, 2008. "Pest Resistance Regulation and Pest Mobility," Working Papers 08.21.265, LERNA, University of Toulouse. [Downloadable!]
   9. Hurley, Terrance M. & Babcock, Bruce A. & Hellmich, Richard L., 1998. "Biotechnology And Pest Resistance: An Economic Assessment Of Refuges," 1998 Annual meeting, August 2-5, Salt Lake City, UT 21000, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
      • Terrance M. Hurley & Bruce A. Babcock & Richard L. Hellmich, 1997. "Biotechnology and Pest Resistance: An Economic Assessment of Refuges," Center for Agricultural and Rural Development (CARD) Publications 97-wp183, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
   10. Simpson, R. David & Laxminarayan, Ramanan, 2000. "Biological Limits on Agricultural Intensification: An Example from Resistance Management," Discussion Papers dp-00-43, Resources For the Future. [Downloadable!]
   11. Pemsl, Diemuth E. & Waibel, Hermann & Gutierrez, Andrew P., 2006. "The Economics of Biotechnology under Ecosystem Disruption," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25335, International Association of Agricultural Economists. [Downloadable!]
   12. Secchi, Silvia & Babcock, Bruce, 2001. "Optimal Pesticide Usage With Resistance And Endogenous Technological Change," 2001 Annual meeting, August 5-8, Chicago, IL 20574, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   13. Robert Chambers & Giannis Karagiannis & Vangelis Tzouvelekas, 2009. "Yet Another Look at Pest Damage and Pesticide Productivity," Working Papers 0911, University of Crete, Department of Economics. [Downloadable!]
   14. Richard Cornes & Ngo Van Long & Koji Shimomura, 2000. "Strategic Behavior under Intertemporal Production Externalities," CIRANO Working Papers 2000s-07, CIRANO. [Downloadable!]
   15. Farhed Shah & David Zilberman & Erik Lichtenberg, 1995. "Optimal combination of pollution prevention and abatement policies: The case of agricultural drainage," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 5(1), pages 29-49, January. [Downloadable!] (restricted)
   16. Secchi, Silvia & Babcock, Bruce, 1999. "A Model Of Pesticide Resistance As A Common Property And Exhaustible Resource," 1999 Annual meeting, August 8-11, Nashville, TN 21664, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   17. Gorddard, Russell J. & Pannell, David J. & Hertzler, Greg, 1995. "An Optimal Control Model For Integrated Weed Management Under Herbicide Resistance," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(01), April. [Downloadable!]
   18. Ameden, Holly & Just, David R., 2001. "Pests and Agricultural Production under Climate Change," 2001 Annual meeting, August 5-8, Chicago, IL 20722, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   19. Terrance Hurley & Silvia Secchi & Bruce Babcock & Richard Hellmich, 2002. "Managing the Risk of European Corn Borer Resistance to Bt Corn," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 22(4), pages 537-558, August. [Downloadable!] (restricted)
       Other versions:
       • Hurley, Terrance M. & Babcock, Bruce A. & Hellmich, Richard, 2002. "Managing the Risk of European Corn Borer Resistance to Bt Corn," Staff General Research Papers 10077, Iowa State University, Department of Economics.
       • Hurley, Terrance M. & Secchi, Silvia & Babcock, Bruce A. & Hellmich, Richard L., 2003. "Managing the Risk of European Corn Borer Resistance to Bt Corn," Staff General Research Papers 10294, Iowa State University, Department of Economics.
   20. Mitchell, Paul D., 2001. "Additive Versus Proportional Pest Damage Functions: Why Ecology Matters," 2001 Annual meeting, August 5-8, Chicago, IL 20775, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   21. Kishor, Nalin M., 1992. "Pesticide externalities, comparative advantage, and commodity trade : cotton in Andhra Pradesh, India," Policy Research Working Paper Series 928, The World Bank. [Downloadable!]
   22. Marsh, Thomas L. & Huffaker, Ray G. & Folwell, Raymond J. & Long, Gary, 1998. "An Intraseasonal Bioeconomic Model Of Plrv Net Necrosis," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20935, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
   23. Alix-Garcia, Jennifer & Zilberman, David, 2004. "The Effect of Market Structure on Pest Resistance Buildup," 2004 Annual meeting, August 1-4, Denver, CO 20273, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

10. Turnovsky, Stephen J & Shalit, Haim & Schmitz, Andrew, 1980. "Consumer's Surplus, Price Instability, and Consumer Welfare," Econometrica, Econometric Society, vol. 48(1), pages 135-52, January. [Downloadable!] (restricted)

    Cited by:

    1. Christopher BARRETT, 1993. "On The Price Risk And The Inverse Farm Size-Productivity Relationship," Staff Papers 369, University of Wisconsin Madison, AAE. [Downloadable!]
       Other versions:
       • Christopher Barrett, 1993. "On the Price Risk and the Inverse Farm Size-Productivity Relationship," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 369, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
    2. Maynard, Leigh J., 2000. "Empirical Tests Of The Argument That Consumers Value Stable Retail Milk Prices," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 18(2). [Downloadable!]
    3. Stephen J. Turnovsky, 1993. "The Impact of Terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis," NBER Working Papers 3916, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
       Other versions:
       • Turnovsky, S.J., 1991. "The Impact of terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis," Working Papers 91-19, University of Washington, Department of Economics.
       • Turnovsky, Stephen J., 1993. "The impact of terms of trade shocks on a small open economy: A stochastic analysis," Journal of International Money and Finance, Elsevier, vol. 12(3), pages 278-297, June. [Downloadable!] (restricted)
       • Turnovsky, S.J., 1991. "The Impact of terms of Trade Shocks on a Small Open Economy: A Stochastic Analysis," Discussion Papers in Economics at the University of Washington 91-19, Department of Economics at the University of Washington.
    4. Simon Cowan, 2002. "Commodity Taxation as Insurance Against Price Risk," Economics Series Working Papers 110, University of Oxford, Department of Economics. [Downloadable!]
    5. Tyers, Rod, 1991. "On The Neglect Of Dynamics, Risk And Market Insulation In The Analysis Of Uruguay Round Food Trade Reforms," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 35(03), December. [Downloadable!]
    6. Giulio Federico & Benedict F. W. Bingham & James Daniel, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 01/75, International Monetary Fund. [Downloadable!]
    7. Simon Cowan, 2002. "Marginal Cost Pricing versus Insurance," Economics Series Working Papers 102, University of Oxford, Department of Economics. [Downloadable!]
    8. E. Kwan Choi & Harvey E. Lapan, 1991. "Optimal Trade Policies for a Developing Country under Uncertainty," Center for Agricultural and Rural Development (CARD) Publications 90-gatt8, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
       Other versions:
       • Choi, E. Kwan & Lapan, Harvey E., 1990. "Optimal Trade Policies for a Developing Country Under Uncertainty," Working Papers 51263, International Agricultural Trade Research Consortium. [Downloadable!]
       • Kwan Choi, E. & Lapan, Harvey E., 1991. "Optimal trade policies for a developing country under uncertainty," Journal of Development Economics, Elsevier, vol. 35(2), pages 243-260, April. [Downloadable!] (restricted)
    9. Uzi Segal & Avia Spivak, 1988. "First Order Versus Second Order Risk Aversion," UCLA Economics Working Papers 540, UCLA Department of Economics. [Downloadable!]
       Other versions:
       • Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June. [Downloadable!] (restricted)
    10. Tyers, Rod, 1990. "Searching Under The Light: The Neglect Of General Equilibrium, Dynamics And Risk In The Analysis Of Food Trade Reforms," Staff Papers 13845, University of Minnesota, Department of Applied Economics. [Downloadable!]
    11. E. Kwan Choi, 1991. "Tariffication and Agricultural Trade," Center for Agricultural and Rural Development (CARD) Publications 90-gatt4, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
    12. Christophe Muller, 2005. "Price Index Dispersion And Utilitarian Social Evaluation," Working Papers. Serie AD 2005-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
        Other versions:
        • Muller, Christophe, 2005. "Price index dispersion and utilitarian social evaluation," Economics Letters, Elsevier, vol. 89(2), pages 141-146, November. [Downloadable!] (restricted)

This page was last updated on 2009-11-14.