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Publications

by members of

Hebrew University of Jerusalem → Jerusalem School of Business Administration

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Anat Bracha & Jenny Tang, 2025, "Shaping the Future of Work: Workers’ Optimism and Pessimism about AI," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-16, Dec.

2023

  1. Anat Bracha & Mary A. Burke, 2023, "Informal Work and Official Employment Statistics: What’s Missing?," Working Papers, Federal Reserve Bank of Boston, number 23-15, Sep, DOI: 10.29412/res.wp.2023.15.

2022

  1. Anat Bracha & Jenny Tang, 2022, "Inflation Levels and (In)Attention," Working Papers, Federal Reserve Bank of Boston, number 22-4, Jan, DOI: 10.29412/res.wp.2022.04.

2021

  1. Maya Haran Rosen & Orly Sade, 2021, "The Disparate Effect of Nudges on Minority Groups," Bank of Israel Working Papers, Bank of Israel, number 2021.21, Dec.

2019

  1. Anat Bracha & Jenny Tang, 2019, "Inflation Thresholds and Inattention," Working Papers, Federal Reserve Bank of Boston, number 19-14, Sep, DOI: 10.29412/res.wp.2019.14.
  2. Yevgeny Mugerman & Nadav Steinberg & Zvi Wiener, 2019, "The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows," Bank of Israel Working Papers, Bank of Israel, number 2019.09, Jul.

2018

  1. Bracha, Anat & Fershtman, Chaim, 2018, "Working Hard or Working Smart?," Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research, number 275740, May, DOI: 10.22004/ag.econ.275740.
  2. Anat Bracha & Mary A. Burke, 2018, "The ups and downs of the gig economy, 2015–2017," Working Papers, Federal Reserve Bank of Boston, number 18-12, Oct.
  3. Anat Bracha & Alma Cohen & Lynn Conell-Price, 2018, "The Heterogeneous Effect of Affirmative Action on Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 25322, Dec.

2017

  1. Anat Bracha & Mary A. Burke, 2017, "Wage inflation and informal work," Current Policy Perspectives, Federal Reserve Bank of Boston, number 18-2, Oct.
  2. Maya Haran Rosen & Orly Sade, 2017, "Does Financial Regulation Unintentionally Ignore Less Privileged Populations? The Investigation of a Regulatory Fintech Advancement, Objective and Subjective Financial Literacy," Bank of Israel Working Papers, Bank of Israel, number 2017.10, Aug.

2016

  1. Anat Bracha, 2016, "Relative pay, productivity, and labor supply," Current Policy Perspectives, Federal Reserve Bank of Boston, number 17-2, Oct.
  2. Anat Bracha, 2016, "Investment decisions and negative interest rates," Working Papers, Federal Reserve Bank of Boston, number 16-23, Nov.
  3. Anat Bracha & Mary A. Burke, 2016, "Who counts as employed?: informal work, employment status, and labor market slack," Working Papers, Federal Reserve Bank of Boston, number 16-29, Dec.

2015

  1. Anat Bracha & Mary A. Burke & Arman Khachiyan, 2015, "Changing patterns in informal work participation in the United States 2013–2015," Current Policy Perspectives, Federal Reserve Bank of Boston, number 15-10, Oct.

2014

  1. Anat Bracha & Mary A. Burke, 2014, "Informal work in the United States: evidence from survey responses," Current Policy Perspectives, Federal Reserve Bank of Boston, number 14-13, Dec.
  2. Anat Bracha & Stephan Meier, 2014, "Nudging credit scores in the field: the effect of text reminders on creditworthiness in the United States," Working Papers, Federal Reserve Bank of Boston, number 15-2, Nov.

2013

  1. Anat Bracha & Donald Brown, 2013, "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive, David K. Levine, number 786969000000000782, Sep.
  2. Anat Bracha & Donald Brown, 2013, "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive, David K. Levine, number 786969000000000792, Sep.
  3. Anat Bracha & Donald J. Brown, 2013, "Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1898R, Jun, revised Jun 2014.
  4. Anat Bracha & Lise Vesterlund, 2013, "How low can you go? Charity reporting when donations signal income and generosity," Working Papers, Federal Reserve Bank of Boston, number 13-11, Oct.
  5. Anat Bracha & Alma Cohen & Lynn Conell-Price, 2013, "Affirmative action and stereotype threat," Working Papers, Federal Reserve Bank of Boston, number 13-14, Sep.
  6. Orly Sade & Roy Stein & Zvi Wiener, 2013, "Israeli Treasury Auction Reform," Bank of Israel Working Papers, Bank of Israel, number 2013.09, Aug.

2012

  1. Anat Bracha & Julian Jamison, 2012, "Shifting confidence in homeownership: the Great Recession," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-4.
  2. Anat Bracha & Elke U. Weber, 2012, "A psychological perspective of financial panic," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-7.
  3. Anat Bracha & Chaim Fershtman, 2012, "Competitive incentives: working harder or working smarter?," Working Papers, Federal Reserve Bank of Boston, number 12-12.
  4. Anat Bracha & Uri Gneezy, 2012, "Relative pay and labor supply," Working Papers, Federal Reserve Bank of Boston, number 12-6.
  5. Yuval Mazar & Maya Haran, 2012, "Fiscal Policy and the Current Account," Bank of Israel Working Papers, Bank of Israel, number 2012.09, Jul.

2010

  1. Anat Bracha & Donald Brown, 2010, "Affective Decision-Making: A Theory of Optimism-Bias," Levine's Working Paper Archive, David K. Levine, number 661465000000000123, Jul.
  2. Dan Ariely & Anat Bracha & Jean-Paul L'Huillier, 2010, "Public and private values," Working Papers, Federal Reserve Bank of Boston, number 10-5.

2009

  1. Anat Bracha & Michael Menietti & Lise Vesterlund, 2009, "Seeds to succeed: sequential giving to public projects," Working Papers, Federal Reserve Bank of Boston, number 09-21.
  2. Zvi Wiener & Dan Galai, 2009, "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers, International Monetary Fund, number 2009/110, May.

2008

  1. Anat Bracha & Donald Brown, 2008, "Affective Decision Making and the Ellsberg Paradox," Levine's Working Paper Archive, David K. Levine, number 122247000000002291, Jul.

2007

  1. Anat Bracha & Donald J Brown, 2007, "Affective Decision Making: a Behavioral Theory of Choice," Levine's Bibliography, UCLA Department of Economics, number 122247000000001676, Nov.
  2. Dan Ariely & Anat Bracha & Stephan Meier, 2007, "Doing good or doing well? Image motivation and monetary incentives in behaving prosocially," Working Papers, Federal Reserve Bank of Boston, number 07-9.

2006

  1. Zvi Wiener & Helena Pompushko, 2006, "The Estimation of Nominal and Real Yield Curves from Government," Bank of Israel Working Papers, Bank of Israel, number 2006.03, Jun.

2005

  1. Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005, "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1526, Jun.

2004

  1. Anat Bracha, 2004, "Consistency and Refutability of Affective Choice," Yale School of Management Working Papers, Yale School of Management, number amz2639, Oct.
  2. Anat Bracha, 2004, "Affective Decision Making in Insurance Markets," Yale School of Management Working Papers, Yale School of Management, number amz2665, Jan, revised 01 Sep 2004.
  3. Michael Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2004, "Brokerage Commissions and Institutional Trading Patterns," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp356, Apr.

2003

  1. Dan Galai & Alon Raviv & Zvi Wiener, 2003, "Liquidation Triggers and the Valuation of Equity and Debt," Finance, University Library of Munich, Germany, number 0305002, May.

2002

  1. Benninga, Simon & Björk, Tomas & Wiener, Zvi, 2002, "On the Use of Numeraires in Option pricing," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 484, Jan.
  2. Barry O'Neill & Dov Samet & Zvi Wiener & Eyal Winter, 2002, "Bargaining with an Agenda," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp315, Mar.

2001

  1. 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, Anderson Graduate School of Management, UCLA, number qt41x4t67m, May.

2000

  1. Sorin Solomon & Moshe Levy, 2000, "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model," Papers, arXiv.org, number cond-mat/0005416, May.
  2. Yakov Elashvili & Meir Sokoler & Zvi Wiener & Daniel Yariv, 2000, "A Guaranteed-Return Contract For Pension Funds’ Investments In The Capital Market," Bank of Israel Working Papers, Bank of Israel, number 2000.03b, Oct.
  3. Goshen, Zohar & Wiener, Zvi, 2000, "The Value of the Freezeout Option," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt4ts4k8gc, Mar.

Undated

  1. Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, undated, "General Properties of Option Prices (Revision of 11-95) (Reprint 058)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-96.
  2. Yaacov Z. Bergman & Bruce D. Grundy & Zvi Wiener, undated, "Theory of Rational Option Pricing: II (Revised: 1-96)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-95.
  3. Bruce D. Grundy & Zvi Wiener, undated, "The Analysis of VAR, Deltas and State Prices: A New Approach," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 11-96.
  4. Zvi Wiener & Simon Benninga & Aris Protopapadakis, undated, "Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 17-94.

Journal articles

2025

  1. Moshe Levy, 2025, "Projects with no cost of capital," Financial Management, Financial Management Association International, volume 54, issue 1, pages 177-191, March, DOI: 10.1111/fima.12482.
  2. Levy, Moshe, 2025, "The cost of uninformed market timing," European Journal of Operational Research, Elsevier, volume 326, issue 3, pages 724-731, DOI: 10.1016/j.ejor.2025.05.014.
  3. Moshe Levy, 2025, "Relative risk aversion must be close to 1," Annals of Operations Research, Springer, volume 346, issue 1, pages 127-135, March, DOI: 10.1007/s10479-024-06193-0.
  4. Giampaolo Gabbi & Dan Galai & Zvi Wiener, 2025, "Introduction to the Special Issue: Transforming the Future of Finance and Risk Management," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-7, June, DOI: 10.1142/S2010139225030016.
  5. Michel Crouhy & Dan Galai & Aner Ravon & Zvi Wiener, 2025, "Trading ESG vs. Trading E, S, and G Separately: An Exploratory Research," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-22, June, DOI: 10.1142/S2010139225400038.
  6. Dan Galai & Zvi Wiener, 2025, "Modern Corporate Finance (MCF) and the Rise of the Contingent Claims Analysis (CCA) Era," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-9, June, DOI: 10.1142/S2010139225400075.

2024

  1. Levy, Moshe, 2024, "Does constant asset allocation dominate buy-and-hold?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105207.
  2. Haim Levy & Moshe Levy, 2024, "Option Pricing with the Logistic Return Distribution," JRFM, MDPI, volume 17, issue 2, pages 1-17, February.
  3. Moshe Levy & Haim Levy, 2024, "Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons," Risks, MDPI, volume 12, issue 3, pages 1-16, February.
  4. Hilscher, Jens & Raviv, Alon & Wiener, Zvi, 2024, "Dynamic volatility regulation of financial institutions," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104968.
  5. Ben-Rubi, Shoham & Mugerman, Yevgeny & Wiener, Zvi, 2024, "Regulating cash holdings: Assessing lost returns in mutual funds✰," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105226.

2023

  1. Giampaolo Gabbi & Dan Galai & Zvi Wiener, 2023, "Financial Theory and Risk Modeling: Diverse Perspectives in Turbulent Times," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 1-5, June, DOI: 10.1142/S2010139223030015.

2022

  1. Maya Haran Rosen & Orly Sade, 2022, "Investigating the Introduction of Fintech Advancement Aimed to Reduce Limited Attention Regarding Inactive Savings Accounts: Data, Survey, and Field Experiment," AEA Papers and Proceedings, American Economic Association, volume 112, pages 370-375, May, DOI: 10.1257/pandp.20221123.
  2. Maya Haran Rosen & Orly Sade, 2022, "The Disparate Effect of Nudges on Minority Groups," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 3, pages 605-643.
  3. Levy, Moshe, 2022, "An inter-temporal CAPM based on First order Stochastic Dominance," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 734-739, DOI: 10.1016/j.ejor.2021.07.012.
  4. Moshe Levy & Andrew W. Lo, 2022, "Hamilton’s rule in economic decision-making," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 119, issue 16, pages 2108590119-, April.
  5. Moshe Levy, 2022, "An evolutionary explanation of the Allais paradox," Journal of Evolutionary Economics, Springer, volume 32, issue 5, pages 1545-1574, November, DOI: 10.1007/s00191-022-00783-6.
  6. Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi, 2022, "The exclamation mark of Cain: Risk salience and mutual fund flows," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106332.
  7. Giampaolo Gabbi & Dan Galai & Zvi Wiener, 2022, "Knowns and Unknowns. Risk Management in a Context of Increasing Uncertainty," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 1-6, March, DOI: 10.1142/S2010139222020013.

2021

  1. Bracha, Anat & Burke, Mary A., 2021, "How Big is the Gig? The Extensive Margin, The Intensive Margin, and The Hidden Margin," Labour Economics, Elsevier, volume 69, issue C, DOI: 10.1016/j.labeco.2021.101974.
  2. Maya Haran Rosen & Ofir Pinto & Olga Kondratjeva & Stephen Roll & Aytakin Huseynli & Michal Grinstein-Weiss, 2021, "Household Savings Decisions in Israel’s Child Savings Program: The Role of Demographic, Financial, and Intrinsic Factors," Journal of Family and Economic Issues, Springer, volume 42, issue 2, pages 368-386, June, DOI: 10.1007/s10834-020-09724-6.
  3. Levy, Haim & Levy, Moshe, 2021, "The cost of diversification over time, and a simple way to improve target-date funds," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105995.
  4. Levy, Haim & Levy, Moshe, 2021, "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106275.
  5. Haim Levy & Moshe Levy, 2021, "Prospect theory, constant relative risk aversion, and the investment horizon," PLOS ONE, Public Library of Science, volume 16, issue 4, pages 1-21, April, DOI: 10.1371/journal.pone.0248904.
  6. Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021, "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101297.

2020

  1. Enrico Diecidue & Haim Levy & Moshe Levy, 2020, "Probability Dominance," The Review of Economics and Statistics, MIT Press, volume 102, issue 5, pages 1006-1020, December.
  2. Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020, "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101197.

2019

  1. Bracha, Anat & Cohen, Alma & Conell-Price, Lynn, 2019, "The heterogeneous effect of affirmative action on performance," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 173-218, DOI: 10.1016/j.jebo.2018.11.019.
  2. Levy, Moshe, 2019, "Stocks for the log-run and constant relative risk aversion preferences," European Journal of Operational Research, Elsevier, volume 277, issue 3, pages 1163-1168, DOI: 10.1016/j.ejor.2019.03.033.
  3. Mugerman, Yevgeny & Hecht, Yoel & Wiener, Zvi, 2019, "On the failure of mutual fund industry regulation," Emerging Markets Review, Elsevier, volume 38, issue C, pages 51-72, DOI: 10.1016/j.ememar.2018.11.010.

2018

  1. Bracha, Anat & Burke, Mary A., 2018, "Wage inflation and informal work," Economics Letters, Elsevier, volume 171, issue C, pages 159-163, DOI: 10.1016/j.econlet.2018.07.033.
  2. Orly Sade & Roy Stein & Zvi Wiener, 2018, "Israeli Treasury Auction Reform," Israel Economic Review, Bank of Israel, volume 16, issue 1, pages 41-61.
  3. Galai, Dan & Wiener, Zvi, 2018, "Dividend policy relevance in a levered firm—The binomial case," Economics Letters, Elsevier, volume 172, issue C, pages 78-80, DOI: 10.1016/j.econlet.2018.08.021.
  4. Dan Galai & Zvi Wiener, 2018, "Introduction," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 1-4, December, DOI: 10.1142/S2010139218020019.

2017

  1. Bracha, Anat & Vesterlund, Lise, 2017, "Mixed signals: Charity reporting when donations signal generosity and income," Games and Economic Behavior, Elsevier, volume 104, issue C, pages 24-42, DOI: 10.1016/j.geb.2017.03.001.
  2. Anat Bracha, 2017, "Relative pay, effort, and labor supply," World of Labour, LISER, pages 367-367, June.
  3. Ilan Kremer & Zvi Wiener & Eyal Winter, 2017, "Flow auctions," International Journal of Game Theory, Springer;Game Theory Society, volume 46, issue 3, pages 655-665, August, DOI: 10.1007/s00182-016-0549-3.

2016

  1. Yevgeny Mugerman & Moran Ofir & Zvi Wiener, 2016, "How Do Homeowners Choose Between Fixed and Adjustable Rate Mortgages?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 04, pages 1-21, December, DOI: 10.1142/S2010139216500130.

2015

  1. Anat Bracha & Uri Gneezy & George Loewenstein, 2015, "Relative Pay and Labor Supply," Journal of Labor Economics, University of Chicago Press, volume 33, issue 2, pages 297-315, DOI: 10.1086/678494.
  2. Levy, Moshe & Kaplanski, Guy, 2015, "Portfolio selection in a two-regime world," European Journal of Operational Research, Elsevier, volume 242, issue 2, pages 514-524, DOI: 10.1016/j.ejor.2014.10.012.
  3. Levy, Moshe & Levy, Haim, 2015, "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 29-38, DOI: 10.1016/j.jbankfin.2015.04.012.
  4. Levy, Moshe, 2015, "An evolutionary explanation for risk aversion," Journal of Economic Psychology, Elsevier, volume 46, issue C, pages 51-61, DOI: 10.1016/j.joep.2014.12.001.
  5. Enrico Diecidue & Moshe Levy & Jeroen Ven, 2015, "No aspiration to win? An experimental test of the aspiration level model," Journal of Risk and Uncertainty, Springer, volume 51, issue 3, pages 245-266, December, DOI: 10.1007/s11166-015-9229-0.
  6. Levy, Moshe & Roll, Richard, 2015, "(Im)Possible Frontiers: A Comment," Critical Finance Review, now publishers, volume 4, issue 1, pages 139-148, June, DOI: 10.1561/104.00000015.

2014

  1. Bracha, Anat & Cooper, Daniel, 2014, "Asymmetric responses to income changes: The payroll tax increase versus tax refund in 2013," Economics Letters, Elsevier, volume 124, issue 3, pages 534-538, DOI: 10.1016/j.econlet.2014.07.028.
  2. Levy, Haim & Levy, Moshe, 2014, "The benefits of differential variance-based constraints in portfolio optimization," European Journal of Operational Research, Elsevier, volume 234, issue 2, pages 372-381, DOI: 10.1016/j.ejor.2013.04.019.
  3. Levy, Haim & Levy, Moshe, 2014, "The home bias is here to stay," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 29-40, DOI: 10.1016/j.jbankfin.2014.06.020.
  4. Levy, Moshe & Goldenberg, Jacob, 2014, "The gravitational law of social interaction," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 393, issue C, pages 418-426, DOI: 10.1016/j.physa.2013.08.067.
  5. Moshe Levy & Adi Rizansky Nir, 2014, "The Pricing of Breakthrough Drugs: Theory and Policy Implications," PLOS ONE, Public Library of Science, volume 9, issue 11, pages 1-12, November, DOI: 10.1371/journal.pone.0113894.
  6. Moshe Levy & Adi Rizansky, 2014, "Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 15, issue 2, pages 143-156, March, DOI: 10.1007/s10198-013-0461-8.

2013

  1. Anat Bracha & Julian Jamison, 2013, "The Great Recession and confidence in homeownership," Communities and Banking, Federal Reserve Bank of Boston, issue Spring, pages 28-30.
  2. Anat Bracha & Daniel H. Cooper, 2013, "Asymmetric responses to tax-induced changes in personal income: the 2013 payroll tax hike versus anticipated 2012 tax refunds," Public Policy Brief, Federal Reserve Bank of Boston.
  3. Anat Bracha & Chaim Fershtman, 2013, "Competitive Incentives: Working Harder or Working Smarter?," Management Science, INFORMS, volume 59, issue 4, pages 771-781, April, DOI: 10.1287/mnsc.1120.1597.
  4. Levy, Haim & Wiener, Zvi, 2013, "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, volume 68, issue C, pages 1-23, DOI: 10.1016/j.jeconbus.2013.01.002.

2012

  1. Bracha Anat & Jamison Julian C., 2012, "Shifting Confidence in Homeownership: The Great Recession," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 3, pages 1-48, October, DOI: 10.1515/1935-1690.104.
  2. Bracha, Anat & Brown, Donald J., 2012, "Affective decision making: A theory of optimism bias," Games and Economic Behavior, Elsevier, volume 75, issue 1, pages 67-80, DOI: 10.1016/j.geb.2011.11.004.
  3. Levy, Moshe, 2012, "Co-monotonicity: Toward a utility function capturing envy," Economics Letters, Elsevier, volume 114, issue 1, pages 16-19, DOI: 10.1016/j.econlet.2011.09.002.
  4. Levy, Moshe & Nir, Adi Rizansky, 2012, "The utility of health and wealth," Journal of Health Economics, Elsevier, volume 31, issue 2, pages 379-392, DOI: 10.1016/j.jhealeco.2012.02.003.
  5. Moshe Levy, 2012, "On the Spurious Correlation Between Sample Betas and Mean Returns," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 4, pages 341-360, September, DOI: 10.1080/1350486X.2011.624824.
  6. Wiener, Zvi, 2012, "The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems," Journal of Economics and Business, Elsevier, volume 64, issue 3, pages 199-213, DOI: 10.1016/j.jeconbus.2012.02.002.
  7. Dan Galai & Zvi Wiener, 2012, "Credit Risk Spreads in Local and Foreign Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 5, pages 883-901, August, DOI: j.1538-4616.2012.00514.x.

2011

  1. Bracha, Anat & Menietti, Michael & Vesterlund, Lise, 2011, "Seeds to succeed?: Sequential giving to public projects," Journal of Public Economics, Elsevier, volume 95, issue 5-6, pages 416-427, June.
  2. Bracha, Anat & Menietti, Michael & Vesterlund, Lise, 2011, "Seeds to succeed?," Journal of Public Economics, Elsevier, volume 95, issue 5, pages 416-427, DOI: 10.1016/j.jpubeco.2010.10.007.
  3. Moshe Levy & Ya'acov Ritov, 2011, "Mean–variance efficient portfolios with many assets: 50% short," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 10, pages 1461-1471, DOI: 10.1080/14697688.2010.514282.

2010

  1. Duchin, Ran & Levy, Moshe, 2010, "Disagreement, Portfolio Optimization, and Excess Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 3, pages 623-640, June.
  2. Levy, Moshe, 2010, "Scale-free human migration and the geography of social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4913-4917, DOI: 10.1016/j.physa.2010.07.008.
  3. Moshe Levy & Richard Roll, 2010, "The Market Portfolio May Be Mean/Variance Efficient After All," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 6, pages 2464-2491, June.
  4. M. Levy, 2010, "Loss aversion and the price of risk," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 9, pages 1009-1022, DOI: 10.1080/14697680903059416.

2009

  1. Dan Ariely & Anat Bracha & Stephan Meier, 2009, "Doing Good or Doing Well? Image Motivation and Monetary Incentives in Behaving Prosocially," American Economic Review, American Economic Association, volume 99, issue 1, pages 544-555, March.
  2. Moshe Levy, 2009, "Gibrat's Law for (All) Cities: Comment," American Economic Review, American Economic Association, volume 99, issue 4, pages 1672-1675, September, DOI: 10.1257/aer.99.4.1672.
  3. Levy, Moshe, 2009, "Almost Stochastic Dominance and stocks for the long run," European Journal of Operational Research, Elsevier, volume 194, issue 1, pages 250-257, April.
  4. Levy, Haim & Levy, Moshe, 2009, "The safety first expected utility model: Experimental evidence and economic implications," Journal of Banking & Finance, Elsevier, volume 33, issue 8, pages 1494-1506, August.
  5. Michael A. Goldstein & Paul Irvine & Eugene Kandel & Zvi Wiener, 2009, "Brokerage Commissions and Institutional Trading Patterns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 12, pages 5175-5212, December.

2008

  1. Levy, Moshe, 2008, "Stock market crashes as social phase transitions," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 1, pages 137-155, January.
  2. Galai, Dan & Wiener, Zvi, 2008, "Stakeholders and the composition of the voting rights of the board of directors," Journal of Corporate Finance, Elsevier, volume 14, issue 2, pages 107-117, April.
  3. Jakša Cvitanić & Zvi Wiener & Fernando Zapatero, 2008, "Analytic Pricing of Employee Stock Options," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 2, pages 683-724, April.

2007

  1. Levy, Moshe, 2007, "Conditions for a CAPM equilibrium with positive prices," Journal of Economic Theory, Elsevier, volume 137, issue 1, pages 404-415, November.
  2. O. S. Klass & O. Biham & M. Levy & O. Malcai & S. Solomon, 2007, "The Forbes 400, the Pareto power-law and efficient markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 55, issue 2, pages 143-147, January, DOI: 10.1140/epjb/e2006-00396-1.
  3. Zvi Wiener, 2007, "Solvency II and the Solvency Capital Requirement for Insurance Firms in Israel," Israel Economic Review, Bank of Israel, volume 5, issue 2, pages 33-53.
  4. Galai, Dan & Raviv, Alon & Wiener, Zvi, 2007, "Liquidation triggers and the valuation of equity and debt," Journal of Banking & Finance, Elsevier, volume 31, issue 12, pages 3604-3620, December.

2006

  1. Klass, Oren S. & Biham, Ofer & Levy, Moshe & Malcai, Ofer & Solomon, Sorin, 2006, "The Forbes 400 and the Pareto wealth distribution," Economics Letters, Elsevier, volume 90, issue 2, pages 290-295, February.
  2. Zvi Wiener & Helena Pompushko, 2006, "The estimation of nominal and real yield curves from government bonds in Israel," Journal of Risk Finance, Emerald Group Publishing Limited, volume 7, issue 5, pages 488-502, October, DOI: 10.1108/15265940610712650.

2005

  1. Levy, Moshe, 2005, "Social phase transitions," Journal of Economic Behavior & Organization, Elsevier, volume 57, issue 1, pages 71-87, May.
  2. Levy, Moshe, 2005, "Is risk-aversion hereditary?," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 157-168, February.
  3. Markus Leippold & Zvi Wiener, 2005, "Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models," Review of Derivatives Research, Springer, volume 7, issue 3, pages 213-239, October, DOI: 10.1007/s11147-004-4810-8.

2004

  1. O'Neill, Barry & Samet, Dov & Wiener, Zvi & Winter, Eyal, 2004, "Bargaining with an agenda," Games and Economic Behavior, Elsevier, volume 48, issue 1, pages 139-153, July.

2003

  1. Levy, Moshe, 2003, "Are rich people smarter?," Journal of Economic Theory, Elsevier, volume 110, issue 1, pages 42-64, May.
  2. Moshe Levy & Haim Levy & Avi Edry, 2003, "A Negative Equilibrium Interest Rate," Financial Analysts Journal, Taylor & Francis Journals, volume 59, issue 2, pages 97-109, March, DOI: 10.2469/faj.v59.n2.2518.
  3. Moshe Levy & Haim Levy, 2003, "Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 709-725, August.
  4. Dan Galai & Zvi Wiener, 2003, "Government Support of Investment Projects in the Private Sector: A Microeconomic Approach," Financial Management, Financial Management Association, volume 32, issue 3, Fall.

2002

  1. Levy, Haim & Levy, Moshe, 2002, "Experimental test of the prospect theory value function: A stochastic dominance approach," Organizational Behavior and Human Decision Processes, Elsevier, volume 89, issue 2, pages 1058-1081, November.
  2. Moshe Levy & Haim Levy, 2002, "Prospect Theory: Much Ado About Nothing?," Management Science, INFORMS, volume 48, issue 10, pages 1334-1349, October, DOI: 10.1287/mnsc.48.10.1334.276.
  3. Levy, Haim & Levy, Moshe, 2002, "Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights," Journal of Risk and Uncertainty, Springer, volume 25, issue 3, pages 265-290, November.

2001

  1. Levy, Moshe & Levy, Haim, 2001, "Testing for risk aversion: a stochastic dominance approach," Economics Letters, Elsevier, volume 71, issue 2, pages 233-240, May.

2000

  1. Wiener, Zvi & Benninga, Simon & Protopapadakis, Aris, 2000, "Limiting differences between forward and futures prices in a Lucas consumption model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 2, pages 151-161, June.

1999

  1. Zvi Wiener, 1999, "Comment on ‘Non-Linear Value-at-Risk’," Review of Finance, European Finance Association, volume 2, issue 2, pages 189-193.

1998

  1. Levy, Haim & Wiener, Zvi, 1998, "Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions," Journal of Risk and Uncertainty, Springer, volume 16, issue 2, pages 147-163, May-June.

1997

  1. Levy, Moshe & Solomon, Sorin, 1997, "New evidence for the power-law distribution of wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 242, issue 1, pages 90-94, DOI: 10.1016/S0378-4371(97)00217-3.

1996

  1. Moshe Levy & Haim Levy, 1996, "The Danger of Assuming Homogeneous Expectations," Financial Analysts Journal, Taylor & Francis Journals, volume 52, issue 3, pages 65-70, May, DOI: 10.2469/faj.v52.n3.1997.
  2. Moshe Levy & Sorin Solomon & Givat Ram, 1996, "Dynamical Explanation For The Emergence Of Power Law In A Stock Market Model," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 65-72, DOI: 10.1142/S0129183196000077.
  3. Moshe Levy & Sorin Solomon, 1996, "Power Laws Are Logarithmic Boltzmann Laws," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 04, pages 595-601, DOI: 10.1142/S0129183196000491.
  4. Sorin Solomon & Moshe Levy, 1996, "Spontaneous Scaling Emergence In Generic Stochastic Systems," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 05, pages 745-751, DOI: 10.1142/S0129183196000624.
  5. Bergman, Yaacov Z & Grundy, Bruce D & Wiener, Zvi, 1996, "General Properties of Option Prices," Journal of Finance, American Finance Association, volume 51, issue 5, pages 1573-1610, December.

1994

  1. Levy, Moshe & Levy, Haim & Solomon, Sorin, 1994, "A microscopic model of the stock market : Cycles, booms, and crashes," Economics Letters, Elsevier, volume 45, issue 1, pages 103-111, May.

Books

2024

  1. Moshe Levy & Richard Roll, 2024, "Mutual Fund Selection," Springer Books, Springer, number 978-3-031-69758-6, ISBN: ARRAY(0x6cf912e8), DOI: 10.1007/978-3-031-69758-6.

2023

  1. David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023, "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, ISBN: ARRAY(0x78c400d8).

2019

  1. Michel Crouhy & Dan Galai & Zvi Wiener (ed.), 2019, "World Scientific Reference on Contingent Claims Analysis in Corporate Finance:(In 4 Volumes)Volume 1: Foundations of CCA and Equity ValuationVolume 2: Corporate Debt Valuation with CCAVolume 3: Empirical Testing and Applications of CCAVolume 4: Conti," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9857, ISBN: ARRAY(0x79419398).

2012

  1. Itzhak Venezia & Zvi Wiener (ed.), 2012, "Bridging the GAAP:Recent Advances in Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8136, ISBN: ARRAY(0x78129bd0).

2000

  1. Levy, Haim & Levy, Moshe & Solomon, Sorin, 2000, "Microscopic Simulation of Financial Markets," Elsevier Monographs, Elsevier, number 9780124458901, edition 1, ISBN: ARRAY(0x7ac50b40).

Chapters

2024

  1. Moshe Levy & Richard Roll, 2024, "Introduction," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_1.
  2. Moshe Levy & Richard Roll, 2024, "Criteria for Mutual Fund Selection," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_2.
  3. Moshe Levy & Richard Roll, 2024, "Investment for Intermediate and Long Horizons," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_3.
  4. Moshe Levy & Richard Roll, 2024, "Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_4.
  5. Moshe Levy & Richard Roll, 2024, "Active Versus Passive Investment," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_5.
  6. Moshe Levy & Richard Roll, 2024, "Target Date Funds, and How to Improve Them," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_6.
  7. Moshe Levy & Richard Roll, 2024, "The Role of Luck," Springer Books, Springer, chapter 0, "Mutual Fund Selection", DOI: 10.1007/978-3-031-69758-6_7.
  8. Moran Ofir & Zvi Wiener, 2024, "Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Itzhak Venezia & Rachel Calipha, "Behavioral Finance Beyond the Basics".

2023

  1. M. Crouhy & D. Galai & Z. Wiener, 2023, "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener, "Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference".

2016

  1. Moran Ofir & Zvi Wiener, 2016, "Individuals Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Itzhak Venezia, "Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?".
  2. Moran Ofir & Yevgeny Mugerman & Zvi Wiener, 2016, "Heuristics and Biases in the Israeli Mortgage Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Itzhak Venezia, "Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?".

2013

  1. Moshe Levy & Haim Levy, 2013, "Prospect Theory: Much Ado About Nothing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Leonard C MacLean & William T Ziemba, "HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I".
  2. Haim Levy & Moshe Levy, 2013, "Prospect Theory and Mean-Variance Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Leonard C MacLean & William T Ziemba, "HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I".

2012

  1. Dan Galai & Eyal Sulganik & Zvi Wiener, 2012, "Accounting Values versus Market Values and Earnings Management in Banks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Itzhak Venezia & Zvi Wiener, "Bridging The Gaap Recent Advances in Finance and Accounting".
  2. Dan Galai & Yoram Landskroner & Alon Raviv & Zvi Wiener, 2012, "A Balance Sheet Approach for Sovereign Debt," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Itzhak Venezia & Zvi Wiener, "Bridging The Gaap Recent Advances in Finance and Accounting".

2005

  1. Haim Levy & Moshe Levy, 2005, "Overweighing Recent Observations: Experimental Results and Economic Implications," Springer Books, Springer, chapter 0, in: Rami Zwick & Amnon Rapoport, "Experimental Business Research", DOI: 10.1007/0-387-24244-9_7.

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