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Haim Shalit

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Personal Details

First Name:Haim
Middle Name:
Last Name:Shalit
Suffix:
RePEc Short-ID:psh55
Email:
Homepage:http://www.bgu.ac.il/~shalit
Postal Address:Department of Economics Ben Gurion University of the Negev Beer Sheva, Israel
Phone:+972-8-647-2299
Location: Beer-Sheva, Israel
Homepage: http://www.bgu.ac.il/econ/
Email:
Phone: +972-8-647-2268
Fax: +972-8-647-2941
Postal: P.O.B 653, Beer-Sheva 8410501
Handle: RePEc:edi:edbguil (more details at EDIRC)
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  1. Haim Shalit, 2010. "Portfolio Risk Management Using The Lorenz Curve," Working Papers 1011, Ben-Gurion University of the Negev, Department of Economics.
  2. Haim Shalit & Doron Greenberg, 2009. "Hedging with Stock Index Options: A Mean-Extended Gini Approach," Working Papers 0911, Ben-Gurion University of the Negev, Department of Economics.
  3. Haim Shalit, 2009. "Using Ols To Test For Normality," Working Papers 0912, Ben-Gurion University of the Negev, Department of Economics.
  4. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  1. Sergio Ortobelli Lozza & Haim Shalit & Frank J. Fabozzi, 2013. "Portfolio Selection Problems Consistent With Given Preference Orderings," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 1350029-1-1.
  2. Shalit, Haim, 2012. "Using OLS to test for normality," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
  3. Haim Shalit & Shlomo Yitzhaki, 2010. "How does beta explain stochastic dominance efficiency?," Review of Quantitative Finance and Accounting, Springer, vol. 35(4), pages 431-444, November.
  4. Sergio Ortobelli & Svetlozar Rachev & Haim Shalit & Frank Fabozzi, 2009. "Orderings and Probability Functionals Consistent with Preferences," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(1), pages 81-102.
  5. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.
  6. Dima Alberg & Haim Shalit & Rami Yosef, 2008. "Estimating stock market volatility using asymmetric GARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1201-1208.
  7. Haim Shalit & Shlomo Yitzhaki, 2005. "The Mean-Gini Efficient Portfolio Frontier," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 28(1), pages 59-75.
  8. Haim Shalit & Shlomo Yitzhaki, 2003. "An Asset Allocation Puzzle: Comment," American Economic Review, American Economic Association, vol. 93(3), pages 1002-1008, June.
  9. Shalit, Haim & Yitzhaki, Shlomo, 2002. " Estimating Beta," Review of Quantitative Finance and Accounting, Springer, vol. 18(2), pages 95-118, March.
  10. 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.
  11. 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.
  12. Haim Shalit & Shlomo Yitzhaki, 1994. "Marginal Conditional Stochastic Dominance," Management Science, INFORMS, vol. 40(5), pages 670-684, May.
  13. A. Golan & H. Shalit, 1993. "Wine Quality Differentials In Hedonic Grape Pricing," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(2), pages 311-321.
  14. Plessner, Yakir & Shalit, Haim, 1986. "Inflation, the level of investment, and interest rates," European Economic Review, Elsevier, vol. 30(6), pages 1169-1187, December.
  15. 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.
  16. Shalit, Haim, 1984. "Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies," European Review of Agricultural Economics, Foundation for the European Review of Agricultural Economics, vol. 11(1), pages 1-16.
  17. Shalit, Haim & Schmitz, Andrew, 1984. "Farmland Price Behavior And Credit Allocation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(02), December.
  18. 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.
  19. 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.
  20. Shalit, Haim, 1980. "The democratic provision of public and private goods from exhaustible resources," Journal of Environmental Economics and Management, Elsevier, vol. 7(2), pages 81-89, June.
  21. 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.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2010-12-18. Author is listed

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