IDEAS home Printed from
MyIDEAS: Login to follow this author

Haim Shalit

This is information that was supplied by Haim Shalit in registering through RePEc. If you are Haim Shalit , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Haim
Middle Name:
Last Name:Shalit
RePEc Short-ID:psh55
Postal Address:Department of Economics Ben Gurion University of the Negev Beer Sheva, Israel
Location: Beer-Sheva, Israel
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)
in new window

  1. Gleb Gersman & Haim Shalit, 2014. "Optimizing MCSD Portfolios," Working Papers 1410, Ben-Gurion University of the Negev, Department of Economics.
  2. Haim Shalit, 2014. "Measuring Risk In Israeli Mutual Funds: Conditional Value-At-Risk Vs. Aumann-Serrano Riskiness Index," Working Papers 1409, Ben-Gurion University of the Negev, Department of Economics.
  3. Haim Shalit, 2010. "Portfolio Risk Management Using The Lorenz Curve," Working Papers 1011, Ben-Gurion University of the Negev, Department of Economics.
  4. 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.
  5. Haim Shalit, 2009. "Using Ols To Test For Normality," Working Papers 0912, Ben-Gurion University of the Negev, Department of Economics.
  6. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  7. Dima Alberg & Haim Shalit & Rami Yosef, 2006. "Estimating Stock Market Volatility Using Asymmetric GARCH Models," Working Papers 0610, 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. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.
  5. 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.
  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, 1995. "Meanā€Gini hedging in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(6), pages 617-635, 09.
  13. Haim Shalit & Shlomo Yitzhaki, 1994. "Marginal Conditional Stochastic Dominance," Management Science, INFORMS, vol. 40(5), pages 670-684, May.
  14. A. Golan & H. Shalit, 1993. "Wine Quality Differentials In Hedonic Grape Pricing," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(2), pages 311-321.
  15. Plessner, Yakir & Shalit, Haim, 1986. "Inflation, the level of investment, and interest rates," European Economic Review, Elsevier, vol. 30(6), pages 1169-1187, December.
  16. 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.
  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. 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.
  20. 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.
  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.
  22. 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.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (2) 2010-12-18 2015-01-31. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Haim Shalit should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.