IDEAS home Printed from https://ideas.repec.org/e/c/psh55.html
   My authors  Follow this author

Haim Shalit

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Haim Shalit, 2017. "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers 1701, Ben-Gurion University of the Negev, Department of Economics.

    Cited by:

    1. Pankaj Kumar & Xiaojin Liu & Akbar Zaheer, 2022. "How much does the firm's alliance network matter?," Strategic Management Journal, Wiley Blackwell, vol. 43(8), pages 1433-1468, August.
    2. Haim Shalit, 2024. "The Nonsense of Bitcoin 1n Portfolio Analysis," Working Papers 2401, Ben-Gurion University of the Negev, Department of Economics.
    3. Benjamin R. Auer & Tobias Hiller, 2021. "Cost gap, Shapley, or nucleolus allocation: Which is the best game‐theoretic remedy for the low‐risk anomaly?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 876-884, June.
    4. Haim Shalit, 2020. "The Shapley value of regression portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 506-512, October.
    5. Giacomo Morelli, 2024. "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, vol. 342(3), pages 1991-2019, November.
    6. Dangxing Chen & Jingfeng Chen & Weicheng Ye, 2024. "Why Groups Matter: Necessity of Group Structures in Attributions," Papers 2408.05701, arXiv.org.
    7. Bastien Lextrait, 2022. "Optimizing portfolios in the illiquid, unlisted market of SME crowdlending," EconomiX Working Papers 2022-23, University of Paris Nanterre, EconomiX.
    8. Patrick S. Hagan & Andrew Lesniewski & Georgios E. Skoufis & Diana E. Woodward, 2021. "Portfolio risk allocation through Shapley value," Papers 2103.05453, arXiv.org.

  2. Haim Shalit, 2010. "Portfolio Risk Management Using The Lorenz Curve," Working Papers 1011, Ben-Gurion University of the Negev, Department of Economics.

    Cited by:

    1. 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, 2009. "Using Ols To Test For Normality," Working Papers 0912, Ben-Gurion University of the Negev, Department of Economics.

    Cited by:

    1. Haim Shalit, 2020. "The Shapley value of regression portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 506-512, October.
    2. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    3. 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.
    4. Doron Nisani, 2023. "On the General Deviation Measure and the Gini coefficient," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 599-610, September.
    5. Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
    6. Norbert Henze & Stefan Koch, 2020. "On a test of normality based on the empirical moment generating function," Statistical Papers, Springer, vol. 61(1), pages 17-29, February.

  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.

    Cited by:

    1. Ephraim Clark & Konstantinos Kassimatis, 2013. "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, vol. 40(2), pages 251-271, February.
    2. Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017. "Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1270251-127, January.
    3. Marta Cardin & Bennett Eisenberg & Luisa Tibiletti, 2012. "Bid and Ask Prices Tailored to Traders' Risk Aversion and Gain Propension: a Normative Approach," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 3(6), pages 294-306, December.
    4. Yacine Belghitar & Ephraim Clark & Nitin Deshmukh, 2017. "Importance Of The Fund Management Company In The Performance Of Socially Responsible Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 349-367, September.
    5. Schröder, Carsten & Yitzhaki, Shlomo, 2017. "Revisiting the evidence for cardinal treatment of ordinal variables," European Economic Review, Elsevier, vol. 92(C), pages 337-358.
    6. Shlomo Yitzhaki & Peter Lambert, 2014. "Is higher variance necessarily bad for investment?," Review of Quantitative Finance and Accounting, Springer, vol. 43(4), pages 855-860, November.
    7. Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014. "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 54-62.
    8. Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
    9. Denuit, Michel M. & Huang, Rachel J. & Tzeng, Larry Y. & Wang, Christine W., 2014. "Almost marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 57-66.
    10. Chen, Tzu-Ying & Tsai, An-Mei & Tzeng, Larry Y., 2022. "Revisiting almost marginal conditional stochastic dominance," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 260-269.
    11. Shlomo Yitzhaki, 2016. "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 13-27, May.
    12. Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013. "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, vol. 40(1), pages 155-170, January.
    13. Belghitar, Yacine & Clark, Ephraim & Kassimatis, Konstantino, 2011. "The prudential effect of strategic institutional ownership on stock performance," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 191-199, August.
    14. Clark, Ephraim & Kassimatis, Konstantinos, 2012. "An empirical analysis of marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1144-1151.

  5. 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.

    Cited by:

    1. Neenu Chalissery & Suhaib Anagreh & Mohamed Nishad T. & Mosab I. Tabash, 2022. "Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis," JRFM, MDPI, vol. 15(9), pages 1-23, September.

  6. Shalit, Haim & Yitzhaki, Shlomo, 1985. "Evaluating the Mean-Gini Approach to Portfolio Selection," Working Papers 232632, Hebrew University of Jerusalem, Center for Agricultural Economic Research.

    Cited by:

    1. Cochran, Mark J., 1986. "Stochastic Dominance: The State Of The Art In Agricultural Economics," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271995, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.

  7. Shalit, Haim & Yitzhaki, Shlomo, 1982. "Mean-Gini, Portfolio Theory and the Pricing of Risky Assets," Working Papers 232569, Hebrew University of Jerusalem, Center for Agricultural Economic Research.

    Cited by:

    1. Fontanari, Andrea & Cirillo, Pasquale & Oosterlee, Cornelis W., 2018. "From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 13-29.
    2. Heuchenne, Cédric & Jacquemain, Alexandre, 2022. "Inference for monotone single-index conditional means: A Lorenz regression approach," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    3. León, Angel & Navarro, Lluís & Nieto, Belén, 2019. "Screening rules and portfolio performance," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 642-662.
    4. Miguel A. Lejeune & John Turner, 2019. "Planning Online Advertising Using Gini Indices," Operations Research, INFORMS, vol. 67(5), pages 1222-1245, September.
    5. Andrey Lizyayev, 2012. "Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements," Annals of Operations Research, Springer, vol. 196(1), pages 391-410, July.
    6. Darren Butterworth & Phil Holmes, 2005. "The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 131-160, September.
    7. Doron Nisani, 2019. "Ranking Investments Using the Lorenz Curve," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 1-9, March.
    8. 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.
    9. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Risk sharing, measuring variability, and distortion riskmetrics," Papers 2302.04034, arXiv.org.
    10. Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017. "Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1270251-127, January.
    11. Mohammed Berkhouch & Fernanda Maria Müller & Ghizlane Lakhnati & Marcelo Brutti Righi, 2022. "Deviation-Based Model Risk Measures," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 527-547, February.
    12. Haim Shalit, 2020. "The Shapley value of regression portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 506-512, October.
    13. Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017. "Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model," Review of Managerial Science, Springer, vol. 11(4), pages 789-814, October.
    14. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
    15. Bokusheva, R. & Breustedt, G. & Heidelbach, O., 2007. "Reducing asymmetric information by alternative crop insurance schemes – Testing risk reduction of individual and index-based contracts," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 42, March.
    16. Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.
    17. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    18. 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.
    19. Jules Sadefo-Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Post-Print hal-02920323, HAL.
    20. Steven Toms, 2014. "Accounting-based Risk Management and the Capital Asset Pricing Model: An Empirical Comparison," Australian Accounting Review, CPA Australia, vol. 24(2), pages 127-133, June.
    21. Chao Wu & Miaomiao Chen & Lei Zhou & Xiaojin Liang & Wei Wang, 2020. "Identifying the Spatiotemporal Patterns of Traditional Villages in China: A Multiscale Perspective," Land, MDPI, vol. 9(11), pages 1-21, November.
    22. Edward Seiler, 2001. "A nonparametric test for marginal conditional stochastic dominance," Applied Financial Economics, Taylor & Francis Journals, vol. 11(2), pages 173-177.
    23. Banu Gemici-Ozkan & S. David Wu & Jeffrey T. Linderoth & Jeffry E. Moore, 2010. "OR PRACTICE---R&D Project Portfolio Analysis for the Semiconductor Industry," Operations Research, INFORMS, vol. 58(6), pages 1548-1563, December.
    24. Shalit, Haim & Yitzhaki, Shlomo, 1985. "Evaluating the Mean-Gini Approach to Portfolio Selection," Working Papers 232632, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
    25. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.
    26. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    27. Blavatskyy, Pavlo, 2016. "Probability weighting and L-moments," European Journal of Operational Research, Elsevier, vol. 255(1), pages 103-109.
    28. Schechtman, Edna & Yitzhaki, Shlomo, 1985. "A Measure of Association Based on Gini's Mean Difference," Working Papers 232621, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
    29. Sadefo Kamdem, Jules, 2012. "A nice estimation of Gini index and power Pen's parade," Economic Modelling, Elsevier, vol. 29(4), pages 1299-1304.
    30. Cochran, Mark J., 1986. "Stochastic Dominance: The State Of The Art In Agricultural Economics," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271995, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    31. Buschena, David E. & Zilberman, David, 1994. "What Do We Know About Decision Making Under Risk And Where Do We Go From Here?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-14, December.
    32. Haim Shalit, 1995. "Mean-Gini analysis of stochastic externalities: The case of groundwater contamination," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 6(1), pages 37-52, July.
    33. Berkhouch, Mohammed & Lakhnati, Ghizlane, 2017. "Extended Gini-type measures of risk and variability," MPRA Paper 80329, University Library of Munich, Germany.
    34. Fontanari Andrea & Cirillo Pasquale & Oosterlee Cornelis W., 2020. "Lorenz-generated bivariate Archimedean copulas," Dependence Modeling, De Gruyter, vol. 8(1), pages 186-209, January.
    35. Mohammed Berkhouch & Ghizlane Lakhnati & Marcelo Brutti Righi, 2017. "Extended Gini-type measures of risk and variability," Papers 1707.07322, arXiv.org, revised Mar 2018.
    36. Reza Bradrania & Davood Pirayesh Neghab, 2022. "State-dependent Asset Allocation Using Neural Networks," Papers 2211.00871, arXiv.org.
    37. Davide Lauria & W. Brent Lindquist & Svetlozar T. Rachev, 2023. "Enhancing CVaR portfolio optimisation performance with GAM factor models," Papers 2401.00188, arXiv.org.
    38. Zhenlong Jiang & Ran Ji & Kuo-Chu Chang, 2020. "A Machine Learning Integrated Portfolio Rebalance Framework with Risk-Aversion Adjustment," JRFM, MDPI, vol. 13(7), pages 1-20, July.
    39. José Claudio Isaias & Pedro Paulo Balestrassi & Guilherme Augusto Barucke Marcondes & Wesley Vieira da Silva & Carlos Henrique Pereira Mello & Claudimar Pereira da Veiga, 2021. "Project Portfolio Selection of Solar Energy by Photovoltaic Generation Using Gini-CAPM Multi-Criteria and Considering ROI Covariations," Energies, MDPI, vol. 14(24), pages 1-21, December.
    40. Farinelli, Simone & Ferreira, Manuel & Rossello, Damiano & Thoeny, Markus & Tibiletti, Luisa, 2008. "Beyond Sharpe ratio: Optimal asset allocation using different performance ratios," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2057-2063, October.
    41. 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.
    42. Kaplanski, Guy, 2004. "Traditional beta, downside risk beta and market risk premiums," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(5), pages 636-653, December.
    43. Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
    44. Wetzstein, Michael E. & Szmedra, Philip I. & McClendon, Ronald W. & Edwards, David M., 1988. "Efficiency Criteria And Risk Aversion: An Empirical Evaluation," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(1), pages 1-8, July.
    45. Manuel Trajtenberg & Shlomo Yitzhaki, 1982. "The Diffusion of Innovations: A Methodological Reappraisal," NBER Working Papers 1008, National Bureau of Economic Research, Inc.
    46. Richard Mawulawoe Ahadzie & Nagaratnam Jeyasreedharan, 2024. "Higher‐order moments and asset pricing in the Australian stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 75-128, March.
    47. Wei Shi & Scott H. Irwin, 2005. "Optimal Hedging with a Subjective View: An Empirical Bayesian Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 87(4), pages 918-930.
    48. Nicole Bäuerle & Stefanie Grether, 2015. "Complete markets do not allow free cash flow streams," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(2), pages 137-146, April.
    49. Bradrania, Reza & Pirayesh Neghab, Davood, 2021. "State-dependent asset allocation using neural networks," MPRA Paper 115254, University Library of Munich, Germany.
    50. Weidong Lin & Jose Olmo & Abderrahim Taamouti, 2022. "Portfolio Selection Under Systemic Risk," Working Papers 202208, University of Liverpool, Department of Economics.
    51. Lifeng Wang & Jinwu Gao & Hamed Ahmadzade & Zezhou Zou, 2023. "Partial Gini Coefficient for Uncertain Random Variables with Application to Portfolio Selection," Mathematics, MDPI, vol. 11(18), pages 1-18, September.
    52. David Shaffer & Andrea DeMaskey, 2005. "Currency Hedging Using the Mean-Gini Framework," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 125-137, September.
    53. Aleš Kresta, 2015. "Application of Performance Ratios in Portfolio Optimization," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 63(6), pages 1969-1977.
    54. Kresta Aleš & Wang Anlan, 2020. "Portfolio Optimization Efficiency Test Considering Data Snooping Bias," Business Systems Research, Sciendo, vol. 11(2), pages 73-85, October.
    55. Pavlo Blavatskyy, 2023. "Expected return—expected loss approach to optimal portfolio investment," Theory and Decision, Springer, vol. 94(1), pages 63-81, January.
    56. Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2019. "New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies," Working Papers hal-02417459, HAL.
    57. Frank Hespeler & Haim Shalit, 2018. "Mean-Extended Gini Portfolios: A 3D Efficient Frontier," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 731-740, March.
    58. Ringuest, Jeffrey L. & Graves, Samuel B. & Case, Randy H., 2004. "Mean-Gini analysis in R&D portfolio selection," European Journal of Operational Research, Elsevier, vol. 154(1), pages 157-169, April.
    59. Andrey Lizyayev, 2010. "Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements," Tinbergen Institute Discussion Papers 10-084/2, Tinbergen Institute.

Articles

  1. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    See citations under working paper version above.
  2. Haim Shalit, 2020. "Using the Shapley value of stocks as systematic risk," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(4), pages 459-468, October.

    Cited by:

    1. Haim Shalit, 2024. "The Nonsense of Bitcoin 1n Portfolio Analysis," Working Papers 2401, Ben-Gurion University of the Negev, Department of Economics.
    2. Benjamin R. Auer & Tobias Hiller, 2021. "Cost gap, Shapley, or nucleolus allocation: Which is the best game‐theoretic remedy for the low‐risk anomaly?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 876-884, June.
    3. Giacomo Morelli, 2024. "Responsible investing and portfolio selection: a shapley - CVaR approach," Annals of Operations Research, Springer, vol. 342(3), pages 1991-2019, November.

  3. Haim Shalit, 2020. "The Shapley value of regression portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 506-512, October.

    Cited by:

    1. Benjamin R. Auer & Tobias Hiller, 2021. "Cost gap, Shapley, or nucleolus allocation: Which is the best game‐theoretic remedy for the low‐risk anomaly?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(4), pages 876-884, June.
    2. Tobias Hiller, 2022. "Allocation of portfolio risk and outside options," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2845-2848, October.

  4. 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 1-38.

    Cited by:

    1. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    2. Sergio Ortobelli & Noureddine Kouaissah & Tomáš Tichý, 2017. "On the impact of conditional expectation estimators in portfolio theory," Computational Management Science, Springer, vol. 14(4), pages 535-557, October.
    3. Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2020. "An optimization–diversification approach to portfolio selection," Journal of Global Optimization, Springer, vol. 76(2), pages 245-265, February.
    4. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
    5. Mohd Azdi Maasar & Diana Roman & Paresh Date, 2022. "Risk minimisation using options and risky assets," Operational Research, Springer, vol. 22(1), pages 485-506, March.
    6. Roberto Cervelló-Royo & Francisco Guijarro & Victor Martinez-Gomez, 2019. "Social Performance considered within the global performance of Microfinance Institutions: a new approach," Operational Research, Springer, vol. 19(3), pages 737-755, September.
    7. Sergio Ortobelli Lozza & Tommaso Lando & Filomena Petronio & Tomáš Tichý, 2016. "Asymptotic Multivariate Dominance: A Financial Application," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1097-1115, December.
    8. Grechuk, Bogdan & Zabarankin, Michael, 2016. "Inverse portfolio problem with coherent risk measures," European Journal of Operational Research, Elsevier, vol. 249(2), pages 740-750.
    9. Mohammad Mehdi Hosseinzadeh & Sergio Ortobelli Lozza & Farhad Hosseinzadeh Lotfi & Vittorio Moriggia, 2023. "Portfolio optimization with asset preselection using data envelopment analysis," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(1), pages 287-310, March.
    10. Fang, Yi & Post, Thierry, 2022. "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, vol. 137(C).

  5. Shalit, Haim, 2012. "Using OLS to test for normality," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
    See citations under working paper version above.
  6. 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.
    See citations under working paper version above.
  7. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.

    Cited by:

    1. Marta Cardin & Bennett Eisenberg & Luisa Tibiletti, 2012. "Bid and Ask Prices Tailored to Traders' Risk Aversion and Gain Propension: a Normative Approach," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 3(6), pages 294-306, December.
    2. Doron Nisani, 2023. "On the General Deviation Measure and the Gini coefficient," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 599-610, September.
    3. Shlomo Yitzhaki, 2016. "A Potential Contradiction Between Economic Theory and Applied Finance," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 13-27, May.
    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.
    5. Claude Bergeron, 2021. "The three-factor model without a linear return generating process," Economics Bulletin, AccessEcon, vol. 41(3), pages 1763-1772.
    6. Frank Hespeler & Haim Shalit, 2018. "Mean-Extended Gini Portfolios: A 3D Efficient Frontier," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 731-740, March.

  8. 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.

    Cited by:

    1. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    2. Sergio Ortobelli & Noureddine Kouaissah & Tomáš Tichý, 2017. "On the impact of conditional expectation estimators in portfolio theory," Computational Management Science, Springer, vol. 14(4), pages 535-557, October.
    3. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
    4. Iosif Pinelis, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," Papers 1310.6025, arXiv.org.
    5. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
    6. Sergio Ortobelli Lozza & Tommaso Lando & Filomena Petronio & Tomáš Tichý, 2016. "Asymptotic Multivariate Dominance: A Financial Application," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1097-1115, December.
    7. Iosif Pinelis, 2014. "An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality," Risks, MDPI, vol. 2(3), pages 1-44, September.
    8. Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý, 2015. "Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(1), pages 3-16.
    9. Alain Ruttiens, 2013. "Portfolio Risk Measures: The Time’s Arrow Matters," Computational Economics, Springer;Society for Computational Economics, vol. 41(3), pages 407-424, March.

  9. 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, March.

    Cited by:

    1. Fontanari, Andrea & Cirillo, Pasquale & Oosterlee, Cornelis W., 2018. "From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 13-29.
    2. Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
    3. Miguel A. Lejeune & John Turner, 2019. "Planning Online Advertising Using Gini Indices," Operations Research, INFORMS, vol. 67(5), pages 1222-1245, September.
    4. Doron Nisani, 2019. "Ranking Investments Using the Lorenz Curve," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(1), pages 1-9, March.
    5. Haim Shalit, 2024. "The Nonsense of Bitcoin 1n Portfolio Analysis," Working Papers 2401, Ben-Gurion University of the Negev, Department of Economics.
    6. Johannes König & Carsten Schröder, 2018. "Inequality-minimization with a given public budget," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 607-629, December.
    7. Maria-Teresa Bosch-Badia & Joan Montllor-Serrats & Maria-Antonia Tarrazon-Rodon, 2017. "Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1270251-127, January.
    8. Ran Ji & Miguel A. Lejeune & Srinivas Y. Prasad, 2017. "Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria," Annals of Operations Research, Springer, vol. 248(1), pages 305-343, January.
    9. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    10. Clark, Ephraim & Kassimatis, Konstantinos, 2014. "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, vol. 20(C), pages 20-38.
    11. Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
    12. Fontanari Andrea & Cirillo Pasquale & Oosterlee Cornelis W., 2020. "Lorenz-generated bivariate Archimedean copulas," Dependence Modeling, De Gruyter, vol. 8(1), pages 186-209, January.
    13. José Claudio Isaias & Pedro Paulo Balestrassi & Guilherme Augusto Barucke Marcondes & Wesley Vieira da Silva & Carlos Henrique Pereira Mello & Claudimar Pereira da Veiga, 2021. "Project Portfolio Selection of Solar Energy by Photovoltaic Generation Using Gini-CAPM Multi-Criteria and Considering ROI Covariations," Energies, MDPI, vol. 14(24), pages 1-21, December.
    14. 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.
    15. Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
    16. Pierpaolo Angelini & Fabrizio Maturo, 2023. "Tensors Associated with Mean Quadratic Differences Explaining the Riskiness of Portfolios of Financial Assets," JRFM, MDPI, vol. 16(8), pages 1-25, August.
    17. Habibeh Sherafatmand & Saeed Yazdani, 2014. "The management of price risk in Iranian dates: An application of futures instruments," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-12, December.
    18. Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008. "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Post-Print halshs-00336475, HAL.
    19. Frank Hespeler & Haim Shalit, 2018. "Mean-Extended Gini Portfolios: A 3D Efficient Frontier," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 731-740, March.

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

    Cited by:

    1. Heuchenne, Cédric & Jacquemain, Alexandre, 2022. "Inference for monotone single-index conditional means: A Lorenz regression approach," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    2. Boyle, Glenn & Guthrie, Graeme, 2005. "Human Capital and Popular Investment Advice," Working Paper Series 18962, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    3. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
    4. Gomes, Francisco & Michaelides, Alexander, 2004. "A human capital explanation for an asset allocation puzzle?," LSE Research Online Documents on Economics 24705, London School of Economics and Political Science, LSE Library.
    5. Rebecca Abraham & Hani El-Chaarani & Zhi Tao, 2022. "Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?," JRFM, MDPI, vol. 15(2), pages 1-31, February.
    6. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.
    7. Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006. "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche 0635, CIRPEE.
    8. Bali, Turan G. & Demirtas, K. Ozgur & Levy, Haim & Wolf, Avner, 2009. "Bonds versus stocks: Investors' age and risk taking," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 817-830, September.
    9. Lioui, Abraham, 2007. "The asset allocation puzzle is still a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1185-1216, April.
    10. Gleb Gersman & Haim Shalit, 2014. "Optimizing MCSD Portfolios," Working Papers 1410, Ben-Gurion University of the Negev, Department of Economics.
    11. Denuit, Michel M. & Huang, Rachel J. & Tzeng, Larry Y. & Wang, Christine W., 2014. "Almost marginal conditional stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 57-66.
    12. Doron Nisani & Amit Shelef, 2021. "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, vol. 61(4), pages 1883-1915, October.
    13. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
    14. Wei-Han Liu & Jow-Ran Chang & Guo-Jun Yang, 2024. "An improved criterion for almost marginal conditional stochastic dominance," Review of Quantitative Finance and Accounting, Springer, vol. 62(3), pages 1251-1290, April.
    15. Dahlquist, Magnus & Tédongap, Roméo & Farago, Adam, 2015. "Asymmetries and Portfolio Choice," CEPR Discussion Papers 10706, C.E.P.R. Discussion Papers.

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

    Cited by:

    1. David M. McEvoy & Sylvia Brandt & Sven Anders, 2009. "The Effects of ITQ Management on Fishermen’s Welfare When the Processing Sector Is Imperfectly Competitive," Land Economics, University of Wisconsin Press, vol. 85(3), pages 470-484.
    2. Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School.
    3. Adrian Lei & Martin Yick & Keith Lam, 2013. "Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 131-147, July.
    4. E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(2), pages 129-146, August.
    5. Richards, Timothy J. & Kagan, Albert & Mischen, Pamela & Adu-Asamoah, Richard, 1996. "Marketing Order Suspensions And Fresh Lemon Retail-Fob Margins," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 28(2), pages 1-15, December.
    6. Shalit, Haim, 2012. "Using OLS to test for normality," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
    7. Sexton, Richard J. & Sheldon, Ian M. & McCorriston, Steve & Wang, Humei, 2004. "Analyzing Vertical Market Structure And Its Implications For Trade Liberalization," 2004 Annual meeting, August 1-4, Denver, CO 20060, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    8. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
    9. Saitone, Tina L. & Sexton, Richard J. & Sexton, Steven E., 2008. "Market Power in the Corn Sector: How Does It Affect the Impacts of the Ethanol Subsidy?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-26.
    10. Michael Devaney & William Weber, 2005. "Efficiency, Scale Economies, and the Risk/Return Performance of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 301-317, November.
    11. John Geppert & Stoyu Ivanov & Gordon Karels, 2011. "An analysis of the importance of S&P 500 discretionary constituent changes," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 21-34, July.

  12. 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 135-157, March.

    Cited by:

    1. Darren Butterworth & Phil Holmes, 2005. "The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 131-160, September.
    2. E. Schechtman & S. Yitzhaki, 2003. "A Family of Correlation Coefficients Based on the Extended Gini Index," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(2), pages 129-146, August.
    3. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
    4. George E. Halkos & Apostolos S. Tsirivis, 2019. "Energy Commodities: A Review of Optimal Hedging Strategies," Energies, MDPI, vol. 12(20), pages 1-19, October.
    5. 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.

  13. Haim Shalit, 1995. "Mean‐Gini hedging in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(6), pages 617-635, September.

    Cited by:

    1. Jui-Cheng Hung & Chien-Liang Chiu & Ming-Chih Lee, 2006. "Hedging with zero-value at risk hedge ratio," Applied Financial Economics, Taylor & Francis Journals, vol. 16(3), pages 259-269.
    2. Darren Butterworth & Phil Holmes, 2005. "The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 131-160, September.
    3. Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017. "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, vol. 53(3), pages 1039-1058, November.
    4. Jules Sadefo-Kamdem & Zoulkiflou Moumouni, 2020. "Comparison of Some Static Hedging Models of Agricultural Commodities Price Uncertainty," Post-Print hal-02920323, HAL.
    5. Donald Lien & Keshab Shrestha & Jing Wu, 2016. "Quantile Estimation of Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 194-214, February.
    6. Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017. "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, vol. 63(C), pages 174-184.
    7. Barbi, Massimiliano & Romagnoli, Silvia, 2018. "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 14-29.
    8. Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
    9. Zoulkiflou Moumouni & Jules Sadefo-Kamdem, 2019. "New models of commodity risk hedging according to the behavior of economic decision-makers or Rollover Strategies," Working Papers hal-02417459, HAL.
    10. George E. Halkos & Apostolos S. Tsirivis, 2019. "Energy Commodities: A Review of Optimal Hedging Strategies," Energies, MDPI, vol. 12(20), pages 1-19, October.

  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, May.

    Cited by:

    1. Loureiro, Maria L., 2003. "Rethinking new wines: implications of local and environmentally friendly labels," Food Policy, Elsevier, vol. 28(5-6), pages 547-560.
    2. Herrmann, Roland & Roeder, Claudia, 1998. "Some neglected issues in food demand analysis: retail-level demand, health information and product quality," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 42(4), pages 1-27.
    3. Oczkowski, Edward A., 1993. "A Hedonic Price Function for Australian Premium Table Wine," 1993 Conference (37th), February 9-11, 1993, Sydney, Australia 147769, Australian Agricultural and Resource Economics Society.
    4. Danielle Wood & Kym Anderson, 2002. "What Determines the Future Value of an Icon Wine? Evidence from Australia," Centre for International Economic Studies Working Papers 2002-33, University of Adelaide, Centre for International Economic Studies.
    5. Fleischer, Aliza & Tchetchik, Anat, 2002. "Is agriculture an important componenet of rural tourism?," ERSA conference papers ersa02p065, European Regional Science Association.
    6. Swinnen, J. & Meloni, G. & Haeck, C., 2018. "What is the Value of Terroir? Historical Evidence from Champagne and Bordeaux," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277221, International Association of Agricultural Economists.
    7. Steiner, Bodo E., 2009. "The Extent and Nature of Contracting in the Wine Supply-Chain When Moral Hazard is Present," Staff Paper Series 154127, University of Alberta, Department of Resource Economics and Environmental Sociology.
    8. Catherine Haeck & Giulia Meloni & Johan Swinnen, 2019. "The Value of Terroir: A Historical Analysis of the Bordeaux and Champagne Geographical Indications," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 41(4), pages 598-619, December.
    9. Roberts, Shane & Brooks, Kathleen R. & Nogueira, Lia & Walters, Cory G., 2020. "The Role of Quality Characteristics in Pricing Hard Red Winter Wheat," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304560, Agricultural and Applied Economics Association.
    10. Monica Fait & Antonio Iazzi & Paola Scorrano, 2014. "La brand experience nelle strategie commerciali delle imprese vitivinicole," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2014(2), pages 285-304.
    11. Dieter Pennerstorfer & Christoph Weiss & Andreas Huber, 2019. "Experts, Reputation and Umbrella Effects: Empirical Evidence from Wine Prices," Economics working papers 2019-08, Department of Economics, Johannes Kepler University Linz, Austria.
    12. 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.
    13. Schamel, Guenter & Anderson, Kym, 2001. "Wine Quality and Regional Reputation: Hedonic Prices for Australia and New Zealand," 2001 Conference (45th), January 23-25, 2001, Adelaide, Australia 125877, Australian Agricultural and Resource Economics Society.
    14. 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.
    15. Smed, Sinne & Hansen, Lars Garn, 2018. "Consumer Valuation of Health Attributes in Food," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 43(2), May.
    16. Bocart, Fabian Y.R.P. & Hafner, Christian, 2015. "Fair Revaluation of Wine as an Investment," LIDAM Reprints ISBA 2015040, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    17. Arnaud Dupuy & Alfred Galichon & Marc Henry, 2014. "Entropy Methods for Identifying Hedonic Models," SciencePo Working papers Main hal-03393019, HAL.
    18. Sanja Lutzeyer, 2008. "Estimating Hedonic Prices for Stellenbosch wine," Working Papers 15/2008, Stellenbosch University, Department of Economics.
    19. Jacobo Núñez & David Martín‐Barroso & Francisco J. Velázquez, 2024. "The hedonic price model for the wine market: A systematic and comparative review of the literature," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 247-264, March.
    20. Hossain, Afjal & Badiuzzaman,, 2021. "Hedonic prices for the fruit market in Bangladesh: Lessons from guava and hog plum purchase decisions," Journal of Retailing and Consumer Services, Elsevier, vol. 62(C).
    21. Caracciolo, Francesco & D’Amico, Mario & Di Vita, Giuseppe & Pomarici, Eugenio & Dal Bianco, Andrea & Cembalo, Luigi, 2016. "Private vs. Collective Wine Reputation," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 19(3), pages 1-20, August.
    22. Schamel, Guenter, 2003. "A Hedonic Pricing Model for German Wine," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(05), pages 1-8.
    23. Eugenio Brentari & Rosella Levaggi, 2010. "Hedonic Price for the Italian Red Wine: a Panel Analysis," Working Papers 1001, University of Brescia, Department of Economics.
    24. Cicia, Gianni & Caracciolo, Francesco & Del Giudice, Teresa & Sannino, G. & Verneau, Fabio, 2013. "The Role of Sensory Profile in the Extra-Virgin Olive Oil Consumers Choice," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria 164738, International European Forum on System Dynamics and Innovation in Food Networks.
    25. Günter Schamel & Kym Anderson, 2003. "Wine Quality and Varietal, Regional and Winery Reputations: Hedonic Prices for Australia and New Zealand," The Economic Record, The Economic Society of Australia, vol. 79(246), pages 357-369, September.
    26. 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).
    27. Szolnoki, Gergely & Hoffmann, Dieter & Herrmann, Roland, 2011. "Quantifizierung des Einflusses der äußeren Produktgestaltung auf die Geschmacksbewertung und auf die Kaufbereitschaft bei Wein mittels eines Charakteristikamodells," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 60(01), pages 1-19, February.
    28. Bodo E. Steiner, 2004. "Australian wines in the British wine market: A hedonic price analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 20(3), pages 287-307.
    29. 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), pages 1-8, January.
    30. Antonis Michis & Anna Markidou, 2013. "Determinants of retail wine prices: evidence from Cyprus," Empirical Economics, Springer, vol. 45(1), pages 267-280, August.
    31. Karipidis, Philippos I. & Tsakiridou, Efthimia & Tabakis, Nikolaos M. & Mattas, Konstadinos, 2005. "Hedonic Analysis of Retail Egg Prices," Journal of Food Distribution Research, Food Distribution Research Society, vol. 36(3), pages 1-6, November.
    32. Fraser, Iain, 2003. "The Role of Contracts in Wine Grape Supply Coordination: An Overview," Australasian Agribusiness Review, University of Melbourne, Department of Agriculture and Food Systems, vol. 11.
    33. Steiner, Bodo E., 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).
    34. Petr Korab, 2012. "European Wine Policy and Perceptions of Moravian Winemakers: Theoretical Background with an Empirical Study," MENDELU Working Papers in Business and Economics 2012-23, Mendel University in Brno, Faculty of Business and Economics.

  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 185-189, May.

    Cited by:

    1. I. Josa & A. Aguado, 2020. "Measuring Unidimensional Inequality: Practical Framework for the Choice of an Appropriate Measure," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(2), pages 541-570, June.
    2. Casey J. Dawkins, 2007. "Space And The Measurement Of Income Segregation," Journal of Regional Science, Wiley Blackwell, vol. 47(2), pages 255-272, May.
    3. Kwang Soo Cheong, 1999. "Economic Crisis and Income Inequality in Korea," Working Papers 199906, University of Hawaii at Manoa, Department of Economics.
    4. 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, July.
    5. Reynolds-Feighan, Aisling, 2001. "Traffic distribution in low-cost and full-service carrier networks in the US air transportation market," Journal of Air Transport Management, Elsevier, vol. 7(5), pages 265-275.
    6. Akli Berri, 2009. "Transport consumption inequalities and redistributive effects of taxes: A repeated cross-sectional evaluation on French household data," Working Papers 145, ECINEQ, Society for the Study of Economic Inequality.
    7. Dmitry Efrosinin & Natalia Stepanova & Janos Sztrik & Andreas Plank, 2020. "Approximations in Performance Analysis of a Controllable Queueing System with Heterogeneous Servers," Mathematics, MDPI, vol. 8(10), pages 1-18, October.
    8. Kevin Sylwester, 2003. "Changes in income inequality and the black market premium," Applied Economics, Taylor & Francis Journals, vol. 35(4), pages 403-413.
    9. Giorgio Di Maio & Paolo Landoni, 2015. "Beyond the Gini index: Measuring inequality with the Balance of Inequality index," a/ Working Papers Series 1506, Italian Association for the Study of Economic Asymmetries, Rome (Italy).

  16. Rafi Melnick & Haim Shalit, 1985. "Estimating the Market for Tomatoes," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(3), pages 573-582.

    Cited by:

    1. Dorsainvil, Daniel & Lopez, Rigoberto A., 1988. "The Sources of Oligopsony Power in the Haitian Coffee Market," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270443, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Cakir, Metin & Nolan, James, 2014. "Revisiting Concentration in Food and Agricultural Supply Chains: The Welfare Implications of Market Power in a Complementary Input Sector," Staff Papers 179168, University of Minnesota, Department of Applied Economics.
    3. David M. McEvoy & Sylvia Brandt & Sven Anders, 2009. "The Effects of ITQ Management on Fishermen’s Welfare When the Processing Sector Is Imperfectly Competitive," Land Economics, University of Wisconsin Press, vol. 85(3), pages 470-484.
    4. Richards, Timothy J. & Kagan, Albert & Mischen, Pamela & Adu-Asamoah, Richard, 1996. "Marketing Order Suspensions And Fresh Lemon Retail-Fob Margins," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 28(2), pages 1-15, December.
    5. Sexton, Richard J. & Sheldon, Ian M. & McCorriston, Steve & Wang, Humei, 2004. "Analyzing Vertical Market Structure And Its Implications For Trade Liberalization," 2004 Annual meeting, August 1-4, Denver, CO 20060, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    6. Saitone, Tina L. & Sexton, Richard J. & Sexton, Steven E., 2008. "Market Power in the Corn Sector: How Does It Affect the Impacts of the Ethanol Subsidy?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 33(2), pages 1-26.
    7. Alessandro Bonanno & Carlo Russo & Luisa Menapace, 2018. "Market power and bargaining in agrifood markets: A review of emerging topics and tools," Agribusiness, John Wiley & Sons, Ltd., vol. 34(1), pages 6-23, December.
    8. Carlo Russo, 2013. "Modelli comportamentali dei consumatori e strategie di pricing della Grande Distribuzione Organizzata. Implicazioni per le filiere agroalimentari," Economia agro-alimentare, FrancoAngeli Editore, vol. 15(1), pages 145-155.
    9. Daphne M.I. Verreth & Grigorios Emvalomatis & Frank Bunte & Ron Kemp & Alfons G.J.M. Oude Lansink, 2015. "Price Transmission, International Trade, and Asymmetric Relationships in the Dutch Agri‐Food Chain," Agribusiness, John Wiley & Sons, Ltd., vol. 31(4), pages 521-542, October.
    10. Lopez, Rigoberto A. & Dorsainvil, Daniel, 1988. "The Degree and Sources of Oligopsony Power: An Application to the Haitian Coffee Market," Working Papers 115901, Regional Research Project NE-165 Private Strategies, Public Policies, and Food System Performance.

  17. Shalit, Haim & Schmitz, Andrew, 1984. "Farmland Price Behavior And Credit Allocation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-11, December.

    Cited by:

    1. Janssen, Larry L. & Haque, Mohammed Z., 1987. "Determining factors in South Dakota Farmland Market Prices 1976-1984," Bulletin 232119, South Dakota State University, Agricultural Experiment Station.
    2. Sant’Anna, Ana Claudia & Cowley, Cortney & Katchova, Ani L., 2021. "Examining the Relationship between Land Values and Credit Availability," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 53(2), pages 209-228, May.
    3. Love, H. Alan & Karp, Larry, 1988. "The Effect of Anticipated Farm Failure on the.Agricultural Land Market," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270186, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. B. James Deaton & Chad Lawley, 2022. "A survey of literature examining farmland prices: A Canadian focus," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 95-121, June.

  18. Shalit, Haim, 1984. "Does It Pay to Stabilise the Price of Vegetables? An Empirical Evaluation of Agricultural Price Policies," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 11(1), pages 1-16.

    Cited by:

    1. Gaigné, Carl & Laroche Dupraz, Cathie & Matthews, Alan, 2015. "Thirty years of European research on international trade in food and agricultural products," Revue d'Etudes en Agriculture et Environnement, Editions NecPlus, vol. 96(01), pages 91-130, March.

  19. 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 1449-1468, December.
    See citations under working paper version above.
  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.

    Cited by:

    1. 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).
    2. Simpson, R. David & Laxminarayan, Ramanan, 2000. "Biological Limits on Agricultural Intensification: An Example from Resistance Management," RFF Working Paper Series dp-00-43, Resources for the Future.
    3. Richard Cornes & Ngo Van Long & Koji Shimomura, 2000. "Strategic Behavior under Intertemporal Production Externalities," CIRANO Working Papers 2000s-07, CIRANO.
    4. 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).
    5. Terrance Hurley & Silvia Secchi & Bruce Babcock & Richard Hellmich, 2002. "Managing the Risk of European Corn Borer Resistance to Bt Corn," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 22(4), pages 537-558, August.
    6. 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).
    7. Chambers, Robert G. & Lichtenberg, Erik, 1992. "Simple Econometrics of Pesticide Productivity," Working Papers 197795, University of Maryland, Department of Agricultural and Resource Economics.
    8. Joëlle Noailly, 2008. "Coevolution of economic and ecological systems," Journal of Evolutionary Economics, Springer, vol. 18(1), pages 1-29, February.
    9. 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.
    10. Regmi, Anita, 1990. "The value of information in integrated pest management of corn rootworm and European corn borer in Minnesota," Faculty and Alumni Dissertations 307267, University of Minnesota, Department of Applied Economics.
    11. Russell J. Gorddard & David J. Pannell & Greg Hertzler, 1995. "An Optimal Control Model For Integrated Weed Management Under Herbicide Resistance," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 39(1), pages 71-87, April.
    12. Secchi, Silvia, 2000. "Economic issues in resistance management," ISU General Staff Papers 2000010108000013359, Iowa State University, Department of Economics.
    13. 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).
    14. 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.
    15. Alix-Garcia, Jennifer Marie & 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).
    16. 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).
    17. Regev, Uri, 1990. "The Impact of Risk on Pest Management Strategies," 1990 Annual meeting, August 5-8, Vancouver, Canada 270735, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Laxminarayan, Ramanan & Simpson, R. David, 2000. "Biological Limits on Agricultural Intensification: An Example from Resistance Management," Discussion Papers 10914, Resources for the Future.
    19. Ameden, Holly A. & 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).
    20. Cobourn, Kelly M. & Burrack, Hannah J. & Goodhue, Rachael E. & Williams, Jeffrey C. & Zalom, Frank G., 2011. "Implications of simultaneity in a physical damage function," Journal of Environmental Economics and Management, Elsevier, vol. 62(2), pages 278-289, September.
    21. Grogan, Kelly A., 2013. "When Ignorance Is Not Bliss: Pest Control Decisions Involving Beneficial Insects," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149610, Agricultural and Applied Economics Association.
    22. Hurley, Terrance M. & Secchi, Silvia & Hellmich, Richard L., 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).
    23. Finnoff, David & Tschirhart, John, 2005. "Identifying, preventing and controlling invasive plant species using their physiological traits," Ecological Economics, Elsevier, vol. 52(3), pages 397-416, February.
    24. Cornes, Richard & Van Long, Ngo & Shimomura, Koji, 2001. "Drugs and pests: intertemporal production externalities," Japan and the World Economy, Elsevier, vol. 13(3), pages 255-278, August.
    25. Robert G. Chambers & Giannis Karagiannis & Vangelis Tzouvelekas, 2009. "Yet Another Look at Pest Damage and Pesticide Productivity," Working Papers 0911, University of Crete, Department of Economics.
    26. Saphores, Jean-Daniel & Conrad, Jon M., 1996. "The Economic Threshold With a Stochastic Pest Population: An Application to the European Red Mite," Working Papers 127904, Cornell University, Department of Applied Economics and Management.
    27. Pardini, Chelsea A. & Espinola-Arredondo, Ana, 2020. "Facing Fungicide Resistance in Grape Production: A Game Theoretic Approach," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304309, Agricultural and Applied Economics Association.
    28. Fernandez-Cornejo, Jorge & Livingston, Michael J. & Mitchell, Lorraine & Wechsler, Seth, 2014. "Genetically Engineered Crops in the United States," Economic Research Report 164263, United States Department of Agriculture, Economic Research Service.
    29. Hall, Darwin C. & Moffitt, L. Joe, 1985. "Application Of The Economic Threshold For Interseasonal Pest Control," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(2), pages 1-7, December.
    30. Marion Desquilbet & Markus Herrmann, 2016. "The Dynamics of Pest Resistance Management: The Case of Refuge Fields for Bt Crops," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(2), pages 253-288, June.
    31. Grogan, Kelly A., 2014. "When ignorance is not bliss: Pest control decisions involving beneficial insects," Ecological Economics, Elsevier, vol. 107(C), pages 104-113.
    32. Finnoff, David & Shogren, Jason F. & Leung, Brian & Lodge, David, 2005. "The importance of bioeconomic feedback in invasive species management," Ecological Economics, Elsevier, vol. 52(3), pages 367-381, February.
    33. 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.
    34. Farhed Shah & David Zilberman & Erik Lichtenberg, 1995. "Optimal combination of pollution prevention and abatement policies: The case of agricultural drainage," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 5(1), pages 29-49, January.
    35. Chelsea A. Pardini & Ana Espínola‐Arredondo, 2023. "Fungicide resistance and misinformation: A game theoretic approach," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 71(2), pages 171-201, June.
    36. Frisvold, George B. & 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).
    37. Grogan, Kelly A. & Chakravarty, Shourish, 2017. "The Feasibility of Area-wide Pest Management under Heterogeneity and Uncertainty: The Case of Citrus Health Management Areas," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259188, Agricultural and Applied Economics Association.
    38. Alistair Munro, 1997. "Economics and biological evolution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 9(4), pages 429-449, June.
    39. 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).
    40. Hurley, Terrance M. & Babcock, Bruce A. & Hellmich, Richard L., 2001. "Bt Corn and Insect Resistance: An Economic Assessment of Refuges," Staff General Research Papers Archive 5152, Iowa State University, Department of Economics.
    41. Blackwell, Melanie & Pagoulatos, Angelos, 1990. "Measuring the Specification Bias of the Cobb Douglas Functional Form for Alfalfa Production," Agricultural Economics Research Reports 140070, University of Kentucky, Department of Agricultural Economics.
    42. Theodoros Skevas & Spiro E. Stefanou & Alfons Oude Lansink, 2013. "Do Farmers Internalise Environmental Spillovers of Pesticides in Production?," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(3), pages 624-640, September.
    43. Secchi, Silvia & Babcock, Bruce A., 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).
    44. Desquilbet, Marion & Hermann, Markus, 2012. "An assessment of bioeconomic modeling of pest resistance with new insights into dynamic refuge fields," TSE Working Papers 12-263, Toulouse School of Economics (TSE).
    45. Stefan Ambec & Marion Desquilbet, 2012. "Regulation of a Spatial Externality: Refuges versus Tax for Managing Pest Resistance," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(1), pages 79-104, January.
    46. Secchi, Silvia & Babcock, Bruce A., 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).
    47. Bullock, David S. & D'Arcangelo, Filippo Maria & Desquilbet, Marion, 2018. "A discussion of the market and policy failures associated with the adoption of herbicide-tolerant crops," TSE Working Papers 18-959, Toulouse School of Economics (TSE), revised Aug 2019.
    48. Grimsrud, Kristine M. & Huffaker, Ray, 2006. "Solving multidimensional bioeconomic problems with singular-perturbation reduction methods: Application to managing pest resistance to pesticidal crops," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 336-353, May.

  21. Haim Shalit & Andrew Schmitz, 1982. "Farmland Accumulation and Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(4), pages 710-719.

    Cited by:

    1. Mishra, Ashok K. & Moss, Charles B. & Erickson, Kenneth W., 2004. "Effect Of Debt Solvency On Farmland Values: A Panel Cointegration Approach," 2004 Annual meeting, August 1-4, Denver, CO 20261, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Euan Phimister, 1995. "Farm Household Production In The Presence Of Restrictions On Debt: Theory And Policy Implications," Journal of Agricultural Economics, Wiley Blackwell, vol. 46(3), pages 371-380, September.
    3. Stam, Jerome M., 1995. "Credit as a Factor Influencing Farmland Values," Staff Reports 278779, United States Department of Agriculture, Economic Research Service.
    4. François Facchini, 1997. "Politique agricole en France et prix de la terre," Post-Print hal-00490336, HAL.
    5. Joyce Hall Krause & B. Wade Brorsen, 1995. "The Effect of Risk on the Rental Value of Agricultural Land," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 17(1), pages 71-76.
    6. Rosés, Joan R., 2009. "Land markets and agrarian backwardness (Spain, 1900-1936)," IFCS - Working Papers in Economic History.WH wp09-02, Universidad Carlos III de Madrid. Instituto Figuerola.
    7. Laure Latruffe & Chantal Le Mouël, 2009. "Capitalization Of Government Support In Agricultural Land Prices: What Do We Know?," Journal of Economic Surveys, Wiley Blackwell, vol. 23(4), pages 659-691, September.
    8. Bahrs, Enno, 2003. "Bodenkauf als Reinvestitionsfalle – eine deduktive Zahlungsbereitschaftsanalyse," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 52(05), pages 1-13.
    9. Pavel Ciaian & Edoardo Baldoni & d'Artis Kancs & Dušan Drabik, 2021. "The Capitalization of Agricultural Subsidies into Land Prices," Annual Review of Resource Economics, Annual Reviews, vol. 13(1), pages 17-38, October.
    10. Moore, Kevin Clare, 1985. "Predictive econometric modeling of the United States farmland market: an empirical test of the rational expectations hypothesis," ISU General Staff Papers 198501010800008872, Iowa State University, Department of Economics.
    11. Emma Bruno & Rosalia Castellano & Gennaro Punzo & Luca Salvati, 2024. "Direct and spillover effects of short‐ and long‐term land pricing drivers: Evidence from Italian districts, 1992−2019," Journal of Regional Science, Wiley Blackwell, vol. 64(3), pages 804-839, June.
    12. Janssen, Larry & Lehmkuhl, David, 1991. "Empirical Analysis of Seller, Mortgage and Equity Financing Impacts on Farmland Sale Price, 1978-1987," WAEA/ WFEA Conference Archive (1929-1995) 321475, Western Agricultural Economics Association.
    13. Fiske, John Robery, 1983. "The impact of financial constraints on the local price of farm land," ISU General Staff Papers 198301010800008710, Iowa State University, Department of Economics.
    14. Richard G. Newell & Kerry L. Papps & James N. Sanchirico, 2007. "Asset Pricing in Created Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 259-272.
    15. Newell, Richard G. & Papps, Kerry L. & Sanchirico, James N., 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers 10639, Resources for the Future.
    16. Sant’Anna, Ana Claudia & Katchova, Ani L., 2019. "The Impact of Bank Concentration on Land Values," Journal of the ASFMRA, American Society of Farm Managers and Rural Appraisers, vol. 2019.
    17. Love, H. Alan & Karp, Larry, 1988. "The Effect of Anticipated Farm Failure on the.Agricultural Land Market," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270186, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Hennings, Enrique & Sherrick, Bruce J. & Barry, Peter J., 2005. "Portfolio Diversification Using Farmland Investments," 2005 Annual meeting, July 24-27, Providence, RI 19273, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    19. Shalit, Haim & Schmitz, Andrew, 1984. "Farmland Price Behavior And Credit Allocation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-11, December.
    20. Binswanger, Hans P. & Deininger, Klaus & Feder, Gershon, 1993. "Power, distortions, revolt, and reform in agricultural land relations," Policy Research Working Paper Series 1164, The World Bank.
    21. Breimyer, Harold F. & Tweeten, Luther & Chattin, Barbara & Lee, John E. & Batten, Dallas S. & Belongia, Michael T. & Raup, Philip M. & Kelley, Paul L. & Womack, Abner W. & Cook, Michael L. & Hosemann,, 1983. "United States Farm Policy in a World Dimension," Miscellaneous Reports 257831, University of Missouri Columbia, Department of Agricultural Economics.
    22. Johnson, James William, 1985. "Land prices: changes and variability: the effect on Iowa grain farms," ISU General Staff Papers 1985010108000017533, Iowa State University, Department of Economics.
    23. Spurlock, Stanley R., 1985. "Discussion: Issues In Agricultural Land Markets: An Empirical Perspective," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(1), pages 1-3, July.
    24. B. James Deaton & Chad Lawley, 2022. "A survey of literature examining farmland prices: A Canadian focus," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 95-121, June.
    25. Lowenberg-DeBoer, James M., 1985. "The impact of farmland price changes on farm size, financial structure enterprise choice," ISU General Staff Papers 198501010800009722, Iowa State University, Department of Economics.

  22. Andrew Schmitz & Haim Shalit & Stephen J. Turnovsky, 1981. "Producer Welfare and the Preference for Price Stability," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(1), pages 157-160.

    Cited by:

    1. McBride, Linden, 2014. "Exploring food commodity price risk preferences among Tanzanian households," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 172437, Agricultural and Applied Economics Association.
    2. Van Kooten, G. C. & Spriggs, John & Schmitz, Andrew, 1989. "The Impact of Canadian Commodity Stabilization Programs on Risk Reduction and the Supply of Agricultural Commodities," Working Papers 244037, Agriculture and Agri-Food Canada.
    3. Williams Corey J. M., 2023. "Unraveling Producer Price Inflation Pass-Through: Quantification, Structural Breaks, and Causal Direction," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 17(1), pages 1-16, January.
    4. Fu, Tsu-Tan & Fletcher, Stanley M. & Epperson, James E., 1986. "Acreage Planting Decision Analysis Of South Carolina Tomatoes: Nerlovian Versus Just Risk Model," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-7, December.
    5. Schmitz Andrew, 2020. "Commodity Storage, Price Stabilization, and Food Security," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 18(1), pages 1-2, January.
    6. Balié, Jean & Magrini, Emiliano & Morales Opazo, Cristian, 2016. "Cereal price shocks and volatility in Sub-Saharan Africa: What does really matter for farmers' welfare?," DARE Discussion Papers 1607, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    7. Boyd, Chris M., 2020. "Urgent Yet Ineffective? The Welfare Impacts of Potato Price Stabilization in Peru," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304293, Agricultural and Applied Economics Association.
    8. Baumer, David L. & Knoeber, Charles R., 1987. "The Social Welfare Consequences Of Price Stabilization And Risk: An Annotated Bibliography," Department of Economics and Business - Archive 259749, North Carolina State University, Department of Economics.
    9. Kennedy P. Lynn & Schmitz Andrew & van Kooten G. Cornelis, 2020. "The Role of Storage and Trade in Food Security," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 18(1), pages 1-13, January.
    10. Yu Na Lee, 2021. "Does Aversion to Price Risk Drive Migration? Evidence from Rural Ethiopia," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(4), pages 1268-1293, August.

  23. Turnovsky, Stephen J & Shalit, Haim & Schmitz, Andrew, 1980. "Consumer's Surplus, Price Instability, and Consumer Welfare," Econometrica, Econometric Society, vol. 48(1), pages 135-152, January.

    Cited by:

    1. Basant K. Kapur, 2016. "Another Look At Price Instability And Consumer Well-Being: Nondurable And Durable (Housing) Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(02), pages 1-9, June.
    2. Martin, William J., 2012. "Managing High and Volatile Food Prices," Trade Issues Papers 142732, International Agricultural Trade Research Consortium.
    3. Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
    4. José Gallardo & Arturo Vásquez & Luis Bendezú, 2005. "La Problemática de los Precios de los Combustibles," Working Papers 11, Osinergmin, Gerencia de Políticas y Análisis Económico.
    5. Christophe C. Gouel, 2012. "Agricultural price instability: a survey of competing explanations and remedies," Post-Print hal-01001218, HAL.
    6. Christopher B. Barrett, 1999. "The microeconomics of the developmental paradox: on the political economy of food price policy," Agricultural Economics, International Association of Agricultural Economists, vol. 20(2), pages 159-172, March.
    7. Matthew Stuart & Cindy Yu & David A. Hennessy, 2023. "The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression," Papers 2308.11805, arXiv.org, revised Jun 2024.
    8. Boyd, Chris M. & Bellemare, Marc F., 2021. "Why Not Insure Prices? Experimental Evidence from Peru," 2021 Annual Meeting, August 1-3, Austin, Texas 312842, Agricultural and Applied Economics Association.
    9. Gilles Quentin Kane & Gwladys Laure Mabah Tene & Jean Joël Ambagna & Isabelle Piot-Lepetit & Fondo Sikod, 2015. "The Impact of Food Price Volatility on Consumer Welfare in Cameroon," WIDER Working Paper Series wp-2015-013, World Institute for Development Economic Research (UNU-WIDER).
    10. Christophe Gouel, 2014. "Trade Policy Coordination and Food Price Volatility," Working Papers 2014-23, CEPII research center.
    11. Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 1106, Larefi, Université Bordeaux 4.
    12. Gadenne, Lucie, 2018. "Can Rationing Increase Welfare? Theory and An Application to India's Ration Shop System," CEPR Discussion Papers 13080, C.E.P.R. Discussion Papers.
    13. Christopher BARRETT, 1993. "On The Price Risk And The Inverse Farm Size-Productivity Relationship," Staff Papers 369, University of Wisconsin Madison, AAE.
    14. Simon GB Cowan & Simon Cowan, 2002. "Commodity Taxation as Insurance Against Price Risk," Economics Series Working Papers 110, University of Oxford, Department of Economics.
    15. Adelman, Irma & Berck, Peter, 1990. "Food security policy in a stochastic world," Journal of Development Economics, Elsevier, vol. 34(1-2), pages 25-55, November.
    16. Philippe Choné & Laurent Linnemer, 2006. "Assessing Horizontal Mergers under Uncertain Efficiency Gains," Working Papers 2006-06, Center for Research in Economics and Statistics.
    17. McBride, Linden, 2014. "Exploring food commodity price risk preferences among Tanzanian households," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 172437, Agricultural and Applied Economics Association.
    18. Simon GB Cowan & Simon Cowan, 2002. "Marginal Cost Pricing versus Insurance," Economics Series Working Papers 102, University of Oxford, Department of Economics.
    19. Ambec, Stefan & Crampes, Claude, 2021. "Real-time electricity pricing to balance green energy intermittency," Energy Economics, Elsevier, vol. 94(C).
    20. Muller, Christophe, 2005. "Price index dispersion and utilitarian social evaluation," Economics Letters, Elsevier, vol. 89(2), pages 141-146, November.
    21. Richard Mash, 1996. "Supply flexibility and insurance under commodity market instability," CSAE Working Paper Series 1996-10, Centre for the Study of African Economies, University of Oxford.
    22. Christophe Gouel, 2013. "Food Price Volatility and Domestic Stabilization Policies in Developing Countries," NBER Working Papers 18934, National Bureau of Economic Research, Inc.
    23. Rodney Tyers, 1991. "On The Neglect Of Dynamics, Risk And Market Insulation In The Analysis Of Uruguay Round Food Trade Reforms," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 35(3), pages 295-313, December.
    24. Simon GB Cowan & Simon Cowan, 2002. "Utility Regulation and Risk Allocation: The Roles of Marginal Cost Pricing and Futures Markets," Economics Series Working Papers 100, University of Oxford, Department of Economics.
    25. Stephen J. Turnovsky, 1991. "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.
    26. Charles Blackorby & David Donaldson & John A. Weymark, 2006. "Hicksian Surplus Measures of Individual Welfare Change When There is Price and Income Uncertainty," Vanderbilt University Department of Economics Working Papers 0618, Vanderbilt University Department of Economics.
    27. Kim, Tae-Kyun, 1989. "The factor bias of technical change and technology adoption under uncertainty," ISU General Staff Papers 1989010108000010138, Iowa State University, Department of Economics.
    28. Stennek, J., 1995. "Consumer's Welfare and Change in Stochatstic Partial- Equilibrium Price," Papers 9572, Tilburg - Center for Economic Research.
    29. Gadenne, Lucie, 2018. "Do Ration Shop Systems Increase Welfare? Theory and an Application to India," CAGE Online Working Paper Series 358, Competitive Advantage in the Global Economy (CAGE).
    30. Stennek, Johan, 1999. "The expected consumer's surplus as a welfare measure," Journal of Public Economics, Elsevier, vol. 73(2), pages 265-288, August.
    31. Van Kooten, G. C. & Spriggs, John & Schmitz, Andrew, 1989. "The Impact of Canadian Commodity Stabilization Programs on Risk Reduction and the Supply of Agricultural Commodities," Working Papers 244037, Agriculture and Agri-Food Canada.
    32. Franco Mariuzzo & Peter L. Ormosi, 2019. "Post-merger Price Dynamics Matters, So Why Do Merger Retrospectives Ignore It?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 55(3), pages 403-429, November.
    33. Marc F. Bellemare & Yu Na Lee & David R. Just, 2020. "Producer Attitudes Toward Output Price Risk: Experimental Evidence from the Lab and from the Field," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(3), pages 806-825, May.
    34. Stennek, Johan, 1994. "Does Competition Make Firms More Flexible? A Study of Limited Managerial Cognition," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 3(2), pages 279-300, Summer.
    35. Christophe Gouel & Madhur Gautam & Will J. Martin, 2016. "Managing food price volatility in a large open country: the case of wheat in India," Oxford Economic Papers, Oxford University Press, vol. 68(3), pages 811-835.
    36. Matthias Kalkuhl & Mekbib Haile & Lukas Kornher & Marta Kozicka, 2015. "Cost-benefit framework for policy action to navigate food price spikes. FOODSECURE Working Paper No 33," FOODSECURE Working papers 33, LEI Wageningen UR.
    37. Christophe C. Gouel, 2013. "Rules versus Discretion in Food Storage Policies [Règles contre discrétion dans les politiques de stockage de produits alimentaires]," Post-Print hal-01636279, HAL.
    38. Diego Nocetti & William T. Smith, 2011. "Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.
    39. Brennan, Donna, 2003. "Price dynamics in the Bangladesh rice market: implications for public intervention," Agricultural Economics, Blackwell, vol. 29(1), pages 15-25, July.
    40. Tyers, Rodney, 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.
    41. Chavas, Jean-Paul, 2017. "On food security and the economic valuation of food," Food Policy, Elsevier, vol. 69(C), pages 58-67.
    42. Delphine Boutin, 2011. "D’une crise à l’autre : Mesurer l’impact des prix alimentaires sur la pauvreté," Larefi Working Papers 201106, Larefi, Université Bordeaux 4.
    43. Zou, Bo & Hansen, Mark, 2012. "Flight delays, capacity investment and social welfare under air transport supply-demand equilibrium," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(6), pages 965-980.
    44. Gouel, Christophe, 2013. "Optimal food price stabilisation policy," European Economic Review, Elsevier, vol. 57(C), pages 118-134.
    45. Segal, Uzi & Spivak, Avia, 1990. "First order versus second order risk aversion," Journal of Economic Theory, Elsevier, vol. 51(1), pages 111-125, June.
    46. Chebbi, Ali, 2019. "How to enlarge the fiscal space and gain efficiency when adopting automatic fuel pricing mechanisms? The Tunisian case," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 34-43.
    47. Myers, Robert J., 2006. "On the costs of food price fluctuations in low-income countries," Food Policy, Elsevier, vol. 31(4), pages 288-301, August.
    48. Schmitz Andrew, 2020. "Commodity Storage, Price Stabilization, and Food Security," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 18(1), pages 1-2, January.
    49. Wright, Brian D. & Williams, Jeffrey C., 1986. "Measurement of Consumer Gains from Market Stabilization," CUDARE Working Papers 198343, University of California, Berkeley, Department of Agricultural and Resource Economics.
    50. Ni, Shawn & Raymon, Neil, 2004. "Price uncertainty and consumer welfare in an intertemporal setting," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1877-1901, July.
    51. Tamayo, Adrian & Tagalo, Romulo, 2016. "Economic Valuation of Sand and Gravel in Davao del Norte, Philippines," MPRA Paper 75969, University Library of Munich, Germany.
    52. 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), pages 1-18.
    53. Pieters, Hannah & Swinnen, Johan, 2016. "Trading-off volatility and distortions? Food policy during price spikes," Food Policy, Elsevier, vol. 61(C), pages 27-39.
    54. Balié, Jean & Magrini, Emiliano & Morales Opazo, Cristian, 2016. "Cereal price shocks and volatility in Sub-Saharan Africa: What does really matter for farmers' welfare?," DARE Discussion Papers 1607, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    55. John C. Quiggin & Jock R. Anderson, 1981. "Price Bands and Buffer Funds," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 67-73, March.
    56. Just, Richard E. & Zilberman, David, 1992. "In Defense Of Fence To Fence: Can The Backward Bending Supply Curve Exist?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(2), pages 1-9, December.
    57. Hayashi, Takashi, 2014. "Consumer surplus analysis under uncertainty: A general equilibrium perspective," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 154-164.
    58. Kennedy P. Lynn & Schmitz Andrew & van Kooten G. Cornelis, 2020. "The Role of Storage and Trade in Food Security," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 18(1), pages 1-13, January.
    59. Cowan, Simon, 2004. "Optimal risk allocation for regulated monopolies and consumers," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 285-303, January.
    60. Yu Na Lee, 2021. "Does Aversion to Price Risk Drive Migration? Evidence from Rural Ethiopia," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(4), pages 1268-1293, August.
    61. Mr. Benedict F. W. Bingham & Mr. James Daniel & Mr. Giulio Federico, 2001. "Domestic Petroleum Price Smoothing in Developing and Transition Countries," IMF Working Papers 2001/075, International Monetary Fund.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.