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Haim Shalit

Personal Details

First Name:Haim
Middle Name:
Last Name:Shalit
Suffix:
RePEc Short-ID:psh55
[This author has chosen not to make the email address public]
https://tzin.bgu.ac.il/~shalit/
Department of Economics Ben Gurion University of the Negev Beer Sheva, Israel
+972-54-7892221
Terminal Degree:1978 (from RePEc Genealogy)

Affiliation

Economics Department
Ben Gurion University of the Negev

Beer-Sheva, Israel
http://www.bgu.ac.il/econ
RePEc:edi:edbguil (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Haim Shalit, 2022. "Weighted Shapley Values Of Efficient Portfolios," Working Papers 2201, Ben-Gurion University of the Negev, Department of Economics.
  2. Haim Shalit, 2017. "The Shapley Value Decomposition Of Optimal Portfolios," Working Papers 1701, Ben-Gurion University of the Negev, Department of Economics.
  3. Haim Shalit & Frank Hespeler, 2016. "Mean-Extended Gini Portfolios: The Ultimate Frontier," Working Papers 1603, Ben-Gurion University of the Negev, Department of Economics.
  4. Gleb Gersman & Haim Shalit, 2014. "Optimizing MCSD Portfolios," Working Papers 1410, Ben-Gurion University of the Negev, Department of Economics.
  5. 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.
  6. Haim Shalit, 2010. "Portfolio Risk Management Using The Lorenz Curve," Working Papers 1011, Ben-Gurion University of the Negev, Department of Economics.
  7. Haim Shalit, 2009. "Using Ols To Test For Normality," Working Papers 0912, Ben-Gurion University of the Negev, Department of Economics.
  8. Haim Shalit & Doron Greenberg, 2009. "Hedging with Stock Index Options: A Mean-Extended Gini Approach," Working Papers 0911, Ben-Gurion University of the Negev, Department of Economics.
  9. Haim Shalit & Shlomo Yitzhaki, 2008. "How Does Beta Explain Stochastic Dominance Efficiency?," Working Papers 0813, Ben-Gurion University of the Negev, Department of Economics.
  10. 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.
  11. Haim Shalit & Shlomo Yitzhaki, 2005. "Capital Market Equilibrium: The Mean-Gini Approach," Working Papers 0522, Ben-Gurion University of the Negev, Department of Economics.
  12. 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.
  13. Golan, Amos & Shalit, Haim, 1985. "Using Wine Quality Differential in Grapes Pricing," Working Papers 232640, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
  14. 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.
  15. Shalit, Haim & Schmitz, Andrew & Zilberman, David, 1982. "Uncertainty, Instability, and the Competitive Firm," CUDARE Working Papers 198260, University of California, Berkeley, Department of Agricultural and Resource Economics.

Articles

  1. Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
  2. Haim Shalit, 2020. "The Shapley value of regression portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(6), pages 506-512, October.
  3. 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.
  4. 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.
  5. 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.
  6. Shalit, Haim, 2012. "Using OLS to test for normality," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
  7. 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.
  8. Haim Shalit & Shlomo Yitzhaki, 2009. "Capital market equilibrium with heterogeneous investors," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 757-766.
  9. 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.
  10. 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.
  11. Haim Shalit & Shlomo Yitzhaki, 2003. "An Asset Allocation Puzzle: Comment," American Economic Review, American Economic Association, vol. 93(3), pages 1002-1008, June.
  12. Shalit, Haim & Yitzhaki, Shlomo, 2002. "Estimating Beta," Review of Quantitative Finance and Accounting, Springer, vol. 18(2), pages 95-118, March.
  13. 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.
  14. 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.
  15. Haim Shalit, 1995. "Mean‐Gini hedging in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(6), pages 617-635, September.
  16. 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.
  17. Plessner, Yakir & Shalit, Haim, 1986. "Inflation, the level of investment, and interest rates," European Economic Review, Elsevier, vol. 30(6), pages 1169-1187, December.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Shalit, Haim, 1980. "The democratic provision of public and private goods from exhaustible resources," Journal of Environmental Economics and Management, Elsevier, vol. 7(2), pages 81-89, June.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GTH: Game Theory (2) 2017-07-02 2022-03-28
  2. NEP-RMG: Risk Management (2) 2010-12-18 2015-01-31
  3. NEP-CSE: Economics of Strategic Management (1) 2016-08-07
  4. NEP-FMK: Financial Markets (1) 2022-03-28

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