Haim Shalit

Ben-Gurion University of the Negev - Department of Economics

Department of Economics

Beer-Sheva 84105

Israel

SCHOLARLY PAPERS

8

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CITATIONS
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Top 18,717

in Total Papers Citations

17

Scholarly Papers (8)

1.
Downloads 1,093 ( 15,223)
Citation 8

Estimating Beta

Number of pages: 36 Posted: 25 Jan 2002
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 1,093 (14,912)
Citation 8

Abstract:

OLS estimators, systematic risk, mean-Gini

Estimating Beta

Review of Quantitative Finance and Accounting, Vol 18, No. 2, 2002
Posted: 24 Feb 2002
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics

Abstract:

OLS estimators, systematic risk, mean-Gini

2.

Solving the Portfolio Allocation Puzzle

Number of pages: 15 Posted: 11 Mar 2002
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 304 (81,232)
Citation 2

Abstract:

Marginal Conditional Stochastic Dominance, Popular Advice Portolios

3.

Derivation of the Mean-Gini Efficient Portfolio Frontier

Number of pages: 25 Posted: 03 Dec 2002
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 271 (90,800)
Citation 2

Abstract:

Portfolio frontier, Mean-Gini, U.S. assets classes

4.

Capital Market Equilibrium with Heterogeneous Investors

Number of pages: 27 Posted: 03 May 2006
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 103 (215,673)
Citation 3

Abstract:

CAPM, Gini

5.

Using OLS to Test for Normality

Number of pages: 16 Posted: 19 Jul 2012
Haim Shalit
Ben-Gurion University of the Negev - Department of Economics
Downloads 77 (249,689)

Abstract:

regression weights, Jarque-Bera test, Kolmogorov-Smirnov test

6.

Profit Index - Pertinent Risk of Financial Investment

Number of pages: 45 Posted: 21 Dec 2012
Amitay Kauffmann, Haim Shalit and Gal Zahavi
Technion - Israel Institute of Technology, Ben-Gurion University of the Negev - Department of Economics and Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management
Downloads 76 (232,563)

Abstract:

7.

How Does Beta Explain Stochastic Dominance Efficiency?

Number of pages: 21 Posted: 11 Feb 2009
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 56 (306,150)
Citation 2

Abstract:

Systematic Risk, Gini, Extended Gini, Marginal Conditional Stochastic Dominance, Lorenz Curves

8.

The Mean-Gini Efficient Portfolio Frontier

Journal of Financial Research, Forthcoming
Posted: 26 Apr 2004
Haim Shalit and Shlomo Yitzhaki
Ben-Gurion University of the Negev - Department of Economics and Hebrew University of Jerusalem - Department of Economics

Abstract:

Mean-variance, Mean-Gini, efficient portfolio