shalit - Publications List

Journal articles

2009

Haim Shalit, Shlomo Yitzhaki (2009) Capital Market Equilibrium with Heterogeneous Investors Quantitative Finance, 9: 6. 757-766 September

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2008

Dima Alberg, Haim Shalit, Rami Yosef (2008) Estimating Stock Market Volatility using Asymmetric GARCH Models Applied Financial Economics 18: 15. 1201-1208 August

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2005

Haim Shalit, Shlomo Yitzhaki (2005) The Mean-Gini Efficient Portfolio Frontier The Journal of Financial Research 28: 1. 59-75 Spring

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2003

Haim Shalit, Shlomo Yitzhaki (2003) “An Asset Allocation Puzzle: Comment American Economic Review 93: 3. 1002-1008 June

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2002

Haim Shalit, Shlomo Yitzhaki (2002) Estimating Beta Review of Quantitative Finance and Accounting 18: 2. 95-118 March

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1999

1995

Haim Shalit (1995) Mean-Gini Analysis of Stochastic Externalities: the Case of Groundwater Contamination Environmental and Resource Economics 6: 1. 37-52

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Haim Shalit (1995) Mean-Gini Hedging in Futures Markets The Journal of Futures Markets, 15: 6. 617-635 September

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1994

Haim Shalit, Shlomo Yitzhaki (1994) Marginal Conditional Stochastic Dominance Management Science 40: 5. 670-684 May

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1993

Amos Golan, Haim Shalit (1993) Wine Quality Differentials in Hedonic Grape Pricing Journal of Agricultural Economics, 44: 2. 311-321 May

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1989

Haim Shalit, Shlomo Yitzhaki (1989) Evaluating the Mean-Gini Approach to Portfolio Selection International Journal of Finance 1: 2. 15-31 Spring

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1986

Yakir Plessner, Haim Shalit (1986) Inflation, the Level of Investment, and Interest Rates European Economic Review 30: 4. 1169-1187 December

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1985

Haim Shalit (1985) Calculating the Gini Index of Inequality for Individual Data Oxford Bulletin of Economics and Statistics 47: 2. 185-189 May

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Rafi Melnick, Haim Shalit (1985) Estimating the Market for Tomatoes American Journal of Agricultural Economics 67: 3. 573-582 August

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1984

Haim Shalit, Andrew Schmitz (1984) Farmland Price Behavior and Credit Allocation Western Journal of Agricultural Economics 9: 2. 303-313 December

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Shlomo Yitzhaki, Haim Shalit (1984) Efficient Portfolios on the Tel-Aviv Stock Exchange ”, Bank of Israel Review, 58: 51-62 August

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Haim Shalit, Shlomo Yitzhaki (1984) Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets The Journal of Finance 39: 5. 1449-1468 December

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1983

David Bigman, Haim Shalit (1983) Applied Welfare Analysis for Consumers with Commodity Income De Economist 131: 1. 31-45 April

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1982

Haim Shalit, Andrew Schmitz (1982) Farmland Accumulation and Prices American Journal of Agricultural Economics 64: 4. 710-719 November

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1981

1980

Stephen J Turnovsky, Haim Shalit, Andrew Schmitz (1980) Consumer's Surplus, Price Instability, and Consumer Welfare Econometrica 48: 1. 135-152 January

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1979

Book chapters

1979