Only Robinson Crusoe could get everything done by Friday
Haim Shalit, “Portfolio Risk Management Using the Lorenz Curve”, Journal of Portfolio Management, Forthcoming 2014.
Sergio Ortobelli, Haim Shalit, and Frank Fabozzi, “Portfolio Selection Problems Consistent with Given Preference Orderings.”, International Journal of Theoretical & Applied Finance, Vol. 16, No. 5, 2013.
Haim Shalit and Doron Greenberg, “Hedging with Stock Index Options: A Mean-Extended Gini Approach”, Journal of Mathematical Finance, Vol. 3 No. 1, February 2013, pp. 119-129.
Haim Shalit, “Using OLS to Test for Normality”, Statistics & Probability Letters, Vol.82, No 11, November 2012, pp. 2050-2058 .
Haim Shalit and Shlomo Yitzhaki, “How Does Beta Explain Stochastic Dominance Efficiency?”, Review of Quantitative Finance and Accounting,Vol.35, No. 4, November 2010, pp. 431-444 .
Haim Shalit, “Finding Better Securities while Holding Portfolios”, Journal of Portfolio Management, Vol. 37, No. 1, Fall 2010, pp. 31–42.
Haim Shalit and Shlomo Yitzhaki, “Capital Market Equilibrium with Heterogeneous Investors”, Quantitative Finance, Vol.9, No. 6, September 2009, pp. 757-766.
Sergio Ortobelli, Svetlozar Rachev, Haim Shalit, and Frank Fabozzi, “Orderings and Probability Functionals Consistent with Preferences ”, Applied Mathematical Finance, Vol.16, No. 1, 2009, pp. 81-102.
Sergio Ortobelli, Svetlozar Rachev, Haim Shalit, and Frank Fabozzi, “Orderings and Risk Probability Functionals in Portfolio Theory ”, Probability and Mathematical Statistics, Vol.28, No. 2, 2008, pp. 203-234.
Dima Alberg, Haim Shalit, and Rami Yosef, “Estimating Stock Market Volatility using Asymmetric GARCH Models”, Applied Financial Economics, Vol.18, No. 15, August 2008, pp. 1201- 1208.
Haim Shalit and Shlomo Yitzhaki, “The Mean-Gini Efficient Portfolio Frontier”, The Journal of Financial Research, Vol. 28, No. 1, Spring 2005, pp. 59-75.
Haim Shalit and Shlomo Yitzhaki, “An Asset Allocation Puzzle: Comment”, American Economic Review, Vol. 93, No. 3, June 2003, pp. 1002-1008.
Haim Shalit and Shlomo Yitzhaki, “Estimating Beta”, Review of Quantitative Finance and Accounting, Vol. 18, No. 2, March 2002, pp. 95-118.
Russell Gregory-Allen and Haim Shalit, “The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach”, Review of Quantitative Finance and Accounting,Vol. 12, No. 2 , March 1999, pp. 135-157.
Haim Shalit, “Mean-Gini Hedging in Futures Markets”, The Journal of Futures Markets, Vol. 15, No. 6, September 1995, pp. 617-635.
Haim Shalit, “Mean-Gini Analysis of Stochastic Externalities: the Case of Groundwater Contamination”, Environmental and Resource Economics, Vol. 6, No. 1, 1995, pp. 37-52.
Haim Shalit and Shlomo Yitzhaki, “Marginal Conditional Stochastic Dominance”, Management Science, Vol. 40, No. 5, May 1994, pp. 670-684.
Amos Golan and Haim Shalit, “Wine Quality Differentials in Hedonic Grape Pricing”, Journal of Agricultural Economics, Vol. 44, No. 2, May 1993, pp. 311-321.
Haim Shalit and Shlomo Yitzhaki, “Evaluating the Mean-Gini Approach to Portfolio Selection”, International Journal of Finance, Vol. 1, No. 2, Spring 1989, pp. 15-31.
Yakir Plessner and Haim Shalit, “Inflation, the Level of Investment, and Interest Rates”, European Economic Review, Vol. 30, No.4, December 1986, pp. 1169-1187.
Haim Shalit, “Calculating the Gini Index of Inequality for Individual Data”, Oxford Bulletin of Economics and Statistics, Vol. 47, No. 2, May 1985, pp. 185-189.
Rafi Melnick and Haim Shalit, “Estimating the Market for Tomatoes”, American Journal of Agricultural Economics, Vol. 67, No. 3, August 1985, pp. 573-582.
Haim Shalit and Shlomo Yitzhaki, “Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets”, Journal of Finance, Vol. 39, No. 5, December 1984, pp. 1449-1468.
Haim Shalit, “Does it Pay to Stabilize the Price of Vegetables?: An Empirical Evaluation of Agricultural Price Policies”, European Review of Agricultural Economics, Vol. 11, No. 1, 1984, pp. 1-16.
Haim Shalit and Andrew Schmitz, “Farmland Price Behavior and Credit Allocation”, Western Journal of Agricultural Economics, Vol. 9, No. 2, December 1984, pp. 303-313.
Shlomo Yitzhaki and Haim Shalit, “Efficient Portfolios on the Tel-Aviv Stock Exchange”, Bank of Israel Review, Vol. 58, August 1984, pp. 51-62, English Version August 1986.
David Bigman and Haim Shalit, “Applied Welfare Analysis for Consumers with Commodity Income”, De Economist, Vol. 131, No. 1, April 1983, pp. 31-45.
Uri Regev, Haim Shalit, and A.P. Gutierrez, “On the Optimal Allocation of Pesticides with Increasing Resistance: the Case of Alfalfa Weevil”, Journal of Environmental Economics and Management, Vol. 10, No. 1, March 1983, pp. 86-100.
Haim Shalit and Andrew Schmitz, “Farmland Accumulation and Prices”, American Journal of Agricultural Economics, Vol. 64, No. 4, November 1982, pp. 710-719.
Andrew Schmitz, Haim Shalit, and Stephen J. Turnovsky, “Producer Welfare and the Preference for Price Stability”, American Journal of Agricultural Economics, Vol. 63, No. 1, February 1981, pp. 157-160.
Haim Shalit, “The Democratic Provision of Public and Private Goods from Exhaustible Resources”, Journal of Environmental Economics and Management, Vol. 7, No. 2, June 1980, pp. 81-89.
Stephen J. Turnovsky, Haim Shalit, and Andrew Schmitz, “Consumer's Surplus, Price Instability, and Consumer Welfare”, Econometrica, Vol. 48, No. 1, January 1980, 135-152.
Andrew P. Gutierrez, Uri Regev, and Haim Shalit, “An Economic Optimization Model of Pesticide Resistance: Alfalfa and Egyptian Alfalfa Weevil- An Example”, Environmental Entomology, Vol. 8, 1979, pp. 101-107.
Uri Regev, Haim Shalit, and Andrew P. Gutierrez, “ Economic Conflicts in Plant Protection: the Problems of Pesticide Resistance ”, Pest Management, G.A. Norton and C.S. Holling, eds., Pergamon Press, Oxford, England, 1979, pp. 281-299.
Working Papers
Arie Preminger and Haim Shalit, “Normality Is a Necessary and Sufficient Condition for OLS to Yield Robust Results”, 2002.
