search query: @author Levy, H. / total: 48
references: 33-42 / 48
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33.
Stochastic dominance and the investment horizon with riskless assets.
Review of Economic Studies
1982 : JUL, VOL. 49:157, p. 427-438
 1982 Levy, H.
Levy, A.
34.
Stockastic dominance: a note.
Journal of Finance
1982 : JUN, VOL. 37:3, p. 871-875
 1982 Kroll, Y.
Levy, H.
35.
Inflation and the trade credit period.
Management Science
1982 : JUN, VOL. 28:6, p. 646-651
 1982 Ben-Horim, M.
Levy, H.
36.
Risk, inflation, and liquidity performance : a simulation of the portfolio demand for money.
Quarterly Review of Economics and Business
1982 : SPRING, VOL. 22:1, p. 7-22
 1982 Levy, H.
Sarnat, M.
37.
The information content of accounting data and the management of security portfolios.
Journal of Business Finance and Accounting
1981 : SUMMER, VOL. 8:2, p. 221-248
 1981 Barlev, B.
Levy, H.
38.
Lease financing : cost versus liquidity.
Engineering Economist
1981 : FALL, VOL. 27:1, p. 59-69
 1981 Levy, H.
Landskroner, Y.
39.
Sampling errors and portfolio efficient analysis.
Journal of Financial and Quantitative Analysis
1980 : SEP, VOL. 15:3, p. 655-688
 1980 Kroll, Y.
Levy, H.
40.
Mean-variance efficient portfolios.
Management Science
1980 : NOV, VOL. 26:11, p. 1108-1116
 1980 Levy, H.
Kroll, Y.
41.
The capital asset pricing model, inflation, and the investment horizon: the Israeli experience.
Journal of Financial and Quantitative Analysis
1980 : SEP, VOL. 15:3, p. 561-593
 1980 Levy, H.
42.
Total risk, diversifiable risk and nondiversifiable risk: a pedagogic note.
Journal of Financial and Quantitative Analysis
1980 : JUN, VOL. 15:2, p. 289-297
 1980 Ben-Horim, M.
Levy, H.
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