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Dive into the research topics where Haim Shalit is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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The Nonsense of Bitcoin in Portfolio Analysis
Shalit, H., 1 Mar 2025, In: Journal of Risk and Financial Management. 18, 3, 125.Research output: Contribution to journal › Article › peer-review
Open Access -
Weighted Shapley values of efficient portfolios
Shalit, H., 14 Dec 2023, In: Risk and Decision Analysis. 9, 2-4, p. 31-38 8 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
The Shapley value decomposition of optimal portfolios
Shalit, H., 1 Mar 2021, In: Annals of Finance. 17, 1Research output: Contribution to journal › Article › peer-review
18 Scopus citations -
The Shapley value of regression portfolios
Shalit, H., 1 Oct 2020, In: Journal of Asset Management. 21, 6, p. 506-512 7 p.Research output: Contribution to journal › Article › peer-review
Open Access16 Scopus citations -
Using the Shapley value of stocks as systematic risk
Shalit, H., 20 Oct 2020, In: Journal of Risk Finance. 21, 4, p. 459-468 10 p.Research output: Contribution to journal › Article › peer-review
16 Scopus citations -
Mean-Extended Gini Portfolios: A 3D Efficient Frontier
Hespeler, F. & Shalit, H., 1 Mar 2018, In: Computational Economics. 51, 3, p. 731-740 10 p.Research output: Contribution to journal › Article › peer-review
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Optimizing Marginal Conditional Stochastic Dominance Portfolios
Shalit, H. & Gertsman, G., Feb 2018, SSRN, 23 p.Research output: Working paper/Preprint › Preprint
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Portfolio risk management using the Lorenz Curve
Shalit, H., 1 Jan 2014, In: Journal of Portfolio Management. 40, 3, p. 152-159 8 p.Research output: Contribution to journal › Article › peer-review
11 Scopus citations -
Hedging with stock index options: A Mean-Extended Gini approach
Shalit, H. & Greenberg, D., 2013, In: Journal of Mathematical Finance. 3, 1, p. 119-129Research output: Contribution to journal › Article › peer-review
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Portfolio selection problems consistent with given preference orderings
Lozza, S. O., Shalit, H. & Fabozzi, F. J., 1 Aug 2013, In: International Journal of Theoretical and Applied Finance. 16, 5, 1350029.Research output: Contribution to journal › Article › peer-review
16 Scopus citations