Microscopic simulation of financial markets: from investor behavior to market phenomena H Levy, M Levy, S Solomon Elsevier, 2000 | 597 | 2000 |
New evidence for the power-law distribution of wealth M Levy, S Solomon Physica A: Statistical Mechanics and its Applications 242 (1-2), 90-94, 1997 | 435 | 1997 |
Prospect theory: much ado about nothing? M Levy, H Levy Management Science 48 (10), 1334-1349, 2002 | 409 | 2002 |
Power laws are logarithmic Boltzmann laws M Levy, S Solomon International Journal of Modern Physics C 7 (04), 595-601, 1996 | 395 | 1996 |
A microscopic model of the stock market: cycles, booms, and crashes M Levy, H Levy, S Solomon Economics Letters 45 (1), 103-111, 1994 | 348 | 1994 |
Prospect theory and mean-variance analysis H Levy, M Levy Review of financial studies 17 (4), 1015-1041, 2004 | 326 | 2004 |
The Forbes 400 and the Pareto wealth distribution OS Klass, O Biham, M Levy, O Malcai, S Solomon Economics Letters 90 (2), 290-295, 2006 | 256 | 2006 |
The gravitational law of social interaction M Levy, J Goldenberg Physica A: Statistical Mechanics and its Applications 393, 418-426, 2014 | 242* | 2014 |
Gibrat's law for (all) cities: Comment M Levy American Economic Review 99 (4), 1672-1675, 2009 | 231 | 2009 |
Microscopic simulation of the stock market: the effect of microscopic diversity M Levy, H Levy, S Solomon Journal de Physique I 5 (8), 1087-1107, 1995 | 193 | 1995 |
The market portfolio may be mean/variance efficient after all: The market portfolio M Levy, R Roll The Review of Financial Studies 23 (6), 2464-2491, 2010 | 179 | 2010 |
Spontaneous scaling emergence in generic stochastic systems S Solomon, M Levy International Journal of Modern Physics C 7 (05), 745-751, 1996 | 127 | 1996 |
Dynamical explanation for the emergence of power law in a stock market model M Levy, S Solomon, G Ram International Journal of Modern Physics C 7, 65-72, 1996 | 121 | 1996 |
Are rich people smarter? M Levy Journal of Economic theory 110 (1), 42-64, 2003 | 108 | 2003 |
Experimental test of the prospect theory value function: A stochastic dominance approach H Levy, M Levy Organizational Behavior and Human Decision Processes 89 (2), 1058-1081, 2002 | 94 | 2002 |
The home bias is here to stay H Levy, M Levy Journal of Banking & Finance 47, 29-40, 2014 | 87 | 2014 |
The benefits of differential variance-based constraints in portfolio optimization H Levy, M Levy European Journal of Operational Research 234 (2), 372-381, 2014 | 87 | 2014 |
Generic emergence of power law distributions and Levy-Stable intermittent fluctuations in discrete logistic systems O Biham, O Malcai, M Levy, S Solomon Physical Review E 58 (2), 1352, 1998 | 84 | 1998 |
The Forbes 400, the Pareto power-law and efficient markets OS Klass, O Biham, M Levy, O Malcai, S Solomon The European Physical Journal B 55, 143-147, 2007 | 82 | 2007 |
Investment talent and the Pareto wealth distribution: Theoretical and experimental analysis M Levy, H Levy Review of Economics and Statistics 85 (3), 709-725, 2003 | 82 | 2003 |