Prof. Haim Shalit
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Office Address: | Department of Economics Ben-Gurion University of the Negev P.O. Box 653 Beer-Sheva 84105, Israel |
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| Tel: | +972-8-647-2299 | ||
| Fax: | +972-8-647-2941 | ||
| E-Mail: | shalit@bgu.ac.il |
Haim Shalit's research is directed toward the use of the mean-Gini model, the Lorenz curve, and Marginal Conditional Stochastic Dominance in financial markets.
- 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.
- 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.
- 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.
- 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 and Andrew Schmitz, “Farmland Accumulation and Prices”, American Journal of Agricultural Economics, Vol. 64, No. 4, November 1982, pp. 710-719.
- 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.
- David Bigman and Haim Shalit, “Applied Welfare Analysis for Consumers with Commodity Income”, De Economist, Vol. 131, No. 1, April 1983, pp. 31-45.
- 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.
- 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.
- 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 Shlomo Yitzhaki, “Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets”, Journal of Finance, Vol. 39, No. 5, December 1984, pp. 1449-1468.
- 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, “Calculating the Gini Index of Inequality for Individual Data”, Oxford Bulletin of Economics and Statistics, Vol 47, No. 2, May 1985, pp. 185-189.
- 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 and Shlomo Yitzhaki, “Evaluating the Mean-Gini Approach to Portfolio Selection”, International Journal of Finance, Vol 1, No. 2, Spring 1989, pp. 15-31.
- 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, “Marginal Conditional Stochastic Dominance”, Management Science, Vol 40, No. 5, May 1994, pp. 670-684.
- 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, “Mean-Gini Hedging in Futures Markets”, The Journal of Futures Markets, Vol 15, No. 6, September 1995, pp. 617-635.
- 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 and Shlomo Yitzhaki, “Estimating Beta”, Review of Quantitative Finance and Accounting, Vol.18, No. 2 March 2002, pp. 95-118.
- 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, “The Mean-Gini Efficient Portfolio Frontier”, The Journal of Financial Research, 28, No 1, Spring 2005, pp. 59-75.
- 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.
- 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.
- 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.
- Haim Shalit and Shlomo Yitzhaki, “Capital Market Equilibrium with Heterogeneous Investors”, Quantitative Finance, Vol.9, No 6, September 2009, pp. 757-766.
- Haim Shalit, “Finding Better Securities while Holding Portfolios”, Journal of Portfolio Management, Forthcoming.
- Haim Shalit and Shlomo Yitzhaki, “How Does Beta Explain Stochastic Dominance Efficiency?”, Review of Quantitative Finance and Accounting, Forthcoming.
- רפי מלניק וחיים שליט, ”ניתוח שוק העגבניות בישראל ואומדנו“, עיונים בכלכלה, 1981, עמ'283-292.
- שלמה יצחקי וחיים שליט, ”על תיקי השקעה יעילים בבורסה בתל אביב“, סקר בנק ישראל, מס'58, 1984, עמ'51-62.
- עמוס גולן וחיים שליט, ”תמחור הענבים על פי איכות היין“, , עיונים בכלכלה בעריכת איתן ברגלס ומרדכי פיין , 1986, עמ' 225-240.
- דימה אלברג, רמי יוסף וחיים שליט, ”אמידה וחיזוי תנודתיות מדדי מניות ת"א 25 ות"א 100“, רבעון לבנקאות, מס' 164, יוני 2008, עמ' 77-93.
- Arie Preminger and Haim Shalit, “Normality Is a Necessary and Sufficient Condition for OLS to Yield Robust Results”, 2002.
- Haim Shalit and Shlomo Yitzhaki, “How Does Beta Explain Stochastic Dominance Efficiency?”, 2009.
- Doron Greenberg and Haim Shalit, “Hedging with Stock Index Options: A Mean-Extended Gini Approach”, 2009.
- Haim Shalit, “Using OLS to Test for Normality”, 2009.