Moshe (Shiki) Levy is a Full Professor in the Finance and Banking Department at the Hebrew University Business School. He is an expert in finance, and his areas of research include portfolio theory, decision-making under uncertainty, evolution of preferences, social networks, social phase transitions, the utility of health, and econophysics.
Prof. Levy was a Visiting Assistant Professor at UCLA’s Anderson Graduate School of Management. His research has been published in Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, European Journal of Operational Research, Review of Economics and Statistics, and Journal of Economic Theory.
He won the Harry Markowitz JOIM Award for his paper, “A New Perspective on the Validity of the CAPM: Still Alive”, the Michael Milken Prize for Excellence in Teaching, the Abe Grey Award, the Golda Meir Fellowship, the Lady Davis Post-Doctoral Scholarship, and the Wolf Scholarship for Academic Excellency.
Prof. Levy earned his Ph.D. in Economics and Physics from Hebrew University. He holds an M.Sc. in Physics, and a B.Sc. in Mathematics and Physics from Hebrew University.
Prof. Levy teaches the courses Investments and Portfolio Theory and Introduction to Finance. He published the book Microscopic Simulation of Financial Markets: From Investor Behavior to Market Phenomena (Academic Press).