Access Statistics for Abraham Lioui

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Currency risk hedging: Futures vs. forward 10 20 114 223 30 87 376 699
Dynamic asset pricing with non-redundant forwards 0 0 2 16 0 0 4 57
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 2 3 22 52 6 14 55 156
General equilibrium pricing of CPI derivatives 1 2 13 48 3 10 32 119
General equilibrium real and nominal interest rates 0 2 8 38 2 6 20 104
International asset allocation: A new perspective 1 2 3 23 2 3 9 66
On optimal portfolio choice under stochastic interest rates 1 3 12 73 2 5 24 162
Optimal currency risk hedging 2 5 22 154 3 11 46 381
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 0 2 3 13 0 2 5 40
Optimal spreading when spreading is optimal 0 0 1 6 0 0 3 28
Spreading currency forwards: why and how? 0 0 2 9 1 3 9 54
Total Journal Articles 17 39 202 655 49 141 583 1,866


Statistics updated 2008-09-04