Access Statistics for Abraham Lioui

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Dynamic Asset Pricing With Non-Redundant Forwards	0	0	0	7	0	0	1	59
General Equilibrium Pricing of Trading Strategy Risk	0	0	0	6	0	1	1	47
Green Taxation and Individual Responsibility	0	0	0	0	0	2	3	39
Green Taxation and Individual Responsibility	0	0	1	18	0	0	3	142
Green taxation and individual responsibility	0	0	0	0	0	0	0	20
International Asset Allocation: A New Perspective	0	0	1	17	0	0	1	73
Taxation and The Crowding-Out Effect of Corporate Social Responsibility	0	0	2	30	0	1	5	104
Total Working Papers	0	0	4	78	0	4	14	484

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bernoulli speculator and trading strategy risk	0	0	0	1	0	0	1	15
Black‐Scholes‐Merton revisited under stochastic dividend yields	0	0	2	7	0	0	2	16
Currency risk hedging: Futures vs. forward	0	0	3	413	2	6	11	1,399
Dynamic asset pricing with non-redundant forwards	0	0	0	25	0	0	1	108
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects	1	2	11	392	3	7	56	1,253
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1	0	0	0	68	0	1	1	224
Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739]	0	0	0	16	0	0	0	66
General equilibrium pricing of CPI derivatives	0	1	1	95	0	1	2	245
General equilibrium pricing of nonredundant forward contracts	0	0	0	0	0	0	1	4
General equilibrium real and nominal interest rates	0	0	0	64	0	0	2	207
Green taxation and individual responsibility	0	0	0	54	0	1	2	161
Habit persistence in consumption and the demand for money	0	0	0	16	0	0	0	73
Interest Rate Risk and the Cross Section of Stock Returns	0	0	0	62	0	0	4	151
International asset allocation: A new perspective	0	0	0	54	0	0	2	171
Macroeconomic environment, money demand and portfolio choice	0	0	1	20	0	0	3	74
Marking‐to‐market and the demand for interest rate futures contracts	0	0	0	0	0	0	2	5
Mean‐variance efficiency of the market portfolio and futures trading	0	0	0	3	0	0	1	10
Misunderstanding risk and return?	0	0	0	1	0	0	0	27
Monetary non-neutrality in the Sidrauski model under uncertainty	0	0	0	67	1	1	3	196
Money and Asset Prices in a Production Economy	0	0	0	5	0	1	2	27
On model ambiguity and money neutrality	0	0	0	14	1	3	9	111
On optimal portfolio choice under stochastic interest rates	0	0	1	133	0	1	3	305
Optimal Dynamic Hedging in Incomplete Futures Markets	0	0	0	28	0	0	0	102
Optimal benchmarking for active portfolio managers	0	0	0	27	0	0	0	97
Optimal currency risk hedging	0	0	1	242	0	0	1	656
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	0	0	0	21	0	2	5	77
Optimal spreading when spreading is optimal	0	0	0	13	0	1	3	69
Spreading currency forwards: why and how?	0	0	0	15	0	0	1	92
Stochastic dividend yields and derivatives pricing in complete markets	0	1	2	69	0	2	5	231
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	0	0	1	16	0	0	2	117
The asset allocation puzzle is still a puzzle	0	0	0	33	0	0	1	95
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences	0	0	0	42	1	2	5	276
Understanding dynamic mean variance asset allocation	0	1	1	3	0	1	3	27
Total Journal Articles	1	5	24	2,019	8	30	134	6,687

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Statistics updated 2025-09-05