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	1	2	55
General Equilibrium Pricing of Trading Strategy Risk	0	0	0	6	0	0	0	46
Green Taxation and Individual Responsibility	0	0	1	17	0	0	6	132
Green Taxation and Individual Responsibility	0	0	0	0	1	1	2	36
Green taxation and individual responsibility	0	0	0	0	0	0	0	20
International Asset Allocation: A New Perspective	0	0	0	16	0	0	0	72
Taxation and The Crowding-Out Effect of Corporate Social Responsibility	0	1	2	28	0	1	5	96
Total Working Papers	0	1	3	74	1	3	15	457

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	5	11
Black‐Scholes‐Merton revisited under stochastic dividend yields	0	0	0	2	1	2	2	10
Currency risk hedging: Futures vs. forward	0	0	0	408	0	0	2	1,381
Dynamic asset pricing with non-redundant forwards	0	0	0	25	0	0	1	102
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects	3	6	31	327	7	13	85	1,036
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1	0	0	0	68	0	0	0	222
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	0	0	94	0	0	1	239
General equilibrium pricing of nonredundant forward contracts	0	0	0	0	0	0	0	3
General equilibrium real and nominal interest rates	0	0	0	63	0	0	2	201
Green taxation and individual responsibility	0	0	0	54	0	0	3	152
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	1	7	55	1	2	14	136
International asset allocation: A new perspective	0	0	2	54	0	0	4	167
Macroeconomic environment, money demand and portfolio choice	0	0	2	19	1	2	5	67
Marking‐to‐market and the demand for interest rate futures contracts	0	0	0	0	0	0	0	3
Mean‐variance efficiency of the market portfolio and futures trading	0	0	0	3	0	0	0	9
Misunderstanding risk and return?	0	0	0	1	0	0	3	26
Monetary non-neutrality in the Sidrauski model under uncertainty	0	0	2	66	2	2	6	180
Money and Asset Prices in a Production Economy	0	0	0	5	1	1	1	24
On model ambiguity and money neutrality	0	0	0	13	0	2	6	88
On optimal portfolio choice under stochastic interest rates	0	0	1	129	0	0	4	297
Optimal Dynamic Hedging in Incomplete Futures Markets	0	0	0	27	0	0	0	100
Optimal benchmarking for active portfolio managers	0	0	0	26	0	0	1	92
Optimal currency risk hedging	1	1	2	240	1	1	3	649
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	0	0	1	21	1	1	2	72
Optimal spreading when spreading is optimal	1	1	1	13	1	1	3	66
Spreading currency forwards: why and how?	0	0	0	15	0	0	2	91
Stochastic dividend yields and derivatives pricing in complete markets	0	0	2	62	0	1	3	212
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	0	0	1	14	0	0	4	113
The asset allocation puzzle is still a puzzle	0	0	0	32	0	1	3	93
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences	0	0	1	41	0	0	5	267
Understanding dynamic mean variance asset allocation	0	0	0	2	0	0	0	24
Total Journal Articles	5	9	53	1,912	16	29	170	6,272

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Statistics updated 2022-11-05