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	1	1	2	60
General Equilibrium Pricing of Trading Strategy Risk	0	0	0	6	0	0	1	47
Green Taxation and Individual Responsibility	0	0	1	18	1	3	6	145
Green Taxation and Individual Responsibility	0	0	0	0	1	1	4	40
Green taxation and individual responsibility	0	0	0	0	0	1	1	21
International Asset Allocation: A New Perspective	0	0	1	17	1	1	2	74
Taxation and The Crowding-Out Effect of Corporate Social Responsibility	0	0	2	30	1	2	6	106
Total Working Papers	0	0	4	78	5	9	22	493

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	0	15
Black‐Scholes‐Merton revisited under stochastic dividend yields	0	0	2	7	0	1	3	17
Currency risk hedging: Futures vs. forward	0	0	2	413	1	3	13	1,402
Dynamic asset pricing with non-redundant forwards	0	0	0	25	0	1	2	109
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects	1	3	11	395	4	7	45	1,260
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1	0	0	0	68	0	0	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	0	1	95	0	0	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	1	2	208
Green taxation and individual responsibility	0	0	0	54	0	1	3	162
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	1	1	1	63	1	1	4	152
International asset allocation: A new perspective	0	0	0	54	0	1	3	172
Macroeconomic environment, money demand and portfolio choice	0	0	0	20	1	2	3	76
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	1	2	11
Misunderstanding risk and return?	0	0	0	1	0	2	2	29
Monetary non-neutrality in the Sidrauski model under uncertainty	0	0	0	67	2	2	4	198
Money and Asset Prices in a Production Economy	0	1	1	6	0	2	4	29
On model ambiguity and money neutrality	0	1	1	15	0	4	7	115
On optimal portfolio choice under stochastic interest rates	0	0	1	133	1	1	3	306
Optimal Dynamic Hedging in Incomplete Futures Markets	0	0	0	28	0	1	1	103
Optimal benchmarking for active portfolio managers	0	0	0	27	1	1	1	98
Optimal currency risk hedging	2	2	3	244	2	4	5	660
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	0	0	0	21	0	0	3	77
Optimal spreading when spreading is optimal	0	0	0	13	0	1	4	70
Spreading currency forwards: why and how?	0	0	0	15	0	0	0	92
Stochastic dividend yields and derivatives pricing in complete markets	0	0	2	69	0	1	5	232
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	0	0	0	16	0	0	1	117
The asset allocation puzzle is still a puzzle	0	0	0	33	1	1	1	96
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences	0	1	1	43	2	3	6	279
Understanding dynamic mean variance asset allocation	0	0	1	3	0	3	6	30
Total Journal Articles	4	9	27	2,028	16	45	139	6,732

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Statistics updated 2025-12-06