Access Statistics for Abraham Lioui

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 3 61
General Equilibrium Pricing of Trading Strategy Risk 0 0 0 6 0 2 3 49
Green Taxation and Individual Responsibility 0 0 1 18 2 5 10 150
Green Taxation and Individual Responsibility 0 0 0 0 0 2 5 42
Green taxation and individual responsibility 0 0 0 0 0 12 13 33
International Asset Allocation: A New Perspective 0 0 1 17 1 1 3 75
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 0 0 30 0 5 9 111
Total Working Papers 0 0 2 78 3 28 46 521

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bernoulli speculator and trading strategy risk 0 0 0 1 2 5 5 20
Black‐Scholes‐Merton revisited under stochastic dividend yields 0 1 1 8 0 4 5 21
Currency risk hedging: Futures vs. forward 0 0 1 413 1 5 16 1,407
Dynamic asset pricing with non-redundant forwards 0 0 0 25 1 6 7 115
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects 2 4 10 399 3 16 40 1,276
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 2 2 68
General equilibrium pricing of CPI derivatives 0 0 1 95 0 0 1 245
General equilibrium pricing of nonredundant forward contracts 0 0 0 0 1 2 2 6
General equilibrium real and nominal interest rates 0 0 0 64 2 5 6 213
Green taxation and individual responsibility 0 0 0 54 0 5 8 167
Habit persistence in consumption and the demand for money 0 0 0 16 2 4 4 77
Interest Rate Risk and the Cross Section of Stock Returns 0 1 2 64 1 7 9 159
International asset allocation: A new perspective 0 0 0 54 0 5 7 177
Macroeconomic environment, money demand and portfolio choice 0 0 0 20 1 5 8 81
Marking‐to‐market and the demand for interest rate futures contracts 0 0 0 0 0 0 0 5
Mean‐variance efficiency of the market portfolio and futures trading 0 0 0 3 0 2 3 13
Misunderstanding risk and return? 0 0 0 1 0 3 5 32
Monetary non-neutrality in the Sidrauski model under uncertainty 0 0 0 67 0 4 7 202
Money and Asset Prices in a Production Economy 0 0 1 6 1 4 7 33
On model ambiguity and money neutrality 0 0 1 15 0 5 12 120
On optimal portfolio choice under stochastic interest rates 0 0 0 133 0 0 2 306
Optimal Dynamic Hedging in Incomplete Futures Markets 0 0 0 28 0 1 2 104
Optimal benchmarking for active portfolio managers 0 0 0 27 0 5 6 103
Optimal currency risk hedging 0 0 3 244 0 4 9 664
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 1 1 1 22 1 4 6 81
Optimal spreading when spreading is optimal 0 0 0 13 0 3 5 73
Spreading currency forwards: why and how? 0 0 0 15 0 2 2 94
Stochastic dividend yields and derivatives pricing in complete markets 0 0 2 69 1 7 12 239
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 0 16 0 7 8 124
The asset allocation puzzle is still a puzzle 0 0 0 33 0 4 5 100
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences 0 0 1 43 1 4 9 283
Understanding dynamic mean variance asset allocation 0 0 1 3 2 5 11 35
Total Journal Articles 3 7 25 2,035 20 135 232 6,867

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Statistics updated 2026-03-04