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 2 2 4 63
General Equilibrium Pricing of Trading Strategy Risk 0 0 0 6 1 1 4 50
Green Taxation and Individual Responsibility 0 0 1 18 1 3 10 151
Green Taxation and Individual Responsibility 0 0 0 0 1 1 6 43
Green taxation and individual responsibility 0 0 0 0 2 2 15 35
International Asset Allocation: A New Perspective 0 0 1 17 0 1 3 75
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 0 0 30 3 4 13 115
Total Working Papers 0 0 2 78 10 14 55 532

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 4 6 9 24
Black‐Scholes‐Merton revisited under stochastic dividend yields 0 0 1 8 4 4 9 25
Currency risk hedging: Futures vs. forward 0 1 1 414 6 8 21 1,414
Dynamic asset pricing with non-redundant forwards 0 0 0 25 1 2 8 116
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects 1 3 10 400 3 7 37 1,280
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 0 0 0 68 2 2 3 226
Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739] 0 0 0 16 1 1 3 69
General equilibrium pricing of CPI derivatives 0 0 1 95 1 1 2 246
General equilibrium pricing of nonredundant forward contracts 0 0 0 0 1 2 3 7
General equilibrium real and nominal interest rates 0 0 0 64 1 3 7 214
Green taxation and individual responsibility 0 0 0 54 3 3 11 170
Habit persistence in consumption and the demand for money 0 0 0 16 3 5 7 80
Interest Rate Risk and the Cross Section of Stock Returns 1 1 3 65 2 4 11 162
International asset allocation: A new perspective 0 0 0 54 1 1 8 178
Macroeconomic environment, money demand and portfolio choice 0 0 0 20 3 4 10 84
Marking‐to‐market and the demand for interest rate futures contracts 0 0 0 0 1 1 1 6
Mean‐variance efficiency of the market portfolio and futures trading 0 0 0 3 1 1 4 14
Misunderstanding risk and return? 0 0 0 1 1 2 7 34
Monetary non-neutrality in the Sidrauski model under uncertainty 0 0 0 67 0 2 9 204
Money and Asset Prices in a Production Economy 0 0 1 6 1 2 8 34
On model ambiguity and money neutrality 0 0 1 15 2 2 14 122
On optimal portfolio choice under stochastic interest rates 1 1 1 134 1 1 3 307
Optimal Dynamic Hedging in Incomplete Futures Markets 0 0 0 28 1 1 3 105
Optimal benchmarking for active portfolio managers 0 0 0 27 1 3 9 106
Optimal currency risk hedging 0 0 2 244 3 3 11 667
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 0 1 1 22 3 4 9 84
Optimal spreading when spreading is optimal 0 0 0 13 1 1 6 74
Spreading currency forwards: why and how? 0 0 0 15 3 3 5 97
Stochastic dividend yields and derivatives pricing in complete markets 0 0 2 69 2 3 14 241
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 0 16 2 5 13 129
The asset allocation puzzle is still a puzzle 0 0 0 33 1 1 6 101
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences 0 0 1 43 0 3 11 285
Understanding dynamic mean variance asset allocation 0 0 1 3 0 2 11 35
Total Journal Articles 3 7 26 2,039 60 93 293 6,940

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Statistics updated 2026-05-06