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 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
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


Statistics updated 2022-11-05