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 0 4 63
General Equilibrium Pricing of Trading Strategy Risk 0 0 0 6 0 1 5 52
Green Taxation and Individual Responsibility 0 0 0 18 0 2 14 156
Green Taxation and Individual Responsibility 0 0 0 0 0 2 6 45
Green taxation and individual responsibility 0 0 0 0 0 1 17 37
International Asset Allocation: A New Perspective 0 0 0 17 0 0 3 76
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 0 0 30 1 1 13 117
Total Working Papers 0 0 0 78 1 7 62 546

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 1 11 26
Black‐Scholes‐Merton revisited under stochastic dividend yields 0 0 2 9 0 0 9 26
Currency risk hedging: Futures vs. forward 0 0 1 414 0 4 19 1,420
Dynamic asset pricing with non-redundant forwards 1 1 1 26 1 2 10 118
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects 0 1 11 403 3 6 39 1,293
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 0 0 0 68 0 0 2 226
Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739] 0 0 0 16 0 0 3 69
General equilibrium pricing of CPI derivatives 0 0 0 95 1 1 4 249
General equilibrium pricing of nonredundant forward contracts 0 0 0 0 0 1 4 8
General equilibrium real and nominal interest rates 0 0 0 64 0 0 7 215
Green taxation and individual responsibility 0 0 0 54 0 1 13 174
Habit persistence in consumption and the demand for money 0 0 0 16 0 2 11 84
Interest Rate Risk and the Cross Section of Stock Returns 0 0 3 65 0 1 14 165
International asset allocation: A new perspective 0 0 0 54 0 0 6 178
Macroeconomic environment, money demand and portfolio choice 0 0 0 20 0 2 12 86
Marking‐to‐market and the demand for interest rate futures contracts 0 0 0 0 0 0 1 6
Mean‐variance efficiency of the market portfolio and futures trading 0 0 0 3 0 0 4 14
Misunderstanding risk and return? 0 0 0 1 0 0 8 35
Monetary non-neutrality in the Sidrauski model under uncertainty 0 0 0 67 0 2 10 206
Money and Asset Prices in a Production Economy 0 0 1 6 0 1 7 35
On model ambiguity and money neutrality 0 0 1 15 0 0 12 123
On optimal portfolio choice under stochastic interest rates 0 0 1 134 0 1 4 309
Optimal Dynamic Hedging in Incomplete Futures Markets 0 0 0 28 0 0 3 105
Optimal benchmarking for active portfolio managers 0 0 0 27 0 1 11 108
Optimal currency risk hedging 0 0 3 245 1 1 14 670
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 0 0 1 22 0 0 7 84
Optimal spreading when spreading is optimal 0 0 0 13 0 0 5 74
Spreading currency forwards: why and how? 0 0 0 15 0 3 8 100
Stochastic dividend yields and derivatives pricing in complete markets 0 0 2 71 0 2 14 245
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 0 16 1 2 14 131
The asset allocation puzzle is still a puzzle 0 0 0 33 0 1 7 102
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences 0 0 1 43 0 1 11 287
Understanding dynamic mean variance asset allocation 0 0 0 3 0 0 8 35
Total Journal Articles 1 2 28 2,047 7 36 312 7,006

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Statistics updated 2026-10-11