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 2 4 63
General Equilibrium Pricing of Trading Strategy Risk 0 0 0 6 1 2 5 51
Green Taxation and Individual Responsibility 0 0 0 18 3 4 12 154
Green Taxation and Individual Responsibility 0 0 0 0 0 1 6 43
Green taxation and individual responsibility 0 0 0 0 0 2 15 35
International Asset Allocation: A New Perspective 0 0 0 17 1 1 3 76
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 0 0 30 0 4 12 115
Total Working Papers 0 0 0 78 5 16 57 537

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 4 9 24
Black‐Scholes‐Merton revisited under stochastic dividend yields 0 0 1 8 0 4 9 25
Currency risk hedging: Futures vs. forward 0 1 1 414 1 8 22 1,415
Dynamic asset pricing with non-redundant forwards 0 0 0 25 0 1 8 116
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects 1 2 11 401 5 9 39 1,285
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 0 0 0 68 0 2 3 226
Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739] 0 0 0 16 0 1 3 69
General equilibrium pricing of CPI derivatives 0 0 1 95 2 3 4 248
General equilibrium pricing of nonredundant forward contracts 0 0 0 0 0 1 3 7
General equilibrium real and nominal interest rates 0 0 0 64 0 1 7 214
Green taxation and individual responsibility 0 0 0 54 3 6 13 173
Habit persistence in consumption and the demand for money 0 0 0 16 1 4 8 81
Interest Rate Risk and the Cross Section of Stock Returns 0 1 3 65 2 5 13 164
International asset allocation: A new perspective 0 0 0 54 0 1 7 178
Macroeconomic environment, money demand and portfolio choice 0 0 0 20 0 3 10 84
Marking‐to‐market and the demand for interest rate futures contracts 0 0 0 0 0 1 1 6
Mean‐variance efficiency of the market portfolio and futures trading 0 0 0 3 0 1 4 14
Misunderstanding risk and return? 0 0 0 1 1 3 8 35
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 0 1 8 34
On model ambiguity and money neutrality 0 0 1 15 1 3 15 123
On optimal portfolio choice under stochastic interest rates 0 1 1 134 0 1 3 307
Optimal Dynamic Hedging in Incomplete Futures Markets 0 0 0 28 0 1 3 105
Optimal benchmarking for active portfolio managers 0 0 0 27 0 3 9 106
Optimal currency risk hedging 1 1 3 245 2 5 13 669
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 0 0 1 22 0 3 9 84
Optimal spreading when spreading is optimal 0 0 0 13 0 1 6 74
Spreading currency forwards: why and how? 0 0 0 15 0 3 5 97
Stochastic dividend yields and derivatives pricing in complete markets 1 1 2 70 1 3 13 242
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 0 16 0 5 12 129
The asset allocation puzzle is still a puzzle 0 0 0 33 0 1 6 101
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences 0 0 1 43 1 3 12 286
Understanding dynamic mean variance asset allocation 0 0 1 3 0 0 9 35
Total Journal Articles 3 7 28 2,042 20 93 303 6,960

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Statistics updated 2026-06-04