Access Statistics for Abraham Lioui

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	60
General Equilibrium Pricing of Trading Strategy Risk	0	0	0	6	1	1	2	48
Green Taxation and Individual Responsibility	0	0	0	0	0	1	4	40
Green Taxation and Individual Responsibility	0	0	1	18	1	4	7	146
Green taxation and individual responsibility	0	0	0	0	1	2	2	22
International Asset Allocation: A New Perspective	0	0	1	17	0	1	2	74
Taxation and The Crowding-Out Effect of Corporate Social Responsibility	0	0	0	30	2	4	6	108
Total Working Papers	0	0	2	78	5	14	25	498

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Bernoulli speculator and trading strategy risk	0	0	0	1	1	1	1	16
Black‐Scholes‐Merton revisited under stochastic dividend yields	1	1	2	8	1	1	3	18
Currency risk hedging: Futures vs. forward	0	0	1	413	3	4	14	1,405
Dynamic asset pricing with non-redundant forwards	0	0	0	25	1	2	3	110
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects	2	5	11	397	8	14	45	1,268
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	0	0	66
General equilibrium pricing of CPI derivatives	0	0	1	95	0	0	2	245
General equilibrium pricing of nonredundant forward contracts	0	0	0	0	0	0	1	4
General equilibrium real and nominal interest rates	0	0	0	64	1	1	3	209
Green taxation and individual responsibility	0	0	0	54	3	4	6	165
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	1	2	2	64	4	5	8	156
International asset allocation: A new perspective	0	0	0	54	0	0	2	172
Macroeconomic environment, money demand and portfolio choice	0	0	0	20	0	2	3	76
Marking‐to‐market and the demand for interest rate futures contracts	0	0	0	0	0	0	1	5
Mean‐variance efficiency of the market portfolio and futures trading	0	0	0	3	2	3	3	13
Misunderstanding risk and return?	0	0	0	1	0	2	2	29
Monetary non-neutrality in the Sidrauski model under uncertainty	0	0	0	67	2	4	5	200
Money and Asset Prices in a Production Economy	0	1	1	6	1	2	5	30
On model ambiguity and money neutrality	0	1	1	15	1	5	8	116
On optimal portfolio choice under stochastic interest rates	0	0	0	133	0	1	2	306
Optimal Dynamic Hedging in Incomplete Futures Markets	0	0	0	28	0	1	1	103
Optimal benchmarking for active portfolio managers	0	0	0	27	2	3	3	100
Optimal currency risk hedging	0	2	3	244	0	4	5	660
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	0	0	0	21	1	1	4	78
Optimal spreading when spreading is optimal	0	0	0	13	0	1	4	70
Spreading currency forwards: why and how?	0	0	0	15	1	1	1	93
Stochastic dividend yields and derivatives pricing in complete markets	0	0	2	69	3	4	8	235
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	0	0	0	16	2	2	3	119
The asset allocation puzzle is still a puzzle	0	0	0	33	0	1	1	96
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences	0	1	1	43	1	4	7	280
Understanding dynamic mean variance asset allocation	0	0	1	3	1	4	7	31
Total Journal Articles	4	13	26	2,032	39	77	162	6,771

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Statistics updated 2026-01-09