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	0	1	59
General Equilibrium Pricing of Trading Strategy Risk	0	0	0	6	0	0	0	46
Green Taxation and Individual Responsibility	0	1	1	18	0	1	3	142
Green Taxation and Individual Responsibility	0	0	0	0	2	2	3	39
Green taxation and individual responsibility	0	0	0	0	0	0	0	20
International Asset Allocation: A New Perspective	0	1	1	17	0	1	1	73
Taxation and The Crowding-Out Effect of Corporate Social Responsibility	0	0	2	30	1	2	5	104
Total Working Papers	0	2	4	78	3	6	13	483

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	0	0	1	15
Black‐Scholes‐Merton revisited under stochastic dividend yields	0	0	3	7	0	0	3	16
Currency risk hedging: Futures vs. forward	0	1	3	413	1	2	6	1,394
Dynamic asset pricing with non-redundant forwards	0	0	0	25	0	0	1	108
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects	1	1	14	391	4	9	65	1,250
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	223
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	1	1	1	95	1	1	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	0	0	2	207
Green taxation and individual responsibility	0	0	0	54	0	1	3	160
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	0	3	62	0	1	7	151
International asset allocation: A new perspective	0	0	0	54	0	1	2	171
Macroeconomic environment, money demand and portfolio choice	0	0	1	20	0	0	3	74
Marking‐to‐market and the demand for interest rate futures contracts	0	0	0	0	0	0	2	5
Mean‐variance efficiency of the market portfolio and futures trading	0	0	0	3	0	0	1	10
Misunderstanding risk and return?	0	0	0	1	0	0	0	27
Monetary non-neutrality in the Sidrauski model under uncertainty	0	0	0	67	0	0	3	195
Money and Asset Prices in a Production Economy	0	0	0	5	0	0	1	26
On model ambiguity and money neutrality	0	0	0	14	1	1	10	109
On optimal portfolio choice under stochastic interest rates	0	0	1	133	0	0	2	304
Optimal Dynamic Hedging in Incomplete Futures Markets	0	0	0	28	0	0	0	102
Optimal benchmarking for active portfolio managers	0	0	0	27	0	0	0	97
Optimal currency risk hedging	0	1	2	242	0	1	3	656
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth	0	0	0	21	0	0	3	75
Optimal spreading when spreading is optimal	0	0	0	13	0	0	2	68
Spreading currency forwards: why and how?	0	0	0	15	0	0	1	92
Stochastic dividend yields and derivatives pricing in complete markets	1	2	3	69	1	3	5	230
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates	0	0	1	16	0	1	3	117
The asset allocation puzzle is still a puzzle	0	0	0	33	0	0	1	95
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences	0	0	0	42	0	0	3	274
Understanding dynamic mean variance asset allocation	0	0	0	2	0	2	2	26
Total Journal Articles	3	6	32	2,017	8	23	138	6,665

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Statistics updated 2025-07-04