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 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
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


Statistics updated 2025-07-04