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 0 2 5 51
Green Taxation and Individual Responsibility 0 0 0 0 0 1 4 43
Green Taxation and Individual Responsibility 0 0 0 18 0 4 12 154
Green taxation and individual responsibility 0 0 0 0 1 3 16 36
International Asset Allocation: A New Perspective 0 0 0 17 0 1 3 76
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 0 0 30 1 4 12 116
Total Working Papers 0 0 0 78 2 17 56 539

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 1 5 10 25
Black‐Scholes‐Merton revisited under stochastic dividend yields 1 1 2 9 1 5 10 26
Currency risk hedging: Futures vs. forward 0 0 1 414 1 8 22 1,416
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 3 11 402 2 10 37 1,287
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 0 95 0 3 3 248
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 1 2 8 215
Green taxation and individual responsibility 0 0 0 54 0 6 13 173
Habit persistence in consumption and the demand for money 0 0 0 16 1 5 9 82
Interest Rate Risk and the Cross Section of Stock Returns 0 1 3 65 0 4 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 0 2 8 35
Monetary non-neutrality in the Sidrauski model under uncertainty 0 0 0 67 0 0 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 0 3 14 123
On optimal portfolio choice under stochastic interest rates 0 1 1 134 1 2 4 308
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 1 2 10 107
Optimal currency risk hedging 0 1 3 245 0 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 2 2 71 1 4 13 243
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 0 16 0 2 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 0 1 12 286
Understanding dynamic mean variance asset allocation 0 0 1 3 0 0 9 35
Total Journal Articles 3 9 28 2,045 10 90 305 6,970

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Statistics updated 2026-07-10