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 6 0 0 2 42
General Equilibrium Pricing of Trading Strategy Risk 0 0 0 5 1 1 3 40
Green Taxation and Individual Responsibility 0 0 1 14 0 1 4 102
International Asset Allocation: A New Perspective 1 1 2 14 1 2 3 50
Taxation and The Crowding-Out Effect of Corporate Social Responsibility 0 2 4 22 0 2 10 60
Total Working Papers 1 3 7 61 2 6 22 294

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Currency risk hedging: Futures vs. forward 0 0 0 403 1 1 3 1,364
Dynamic asset pricing with non-redundant forwards 0 0 0 24 0 0 0 93
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects 1 6 27 175 6 29 108 594
Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 0 0 0 68 0 0 0 219
Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739] 0 0 0 15 0 0 0 61
General equilibrium pricing of CPI derivatives 0 1 1 93 0 1 2 231
General equilibrium real and nominal interest rates 0 0 0 56 0 1 2 182
Green taxation and individual responsibility 0 0 0 51 0 0 1 134
Habit persistence in consumption and the demand for money 0 0 0 16 0 0 1 71
International asset allocation: A new perspective 0 0 0 52 0 0 0 154
Monetary non-neutrality in the Sidrauski model under uncertainty 0 0 1 51 0 0 3 141
On model ambiguity and money neutrality 0 0 0 13 0 0 1 70
On optimal portfolio choice under stochastic interest rates 1 1 1 124 2 2 4 277
Optimal Dynamic Hedging in Incomplete Futures Markets 0 0 0 27 0 0 4 90
Optimal benchmarking for active portfolio managers 0 0 0 25 0 0 4 80
Optimal currency risk hedging 0 0 0 236 0 0 1 631
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth 0 0 0 20 0 0 1 67
Optimal spreading when spreading is optimal 0 0 0 12 0 0 1 58
Spreading currency forwards: why and how? 0 0 0 13 0 0 0 83
Stochastic dividend yields and derivatives pricing in complete markets 0 0 1 56 0 2 6 193
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates 0 0 2 10 0 0 4 81
The asset allocation puzzle is still a puzzle 0 0 0 28 0 0 3 78
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences 0 1 2 33 1 3 9 223
Total Journal Articles 2 9 35 1,601 10 39 158 5,175

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Statistics updated 2018-08-04