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Abraham Lioui
Abraham Lioui
Verified email at edhec.edu
Title
Cited by
Cited by
Year
Sustainable investing with ESG rating uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of financial economics 145 (2), 642-664, 2022
5872022
Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects
A Lioui, Z Sharma
Ecological Economics 78, 100-111, 2012
4602012
On optimal portfolio choice under stochastic interest rates
A Lioui, P Poncet
Journal of Economic Dynamics and Control 25 (11), 1841-1865, 2001
1262001
Market anomalies and disaster risk: Evidence from extreme weather events
MG Lanfear, A Lioui, MG Siebert
Journal of financial markets 46, 100477, 2019
1202019
Interest rate risk and the cross section of stock returns
A Lioui, P Maio
Journal of Financial and Quantitative Analysis 49 (2), 483-511, 2014
972014
Chasing the ESG factor
A Lioui, A Tarelli
Journal of Banking & Finance 139, 106498, 2022
732022
Practitioner portfolio construction and performance measurement: Evidence from Europe
N Amenc, F Goltz, A Lioui
Financial Analysts Journal 67 (3), 39-50, 2011
482011
Dynamic ESG equilibrium
D Avramov, A Lioui, Y Liu, A Tarelli
Management Science, 2024
322024
International asset allocation: a new perspective
A Lioui, P Poncet
Journal of banking & finance 27 (11), 2203-2230, 2003
312003
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
A Lioui, P Poncet
Journal of Economic Dynamics and Control 20 (6-7), 1101-1113, 1996
311996
General equilibrium real and nominal interest rates
A Lioui, P Poncet
Journal of Banking & Finance 28 (7), 1569-1595, 2004
302004
Optimal benchmarking for active portfolio managers
A Lioui, P Poncet
European Journal of Operational Research 226 (2), 268-276, 2013
292013
Green taxation and individual responsibility
J Ballet, D Bazin, A Lioui, D Touahri
Ecological Economics 63 (4), 732-739, 2007
272007
General equilibrium pricing of CPI derivatives
A Lioui, P Poncet
Journal of Banking & Finance 29 (5), 1265-1294, 2005
272005
Optimal currency risk hedging
A Lioui, P Poncet
Journal of International Money and Finance 21 (2), 241-264, 2002
262002
Is ESG risk priced?
A Lioui
Available at SSRN 3285091, 2018
252018
Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences
A Lioui
Journal of Economic Dynamics and Control 37 (5), 1066-1096, 2013
252013
The asset allocation puzzle is still a puzzle
A Lioui
Journal of Economic Dynamics and Control 31 (4), 1185-1216, 2007
252007
Dynamic asset allocation with forwards and futures
A Lioui, P Poncet
Springer Science & Business Media, 2005
252005
The minimum variance hedge ratio under stochastic interest rates
A Lioui, P Poncet
Management Science 46 (5), 658-668, 2000
242000
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