| Sustainable investing with ESG rating uncertainty D Avramov, S Cheng, A Lioui, A Tarelli Journal of financial economics 145 (2), 642-664, 2022 | 934 | 2022 |
| Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects A Lioui, Z Sharma Ecological Economics 78, 100-111, 2012 | 500 | 2012 |
| Market anomalies and disaster risk: Evidence from extreme weather events MG Lanfear, A Lioui, MG Siebert Journal of financial markets 46, 100477, 2019 | 154 | 2019 |
| On optimal portfolio choice under stochastic interest rates A Lioui, P Poncet Journal of Economic Dynamics and Control 25 (11), 1841-1865, 2001 | 125 | 2001 |
| Chasing the ESG factor A Lioui, A Tarelli Journal of Banking & Finance 139, 106498, 2022 | 110 | 2022 |
| 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 | 102 | 2014 |
| Practitioner portfolio construction and performance measurement: Evidence from Europe N Amenc, F Goltz, A Lioui Financial Analysts Journal 67 (3), 39-50, 2011 | 47 | 2011 |
| Dynamic ESG equilibrium D Avramov, A Lioui, Y Liu, A Tarelli Management Science, 2024 | 41 | 2024 |
| Optimal benchmarking for active portfolio managers A Lioui, P Poncet European Journal of Operational Research 226 (2), 268-276, 2013 | 32 | 2013 |
| International asset allocation: a new perspective A Lioui, P Poncet Journal of banking & finance 27 (11), 2203-2230, 2003 | 32 | 2003 |
| Green taxation and individual responsibility J Ballet, D Bazin, A Lioui, D Touahri Ecological Economics 63 (4), 732-739, 2007 | 31 | 2007 |
| General equilibrium real and nominal interest rates A Lioui, P Poncet Journal of Banking & Finance 28 (7), 1569-1595, 2004 | 31 | 2004 |
| 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 | 31 | 1996 |
| 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 | 29 | 2013 |
| Is ESG risk priced? A Lioui Available at SSRN 3285091, 2018 | 28 | 2018 |
| General equilibrium pricing of CPI derivatives A Lioui, P Poncet Journal of Banking & Finance 29 (5), 1265-1294, 2005 | 28 | 2005 |
| Optimal currency risk hedging A Lioui, P Poncet Journal of International Money and Finance 21 (2), 241-264, 2002 | 27 | 2002 |
| The asset allocation puzzle is still a puzzle A Lioui Journal of Economic Dynamics and Control 31 (4), 1185-1216, 2007 | 26 | 2007 |
| Currency risk hedging: Futures vs. forward A Lioui Journal of banking & finance 22 (1), 61-81, 1998 | 26 | 1998 |
| Corporate social responsibility and the cross section of stock returns A Lioui, P Poncet, M Sisto Available at SSRN 2730722, 2018 | 24 | 2018 |
Andrea TarelliAssociate Professor, Catholic University of MilanVerified email at unicatt.it
