| Sustainable investing with ESG rating uncertainty D Avramov, S Cheng, A Lioui, A Tarelli Journal of Financial Economics 145 (2), 642-664, 2022 | 496 | 2022 |
| Chasing the ESG factor A Lioui, A Tarelli Journal of Banking & Finance 139 (June 2022), 106498, 2022 | 63 | 2022 |
| Capital structure decisions and the optimal design of corporate market debt programs L Martellini, V Milhau, A Tarelli Journal of Corporate Finance 49, 141-167, 2018 | 35 | 2018 |
| Dynamic ESG equilibrium D Avramov, A Lioui, Y Liu, A Tarelli Management Science, 2024 | 29 | 2024 |
| Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments L Martellini, V Milhau, A Tarelli The Journal of Alternative Investments 18 (1), 48-64, 2015 | 14 | 2015 |
| Bail-in vs bail-out: Bank resolution and liability structure L Leanza, A Sbuelz, A Tarelli International Review of Financial Analysis 73, 101642, 2021 | 11 | 2021 |
| Structural recovery of face value at default R Guha, A Sbuelz, A Tarelli European Journal of Operational Research 283 (3), 1148-1171, 2020 | 11 | 2020 |
| Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds L Martellini, V Milhau, A Tarelli The Journal of Fixed Income 24 (3), 5-29, 2015 | 11 | 2015 |
| Macroeconomic environment, money demand and portfolio choice A Lioui, A Tarelli European Journal of Operational Research 274 (1), 357-374, 2019 | 8 | 2019 |
| Factor investing for the long run A Lioui, A Tarelli Journal of Economic Dynamics and Control 117 (August 2020), N/A-N/A, 2020 | 6 | 2020 |
| Money illusion and TIPS demand A Lioui, A Tarelli Journal of Money, Credit and Banking 55 (1), 171-214, 2023 | 4 | 2023 |
| Active fund management when ESG matters D Avramov, S Cheng, A Tarelli Available at SSRN 4182602, 2024 | 3* | 2024 |
| Dynamic investment strategies for corporate pension funds in the presence of sponsor risk L Martellini, V Milhau Investment Magazine, 42-43, 2012 | 2 | 2012 |
| Estimation risk versus optimality risk: An ex-ante efficiency analysis of alternative equity portfolio diversification strategies L Martellini, V Milhau, A Tarelli Bankers, Markets & Investors, 26-42, 2014 | 1 | 2014 |
| Quantitative Finance: Problems and Solutions A Sbuelz, A Tarelli Giappichelli, 2021 | | 2021 |
| No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments A Tarelli Investment Management and Financial Innovations 17 (1), 197-212, 2020 | | 2020 |
| Does monetary policy matter for a long-term investor? A Lioui, A Tarelli | | |
Abraham LiouiEDHEC Business SchoolVerified email at edhec.edu
