abraham lioui : Citation Profile


Are you abraham lioui?

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

6

H index

2

i10 index

100

Citations

RESEARCH PRODUCTION:

23

Articles

5

Papers

RESEARCH ACTIVITY:

   17 years (1996 - 2013). See details.
   Cites by year: 5
   Journals where abraham lioui has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 9 (8.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli509
   Updated: 2018-12-08    RAS profile: 2013-04-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with abraham lioui.

Is cited by:

Menoncin, Francesco (10)

Prigent, Jean-Luc (3)

Casassus, Jaime (3)

Neely, Christopher (2)

Venegas-Martínez, Francisco (2)

LAI, Anh (2)

Misani, Nicola (2)

Wojakowski, Rafal (2)

Cvitanic, Jaksa (2)

De Paoli, Bianca (2)

Nuta, Florian (2)

Cites to:

Duffie, Darrell (16)

Jarrow, Robert (11)

merton, robert (9)

Lioui, Abraham (7)

Jackson, Matthew (6)

Cvitanic, Jaksa (5)

Wachter, Jessica (4)

Chen, Zhiwu (4)

Danthine, Jean-Pierre (4)

Andreoni, James (4)

Viceira, Luis (4)

Main data


Where abraham lioui has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Journal of Banking & Finance5
Ecological Economics3
Economics Letters2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Bar-Ilan University, Department of Economics3

Recent works citing abraham lioui (2018 and 2017)


YearTitle of citing document
2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1607.04488.

Full description at Econpapers || Download paper

2017Financial and environmental performances in the banking industry: A non-linear approach. (2017). Laguir, Issam ; el Baz, Jamal ; Elbaz, Jamal ; Stekelorum, Rebecca . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00402.

Full description at Econpapers || Download paper

2017Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint. (2017). Hu, Fengxia ; Wang, Rongming. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:313:y:2017:i:c:p:103-118.

Full description at Econpapers || Download paper

2017Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

Full description at Econpapers || Download paper

2017Environmental and Financial Performance of Fossil Fuel Firms: A Closer Inspection of their Interaction. (2017). Scholtens, Bert ; Gonenc, Halit. In: Ecological Economics. RePEc:eee:ecolec:v:132:y:2017:i:c:p:307-328.

Full description at Econpapers || Download paper

2018A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms Economic Performance. (2018). Caporin, Massimiliano ; Fontini, Fulvio ; Blasi, Silvia. In: Ecological Economics. RePEc:eee:ecolec:v:147:y:2018:i:c:p:218-229.

Full description at Econpapers || Download paper

2018Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix. (2018). Jin, Xing ; Hong, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:389-398.

Full description at Econpapers || Download paper

2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

Full description at Econpapers || Download paper

2018Impacts of Industrial Heterogeneity and Technical Innovation on the Relationship between Environmental Performance and Financial Performance. (2018). Li, Ruiqian ; Ramanathan, Ramakrishnan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1653-:d:148073.

Full description at Econpapers || Download paper

2017Greenhouse Gas Emissions Intensity and the Cost of Capital. (2017). Trinks, Arjan ; Mulder, Machiel ; Scholtens, Bert ; Ibikunle, Gbenga. In: Research Report. RePEc:gro:rugsom:17017-eef.

Full description at Econpapers || Download paper

2018Business Cases and Corporate Engagement with Sustainability: Differentiating Ethical Motivations. (2018). Schaltegger, Stefan ; Burritt, Roger . In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:2:d:10.1007_s10551-015-2938-0.

Full description at Econpapers || Download paper

2018Environmental Sustainability and Implied Cost of Equity: International Evidence. (2018). Gupta, Kartick. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:2:d:10.1007_s10551-015-2971-z.

Full description at Econpapers || Download paper

2018Are Agency Problems a Determinant of Green Bond Issuance?. (2018). Glavas, Dejan ; Bancel, Franck . In: MPRA Paper. RePEc:pra:mprapa:88377.

Full description at Econpapers || Download paper

2017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

Full description at Econpapers || Download paper

2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0588-y.

Full description at Econpapers || Download paper

Works by abraham lioui:


YearTitleTypeCited
2001International Asset Allocation: A New Perspective In: Working Papers.
[Full Text][Citation analysis]
paper6
2003International asset allocation: A new perspective.(2003) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2001Dynamic Asset Pricing With Non-Redundant Forwards In: Working Papers.
[Full Text][Citation analysis]
paper2
2003Dynamic asset pricing with non-redundant forwards.(2003) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2001General Equilibrium Pricing of Trading Strategy Risk In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Green Taxation and Individual Responsibility In: CAE Working Papers.
[Full Text][Citation analysis]
paper3
2007Green taxation and individual responsibility.(2007) In: Ecological Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
1996Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
1998Optimal spreading when spreading is optimal In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
2001On optimal portfolio choice under stochastic interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article28
2007The asset allocation puzzle is still a puzzle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
2013Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2008Erratum to Green taxation and individual responsibility [Ecological Economics 63 (2007) 732-739] In: Ecological Economics.
[Full Text][Citation analysis]
article0
2012Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects In: Ecological Economics.
[Full Text][Citation analysis]
article21
2008Monetary non-neutrality in the Sidrauski model under uncertainty In: Economics Letters.
[Full Text][Citation analysis]
article5
2007Habit persistence in consumption and the demand for money In: Economics Letters.
[Full Text][Citation analysis]
article0
2013Optimal benchmarking for active portfolio managers In: European Journal of Operational Research.
[Full Text][Citation analysis]
article3
1998Currency risk hedging: Futures vs. forward In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
1998Erratum to Currency risk hedging: Futures vs. forward [J. Banking and Finance 22 (1) (1998) 61-81]1 In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2004General equilibrium real and nominal interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2005General equilibrium pricing of CPI derivatives In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
1999Spreading currency forwards: why and how? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2002Optimal currency risk hedging In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2012On model ambiguity and money neutrality In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2006Taxation and The Crowding-Out Effect of Corporate Social Responsibility In: Working Papers.
[Full Text][Citation analysis]
paper1
2000The Minimum Variance Hedge Ratio Under Stochastic Interest Rates In: Management Science.
[Full Text][Citation analysis]
article2
2005Stochastic dividend yields and derivatives pricing in complete markets In: Review of Derivatives Research.
[Full Text][Citation analysis]
article0
1996Optimal Dynamic Hedging in Incomplete Futures Markets In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team