7
H index
4
i10 index
245
Citations
abraham lioui : Citation Profile
Groupe EDHEC (École de Hautes Études Commerciales du Nord) | RESEARCH PRODUCTION: 33 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1996 - 2019). 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:
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Main data
Where abraham lioui has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 6 |
| Journal of Futures Markets | 5 |
| Journal of Banking & Finance | 5 |
| European Journal of Operational Research | 3 |
| Ecological Economics | 3 |
| Economics Letters | 2 |
| Finance | 2 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Bar-Ilan University, Department of Economics | 3 |
| Post-Print / HAL | 2 |
Recent works citing abraham lioui (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Boosting environmental management: The mediating role of Industry 4.0 between environmental assets and economic and social firm performance. (2023). Enachezegheru, Mihaela ; Ficapalcusi, Pilar ; Sellens, Joan Torrent . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:753-768. Full description at Econpapers || Download paper |
| 2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
| 2023 | The effects of environmental performance and green innovation on corporate venture capital. (2023). Shuwaikh, Fatima ; Lelong, Yann ; Dubocage, Emmanuelle ; Benkraiem, Ramzi. In: Ecological Economics. RePEc:eee:ecolec:v:210:y:2023:i:c:s0921800923001234. Full description at Econpapers || Download paper |
| 2023 | On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962. Full description at Econpapers || Download paper |
| 2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper |
| 2023 | The role of green financing in facilitating renewable energy transition in China: Perspectives from energy governance, environmental regulation, and market reforms. (2023). Vardanyan, Michael ; SHEN, Zhiyang ; Song, Malin ; Du, Juntao. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000932. Full description at Econpapers || Download paper |
| 2023 | Financial development and the energy net-zero transformation potential. (2023). Song, Malin ; Mangla, Sachin Kumar ; Kazancoglu, Yigit ; Du, Juntao ; Ding, Wangwang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003614. Full description at Econpapers || Download paper |
| 2023 | When do ESG controversies reduce firm value in India?. (2023). Arvind, Mahajan ; Surendra, Yadav S ; Shveta, Singh ; Anita, Mendiratta. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000042. Full description at Econpapers || Download paper |
| 2023 | Sensitivity of market performance to social risk index: Evidence from global listed companies in logistics and transportation industry. (2023). Najaf, Khakan ; Frederico, Guilherme F ; Nasrallah, Nohade ; Atayah, Osama F ; Dhiaf, Mohamed M ; Marashdeh, Hazem. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s0038012123000368. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Moderating Role of Environmental Information Disclosure on the Impact of Environment Protection Investment on Firm Value. (2023). Peng, Geng ; Lv, Benfu ; Mei, Mei ; Cui, Wenjia ; Wang, Kedan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9174-:d:1165094. Full description at Econpapers || Download paper |
| 2023 | How do Corporate Social Responsibility and Innovation Co-evolve with Organizational Forms? Evidence from a Transitional Economy. (2023). Zhang, Jiamin ; Hu, Helen Wei. In: Journal of Business Ethics. RePEc:kap:jbuset:v:186:y:2023:i:4:d:10.1007_s10551-023-05435-8. Full description at Econpapers || Download paper |
| 2023 | Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6. Full description at Econpapers || Download paper |
| 2023 | Fund Managers’ Competition for Investment Flows Based on Relative Performance. (2023). Ye, Jiaxuan ; Wang, GU. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02221-4. Full description at Econpapers || Download paper |
| 2023 | Corporate social responsibility and financial performance: Does country sustainability matter?. (2023). Alvarezdiez, Susana ; Vargassantander, Karen Gloria ; Beldaruiz, Maria ; Baixaulisoler, Samuel. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:6:p:3075-3094. Full description at Econpapers || Download paper |
| 2023 | Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214. Full description at Econpapers || Download paper |
Works by abraham lioui:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | International Asset Allocation: A New Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | International asset allocation: A new perspective.(2003) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2001 | Dynamic Asset Pricing With Non-Redundant Forwards In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Dynamic asset pricing with non-redundant forwards.(2003) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2001 | General Equilibrium Pricing of Trading Strategy Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Money and Asset Prices in a Production Economy In: Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Misunderstanding risk and return? In: Finance. [Full Text][Citation analysis] | article | 1 |
| 2006 | Green Taxation and Individual Responsibility In: CAE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Green taxation and individual responsibility.(2007) In: Ecological Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2007 | Green taxation and individual responsibility.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2007 | Green Taxation and Individual Responsibility.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Interest Rate Risk and the Cross Section of Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 21 |
| 1996 | Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 1998 | Optimal spreading when spreading is optimal In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2001 | On optimal portfolio choice under stochastic interest rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 37 |
| 2007 | The asset allocation puzzle is still a puzzle In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 2013 | Time 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] | article | 6 |
| 2008 | Erratum to Green taxation and individual responsibility [Ecological Economics 63 (2007) 732-739] In: Ecological Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects In: Ecological Economics. [Full Text][Citation analysis] | article | 88 |
| 2008 | Monetary non-neutrality in the Sidrauski model under uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2007 | Habit persistence in consumption and the demand for money In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Optimal benchmarking for active portfolio managers In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
| 2016 | Understanding dynamic mean variance asset allocation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
| 2019 | Macroeconomic environment, money demand and portfolio choice In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
| 1998 | Currency risk hedging: Futures vs. forward In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | Erratum 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] | article | 0 |
| 2004 | General equilibrium real and nominal interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2005 | General equilibrium pricing of CPI derivatives In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 1999 | Spreading currency forwards: why and how? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Optimal currency risk hedging In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | On model ambiguity and money neutrality In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Taxation and The Crowding-Out Effect of Corporate Social Responsibility In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Minimum Variance Hedge Ratio Under Stochastic Interest Rates In: Management Science. [Full Text][Citation analysis] | article | 5 |
| 2005 | Stochastic dividend yields and derivatives pricing in complete markets In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 1 |
| 1996 | Optimal Dynamic Hedging in Incomplete Futures Markets In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 1997 | Marking?to?market and the demand for interest rate futures contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2000 | Bernoulli speculator and trading strategy risk In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2001 | Mean?variance efficiency of the market portfolio and futures trading In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2003 | General equilibrium pricing of nonredundant forward contracts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2006 | Black?Scholes?Merton revisited under stochastic dividend yields In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team