abraham lioui : Citation Profile


Are you abraham lioui?

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

6

H index

2

i10 index

123

Citations

RESEARCH PRODUCTION:

33

Articles

7

Papers

RESEARCH ACTIVITY:

   20 years (1996 - 2016). See details.
   Cites by year: 6
   Journals where abraham lioui has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 9 (6.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli509
   Updated: 2019-02-13    RAS profile: 2019-02-07    
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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 (4)

Casassus, Jaime (4)

De Paoli, Bianca (2)

Venegas-Martínez, Francisco (2)

Cvitanic, Jaksa (2)

Neely, Christopher (2)

Nuta, Florian (2)

Wojakowski, Rafal (2)

Misani, Nicola (2)

LAI, Anh (2)

Cites to:

Duffie, Darrell (17)

Jarrow, Robert (11)

merton, robert (9)

Lioui, Abraham (9)

Singleton, Kenneth (8)

Campbell, John (7)

Gertler, Mark (7)

Cvitanic, Jaksa (6)

Wachter, Jessica (6)

Jackson, Matthew (6)

Gali, Jordi (6)

Main data


Where abraham lioui has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Journal of Futures Markets5
Journal of Banking & Finance5
European Journal of Operational Research3
Ecological Economics3
Economics Letters2
Finance2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Bar-Ilan University, Department of Economics3
Post-Print / HAL2

Recent works citing abraham lioui (2019 and 2018)


YearTitle of citing document
2018A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249.

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2018New Insights into the NAV Spread Puzzle of Listed Real Estate: Idiosyncratic and Systematic Evidence. (2018). Weis, Christian ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2018_224.

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2018Are the Fama French factors treated as risk? Evidence from CEO compensation. (2018). Bertomeu, Jeremy ; Liuwatts, Michelle ; Cheynel, Edwige. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:728-774.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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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.

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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.

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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.

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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.

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

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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.

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2018Estimation of the global minimum variance portfolio in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Schmid, Wolfgang. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:1:p:371-390.

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2018Behavioral mean-variance portfolio selection. (2018). Bi, Junna ; Meng, Qingbin ; Jin, Hanqing. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:644-663.

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2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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2018Time-consistent mean–variance portfolio optimization: A numerical impulse control approach. (2018). van Staden, Pieter M ; Forsyth, Peter A ; Dang, Duy-Minh. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:9-28.

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2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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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.

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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.

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2019A Non-Linear and Disaggregated Approach to Studying the Impact of CSR on Accounting Profitability: Evidence from the Polish Banking Industry. (2019). Matuszak, Ukasz ; Roaska, Ewa. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:1:p:183-:d:194298.

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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.

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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.

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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.

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

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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.

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2018Twenty Years of Research on the Relationship Between Economic and Social Performance: A Meta-analysis Approach. (2018). Lopez-Arceiz, Francisco J ; Rivera, Pilar ; Bellostas, Ana J. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:140:y:2018:i:2:d:10.1007_s11205-017-1791-1.

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2018Dividend derivatives. (2018). Tunaru, R S. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:1:p:63-81.

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Works by abraham lioui:


YearTitleTypeCited
2001International Asset Allocation: A New Perspective In: Working Papers.
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2003International asset allocation: A new perspective.(2003) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 6
article
2001Dynamic Asset Pricing With Non-Redundant Forwards In: Working Papers.
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paper2
2003Dynamic asset pricing with non-redundant forwards.(2003) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 2
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2001General Equilibrium Pricing of Trading Strategy Risk In: Working Papers.
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2010Money and Asset Prices in a Production Economy In: Finance.
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2011Misunderstanding risk and return? In: Finance.
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article0
2006Green Taxation and Individual Responsibility In: CAE Working Papers.
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paper3
2007Green taxation and individual responsibility.(2007) In: Ecological Economics.
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This paper has another version. Agregated cites: 3
article
2007Green taxation and individual responsibility.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007Green Taxation and Individual Responsibility.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Interest Rate Risk and the Cross Section of Stock Returns In: Journal of Financial and Quantitative Analysis.
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article9
1996Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth In: Journal of Economic Dynamics and Control.
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article4
1998Optimal spreading when spreading is optimal In: Journal of Economic Dynamics and Control.
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article1
2001On optimal portfolio choice under stochastic interest rates In: Journal of Economic Dynamics and Control.
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article30
2007The asset allocation puzzle is still a puzzle In: Journal of Economic Dynamics and Control.
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article7
2013Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences In: Journal of Economic Dynamics and Control.
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article4
2008Erratum to Green taxation and individual responsibility [Ecological Economics 63 (2007) 732-739] In: Ecological Economics.
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article0
2012Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects In: Ecological Economics.
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article23
2008Monetary non-neutrality in the Sidrauski model under uncertainty In: Economics Letters.
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article5
2007Habit persistence in consumption and the demand for money In: Economics Letters.
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2013Optimal benchmarking for active portfolio managers In: European Journal of Operational Research.
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article3
2016Understanding dynamic mean variance asset allocation In: European Journal of Operational Research.
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article3
2019Macroeconomic environment, money demand and portfolio choice In: European Journal of Operational Research.
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article0
1998Currency risk hedging: Futures vs. forward In: Journal of Banking & Finance.
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1998Erratum to Currency risk hedging: Futures vs. forward [J. Banking and Finance 22 (1) (1998) 61-81]1 In: Journal of Banking & Finance.
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2004General equilibrium real and nominal interest rates In: Journal of Banking & Finance.
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article6
2005General equilibrium pricing of CPI derivatives In: Journal of Banking & Finance.
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1999Spreading currency forwards: why and how? In: Journal of International Money and Finance.
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2002Optimal currency risk hedging In: Journal of International Money and Finance.
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article3
2012On model ambiguity and money neutrality In: Journal of Macroeconomics.
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2006Taxation and The Crowding-Out Effect of Corporate Social Responsibility In: Working Papers.
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2000The Minimum Variance Hedge Ratio Under Stochastic Interest Rates In: Management Science.
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2005Stochastic dividend yields and derivatives pricing in complete markets In: Review of Derivatives Research.
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1996Optimal Dynamic Hedging in Incomplete Futures Markets In: The Geneva Risk and Insurance Review.
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1997Marking‐to‐market and the demand for interest rate futures contracts In: Journal of Futures Markets.
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2000Bernoulli speculator and trading strategy risk In: Journal of Futures Markets.
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2001Mean‐variance efficiency of the market portfolio and futures trading In: Journal of Futures Markets.
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article0
2003General equilibrium pricing of nonredundant forward contracts In: Journal of Futures Markets.
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2006Black‐Scholes‐Merton revisited under stochastic dividend yields In: Journal of Futures Markets.
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