abraham lioui : Citation Profile


Are you abraham lioui?

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

7

H index

4

i10 index

223

Citations

RESEARCH PRODUCTION:

33

Articles

7

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 9
   Journals where abraham lioui has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 11 (4.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli509
   Updated: 2022-11-19    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 (6)

Casassus, Jaime (4)

Scholtens, Bert (3)

Cvitanic, Jaksa (3)

Lejeune, Thomas (3)

Wouters, Raf (2)

LAI, Anh (2)

Forcadell, Francisco (2)

Aldunate, Felipe (2)

Venegas-Martínez, Francisco (2)

Cites to:

Duffie, Darrell (17)

Jarrow, Robert (11)

Lioui, Abraham (9)

merton, robert (9)

Campbell, John (8)

Singleton, Kenneth (8)

Cvitanic, Jaksa (7)

Gertler, Mark (7)

Galí, Jordi (7)

Viceira, Luis (6)

Clarida, Richard (6)

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
Journal of Futures Markets5
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 (2022 and 2021)


YearTitle of citing document
2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2021Governmental incentives for green bonds investment. (2021). Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2101.00648.

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2021The impact of toxic chemical releases and their management on financial performance. (2021). Vichitsarawong, Thanyaluk ; Fikru, Mahelet G ; Li, LI. In: Advances in accounting. RePEc:eee:advacc:v:53:y:2021:i:c:s0882611021000171.

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2021Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002042.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2021Real options for an entrepreneur with preferences for liquidity. (2021). Lu, Ting ; Luo, Pengfei ; Song, Dandan. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s016517652100166x.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2022Relative performance evaluation for dynamic contracts in a large competitive market. (2022). Phillip, Sheung Chi ; Ma, Guiyuan ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:768-780.

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2022The Green Tobins q: theory and evidence. (2022). Terjesen, Siri ; Tindall, Greg ; Faria, Joo Ricardo. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s014098832200202x.

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2021Corporate social performance and financial performance relationship: A data envelopment analysis approach without explicit input. (2021). Yang, Guo-Liang ; Song, Yaoyao ; ben Zaied, Younes ; ben Lahouel, Bechir. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314400.

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2021Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?. (2021). Kunkler, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302751.

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2022Chasing the ESG factor. (2022). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000929.

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2022Re-thinking about U: The relevance of regime-switching model in the relationship between environmental corporate social responsibility and financial performance. (2022). Managi, Shunsuke ; Taleb, Lotfi ; ben Zaied, Younes ; ben Lahouel, Bechir. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:498-519.

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2021Dynamic resource allocation with hidden volatility. (2021). Westerfield, Mark M ; Feng, Felix Zhiyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:560-581.

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2022The Fed and the stock market: A tale of sentiment states. (2022). Kontonikas, Alexandros ; Hung, Chi-Hsiou D ; Guo, Haifeng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001103.

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2021An inflation-based ICAPM in China. (2021). Zhang, Han. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001086.

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2021Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy. (2021). Romaniuk, Katarzyna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:37-43.

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2021Effects of environmental corporate social responsibility on innovativeness of spanish industrial SMEs?,??,?,??. (2021). Aracil, Elisa ; Ubeda, Fernando ; Forcadell, Francisco Javier. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520311811.

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2021Too little or too much of good things? The horizontal S-curve hypothesis of green business strategy on firm performance. (2021). Li, Chao ; Yu, Mingchuan ; Chen, LU ; Lin, Han ; Jiang, Wan ; Lampel, Joseph. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004832.

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2022The Effects of Carbon Emissions and Agency Costs on Firm Performance. (2022). Zahir-Ul, Muhammad Kaleem ; Opare, Solomon ; Houqe, Muhammad Nurul ; Ahmed, Kamran. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:152-:d:781523.

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2021Green Finance Innovation and Regional Green Development. (2021). Lei, Xiaodong ; Zhao, NA ; Wang, Yanli ; Long, Ruyin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8230-:d:599924.

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2021Business Group-Affiliation and Corporate Social Responsibility: Evidence from Listed Companies in China. (2021). Liu, Wei ; Jiang, Xianling ; Huang, Xin ; Chen, Qian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2110-:d:500312.

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2022Element Matching and Configuration Path of Corporate Social Responsibility Performance. (2022). Wang, Hongwei ; Zhang, Dongsheng ; Jin, Xiangshan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6614-:d:826486.

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2022Research on Green Finance and Green Development Based Eco-Efficiency and Spatial Econometric Analysis. (2022). Ge, Xiangyu ; Xiang, Xiuli ; Ye, Tifang ; Yang, Keling. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2825-:d:760924.

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2022Study on the Coupling Coordination and Spatial Correlation Effect of Green Finance and High-Quality Economic Development—Evidence from China. (2022). Du, Yiming ; Ding, Rui ; Zhou, Tao ; Zhang, Ting ; Cheng, Shihui. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3137-:d:766150.

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2022CSR and Long-Term Corporate Performance: The Moderating Effects of Government Subsidies and Peer Firm’s CSR. (2022). Xu, Guangyi ; Ye, Guangyu ; Zhao, Wenli ; Huang, Ming ; Deng, Dandan ; Liu, Chong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5543-:d:808807.

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2022Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion. (2022). Lai, Anh Ngoc ; Mellios, Constantin. In: Post-Print. RePEc:hal:journl:hal-03708926.

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2022Dynamic optimal hedge ratio design when price and production are stochastic with jump. (2022). Aime, Fono Louis ; Jules, Sadefo Kamdem ; Gaston, Nyassoke Titi. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:3:d:10.1007_s10436-022-00410-1.

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2022Strong client orientation, little leverage in nonprofit firms?. (2022). Fedele, Alessandro ; Tortia, Ermanno ; Miniaci, Raffaele. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:1:d:10.1007_s11187-020-00438-5.

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2022Corporate environmental responsibility, financial performance, and international bank loans: Evidence from China. (2022). Lu, You-Xun ; Huang, Yin-Siang. In: MPRA Paper. RePEc:pra:mprapa:111682.

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2021International trade and environmental corporate social responsibility. (2021). Sagasta, Amagoia ; Bárcena-Ruiz, Juan ; Barcena-Ruiz, Juan Carlos. In: MPRA Paper. RePEc:pra:mprapa:112583.

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2022.

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2021Environmental responsibility, CEO power and financial performance in the energy sector. (2021). Lee, Siew Peng. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:8:d:10.1007_s11846-020-00430-z.

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2022Corporate social and financial performance: Revisiting the role of innovation. (2022). Schnippering, Maximilian ; Busch, Timo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:29:y:2022:i:3:p:635-645.

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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: 7
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2001Dynamic Asset Pricing With Non-Redundant Forwards In: Working Papers.
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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: 3
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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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article1
2006Green Taxation and Individual Responsibility In: CAE Working Papers.
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2007Green taxation and individual responsibility.(2007) In: Ecological Economics.
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This paper has another version. Agregated cites: 3
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2007Green taxation and individual responsibility.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 3
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2007Green Taxation and Individual Responsibility.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
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2014Interest Rate Risk and the Cross Section of Stock Returns In: Journal of Financial and Quantitative Analysis.
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article19
1996Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth In: Journal of Economic Dynamics and Control.
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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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article35
2007The asset allocation puzzle is still a puzzle In: Journal of Economic Dynamics and Control.
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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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2008Erratum to Green taxation and individual responsibility [Ecological Economics 63 (2007) 732-739] In: Ecological Economics.
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2012Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects In: Ecological Economics.
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2008Monetary non-neutrality in the Sidrauski model under uncertainty In: Economics Letters.
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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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article10
2016Understanding dynamic mean variance asset allocation In: European Journal of Operational Research.
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2019Macroeconomic environment, money demand and portfolio choice In: European Journal of Operational Research.
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article1
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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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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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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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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team