This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Abraham Lioui

Personal Details | Affiliation | Works
This is information that was supplied by Abraham Lioui in registering through RePEc. If you are Abraham Lioui , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Abraham
Middle Name:
Last Name: Lioui
Suffix:

RePEc Short-ID: pli36

Email:
Homepage: http://faculty.biu.ac.il/~liouia
Postal Address: Department of economics Bar ilan university 52900 Ramat Gan Israel
Phone: 97235318940

Affiliation

(in no particular order)

Works

| Articles | Access and download statistics | Citations (if any)|
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Articles

  1. Lioui, Abraham & Poncet, Patrice, 2005. "General equilibrium pricing of CPI derivatives," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1265-1294, May. [Downloadable!] (restricted)

  2. Lioui, Abraham & Poncet, Patrice, 2004. "General equilibrium real and nominal interest rates," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1569-1595, July. [Downloadable!] (restricted)

  3. Lioui, Abraham & Poncet, Patrice, 2003. "Dynamic asset pricing with non-redundant forwards," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1163-1180, May. [Downloadable!] (restricted)

  4. Lioui, Abraham & Poncet, Patrice, 2003. "International asset allocation: A new perspective," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2203-2230, November. [Downloadable!] (restricted)

  5. Lioui, Abraham & Poncet, Patrice, 2002. "Optimal currency risk hedging," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 241-264, April. [Downloadable!] (restricted)

  6. Lioui, Abraham & Poncet, Patrice, 2001. "On optimal portfolio choice under stochastic interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1841-1865, November. [Downloadable!] (restricted)

  7. Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February. [Downloadable!] (restricted)

  8. Lioui, Abraham, 1998. "Currency risk hedging: Futures vs. forward," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 61-81, January. [Downloadable!] (restricted)

  9. Lioui, Abraham, 1998. "Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1," Journal of Banking & Finance, Elsevier, vol. 22(5), pages 611-612, May. [Downloadable!] (restricted)

  10. Lioui, Abraham & Eldor, Rafael, 1998. "Optimal spreading when spreading is optimal," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 277-301, September. [Downloadable!] (restricted)

  11. Lioui, Abraham & Poncet, Patrice, 1996. "Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1101-1113. [Downloadable!] (restricted)

Did you know? About 750 journals are listed on RePEc.

This page was last updated on 2008-7-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.