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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.

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First Name: Abraham
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Last Name: Lioui
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RePEc Short-ID: pli509

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Works

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

Working papers

  1. Jérôme Ballet & Damien Bazin & Abraham Lioui & David Touahri, 2006. "Taxation and The Crowding-Out Effect of Corporate Social Responsibility," Post-Print halshs-00113856_v1, HAL. [Downloadable!]

  2. Saïd Hanchane & A. Lioui & David Touahri, 2006. "Human capital as a risky asset and the effect of uncertainty on the decision to invest," Post-Print halshs-00010139_v1, HAL. [Downloadable!]

Articles

  1. Lioui, Abraham & Poncet, Patrice, 2008. "Monetary non-neutrality in the Sidrauski model under uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 22-26, July. [Downloadable!] (restricted)

  2. Lioui, Abraham & Rangvid, Jesper, 2007. "Habit persistence in consumption and the demand for money," Economics Letters, Elsevier, vol. 96(2), pages 168-176, August. [Downloadable!] (restricted)

  3. Lioui, Abraham, 2007. "The asset allocation puzzle is still a puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1185-1216, April. [Downloadable!] (restricted)

  4. Ballet, Jerome & Bazin, Damien & Lioui, Abraham & Touahri, David, 2007. "Green taxation and individual responsibility," Ecological Economics, Elsevier, vol. 63(4), pages 732-739, September. [Downloadable!] (restricted)

  5. Abraham Lioui, 2005. "Stochastic dividend yields and derivatives pricing in complete markets," Review of Derivatives Research, Springer, vol. 8(3), pages 151-175, December. [Downloadable!] (restricted)

  6. 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)

  7. 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)

  8. 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)

  9. 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)

  10. 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)

  11. 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)

  12. 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)

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

  14. 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)

  15. 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)

  16. Abraham Lioui & Pascal Nguyen Duc Trong & Patrice Poncet, 1996. "Optimal Dynamic Hedging in Incomplete Futures Markets," The Geneva Risk and Insurance Review, Palgrave Macmillan Journals, vol. 21(1), pages 103-122, June. [Downloadable!] (restricted)

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This page was last updated on 2009-12-23.

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.