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Abraham Lioui

Global rank #4611 94%

Institution: Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Primary Field: Macro (weighted toward more recent publications)

First Publication: 1996

Most Recent: 2014

RePEc ID: pli509 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 0.00 21.11 0.00 22.12

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 23.22

Publications (19)

Year Article Journal Tier Authors
2014 Interest Rate Risk and the Cross Section of Stock Returns Journal of Financial and Quantitative Analysis B 2
2013 Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences Journal of Economic Dynamics and Control B 1
2012 Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects Ecological Economics B 2
2008 Erratum to "Green taxation and individual responsibility" [Ecological Economics 63 (2007) 732-739] Ecological Economics B 4
2008 Monetary non-neutrality in the Sidrauski model under uncertainty Economics Letters C 2
2007 Green taxation and individual responsibility Ecological Economics B 4
2007 Habit persistence in consumption and the demand for money Economics Letters C 2
2007 The asset allocation puzzle is still a puzzle Journal of Economic Dynamics and Control B 1
2005 General equilibrium pricing of CPI derivatives Journal of Banking & Finance B 2
2004 General equilibrium real and nominal interest rates Journal of Banking & Finance B 2
2003 International asset allocation: A new perspective Journal of Banking & Finance B 2
2003 Dynamic asset pricing with non-redundant forwards Journal of Economic Dynamics and Control B 2
2002 Optimal currency risk hedging Journal of International Money and Finance B 2
2001 On optimal portfolio choice under stochastic interest rates Journal of Economic Dynamics and Control B 2
1999 Spreading currency forwards: why and how? Journal of International Money and Finance B 1
1998 Optimal spreading when spreading is optimal Journal of Economic Dynamics and Control B 2
1998 Currency risk hedging: Futures vs. forward Journal of Banking & Finance B 1
1998 Erratum to "Currency risk hedging: Futures vs. forward" [J. Banking and Finance 22 (1) (1998) 61-81]1 Journal of Banking & Finance B 1
1996 Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth Journal of Economic Dynamics and Control B 2