LIOUI Abraham, PhD

Head of Faculty (Finance) - Director Ph.D. in Finance Program - Professor

Speciality : Finance
Expertise(s) : Financial risks management

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email :

Main academic publications

Journal of Financial and Quantitative Analysis (2014), European Journal of Operational Research (2013), Journal of Macroeconomics (2012), Financial Analysts Journal (2011), Journal of Alternative Investments (2011), Finance (2010), Bankers, Markets & Investors (2010), Economics Letters (2007 ; 2008), Journal of Economics Dynamics and Controls (1998 ; 2001 ; 2003 ; 2007 ; 2013), Ecological Economics (2007), Journal of Future Markets (1997 ; 2000 ; 2001 ; 2003 ; 2006), Review of Derivatives Research (2005), Journal of Banking and Finance (1998 ; 2003 ; 2004), Journal of International Money and Finance (1999 ; 2002), Management Science (2000)

Documents to download

CV - Abraham LIOUI...
(-1.00 B)

Publications edhec

Chapter : Corporate Social Responsibility and Macroeconomic Uncertainty. ACADEMIC PRESS

Journal of Financial and Quantitative Analysis, Volume 49, Issue 2, April 2014, pp483-511.

Chapter: A Paradox of the Mean Variance Setting for the Long Term Investor. Ed. SPRINGER

Chapter: Regulation, Regulatory Uncertainty and the Stock Market: The Case of Short Sale Bans. Ed. ELSEVIER


Chapter: Robust Consumption and Portfolio Rules when Asset Returns are Predictable. Ed. PALGRAVE MACMILLAN

Chapter : Risk management and portfolio optimization for volatile markets. Chapter : An empirical analysis of short-biased hedge fund's risk-...

There is considerable heterogeneity in market reaction to different dimensions of CSR. Not all dimensions...

We look at the impact of the ban on broad market indices in the US and in Europe (the United Kingdom, France...

We first show that monetary certainty is a sufficient condition for an interest rate smoothing rule to be...

According to recently published data (for the United States in particular), a large majority of short...

Relying on a general version of the standard Real Business Cycle model with cash and credit goods, we find that the factors determining the...

See Also

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- 23-09-2017
An exclusive interview of Emmanuel Métais, Dean of EDHEC Business School in the brand...
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- 30-08-2017
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Innovation with limited resources (Video)
- 18-08-2017
The article "Innovation with Limited Resources: Management Lessons from the German...