Abraham Lioui

Professor, Head of faculty - Data Science, Economics & Finance

EDHEC-Risk Climate Impact Institute Affiliate Member

Main contributions

Journal of Banking and Finance (1998 ; 2003 ; 2004 ; 2022), Journal of Financial Economics (2021), European Journal of Operational Research (2013 ; 2016 ; 2019), Journal of Financial Markets (2019), Journal of Financial and Quantitative Analysis (2014), 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 International Money and Finance (1999 ; 2002), Management Science (2000)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: ESG, Climate Finance, Portfolio and Asset Pricing Theory, Derivatives and Risk Management

Bio

Abraham Lioui is Professor of Finance at the EDHEC Business School, France. His research interests focus on portfolio theory, dynamic asset allocation, pricing and hedging of derivatives, asset pricing theory, monetary policy and asset pricing. His articles are published in journals including Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, Journal of Money Credit and Banking and many others.


Publications of Abraham Lioui

01.02.2023 - Article in a peer reviewed journal

Money Illusion and TIPS Demand

Abraham Lioui
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Journal of Money, Credit and Banking, Volume 55, February 2023, Pages 171 - 214


30.03.2022 - Article in a peer reviewed journal

Chasing the ESG factor

Abraham Lioui, Andrea Tarelli
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Journal of Banking and Finance, Volume 139, April 2022, Pages 1 - 24


01.10.2021 - Article in a peer reviewed journal

Sustainable Investing with ESG Rating Uncertainty

Abraham Lioui, Avramov Doron, Cheng Si, Tarelli Andrea
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Journal of Financial Economics, January 2021, Pages 1 - 63


25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Avramov Doron, Tarelli Andrea, Cheng Si
|

Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664


25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Doron Avramov, Andrea Tarelli, Si Cheng
|

Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664



Derniers articles EDHEC Vox

16.11.2022

Comparing ESG ratings for better decisions

  • Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance
27.01.2020

The necessary but complex question of ESG ratings

  • Abraham Lioui , Professor, Head of faculty - Data Science, Economics & Finance